diff --git a/.github/workflows/maven.yml b/.github/workflows/maven.yml index c2b4e7a8..0dac7da7 100644 --- a/.github/workflows/maven.yml +++ b/.github/workflows/maven.yml @@ -3,11 +3,7 @@ name: Java CI with Maven -on: - push: - branches: [ master ] - pull_request: - branches: [ master ] +on: [push, pull_request] jobs: build: diff --git a/README.md b/README.md index eebdb2ba..2f38d21e 100644 --- a/README.md +++ b/README.md @@ -1,8 +1,10 @@ +[![Java CI with Maven](https://github.com/FIXTradingCommunity/fix-orchestra/actions/workflows/maven.yml/badge.svg)](https://github.com/FIXTradingCommunity/fix-orchestra/actions/workflows/maven.yml) + ![](FIXorchestraLogo.png) # FIX Orchestra Resources -This project contains resources and sample code for FIX Orchestra version 1.0. Technical specifications for FIX Orchestra are in project [fix-orchestra-spec](https://github.com/FIXTradingCommunity/fix-orchestra-spec). +This project contains resources and sample code for FIX Orchestra version 1.1. Technical specifications for FIX Orchestra are in project [fix-orchestra-spec](https://github.com/FIXTradingCommunity/fix-orchestra-spec). FIX Orchestra is intended to provide a standard and some reference implementation for *machine readable rules of engagement* between counterparties. The goal is to reduce the time to get counterparties trading, and improve accuracy of implementations. @@ -97,7 +99,7 @@ This module generates code that is conformant to the QuickFIX/J API for validati A demonstration of session configuration for QuickFIX open-source FIX engine. It consumes an XML file in the `interfaces` schema. ## License -© Copyright 2016-2021 FIX Protocol Limited +© Copyright 2016-2022 FIX Protocol Limited Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except in compliance with the License. diff --git a/dsl-antlr/README.md b/dsl-antlr/README.md index 81167ea3..46669ec7 100644 --- a/dsl-antlr/README.md +++ b/dsl-antlr/README.md @@ -19,6 +19,6 @@ The module may be included as a dependency in a Maven project as follows: io.fixprotocol.orchestra dsl-antlr - 1.6.10 + 1.8.0 ``` diff --git a/dsl-antlr/pom.xml b/dsl-antlr/pom.xml index 30907cd8..cf599ad4 100644 --- a/dsl-antlr/pom.xml +++ b/dsl-antlr/pom.xml @@ -5,7 +5,7 @@ parent io.fixprotocol.orchestra - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT 4.0.0 dsl-antlr diff --git a/interfaces-util/pom.xml b/interfaces-util/pom.xml index 5a68a5ca..64cfaec8 100644 --- a/interfaces-util/pom.xml +++ b/interfaces-util/pom.xml @@ -5,7 +5,7 @@ io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT interfaces-util ${project.groupId}:${project.artifactId} diff --git a/interfaces/README.md b/interfaces/README.md index dbfb618f..a2f4e071 100644 --- a/interfaces/README.md +++ b/interfaces/README.md @@ -4,7 +4,7 @@ This module provides an XML schema for service offerings, protocols and session See documentation of the schema in [Orchestra specifications](https://github.com/FIXTradingCommunity/fix-orchestra-spec/tree/master/v1-0-RC5) -The XML namespace for the schema is `http://fixprotocol.io/2020/orchestra/interfaces`. +The XML namespace for the schema is `http://fixprotocol.io/2022/orchestra/interfaces`. ## Build @@ -14,6 +14,6 @@ In addition to providing the XML schema as a resource, this module builds Java b io.fixprotocol.orchestra interfaces - 1.6.10 + 1.8.0 ``` diff --git a/interfaces/pom.xml b/interfaces/pom.xml index 7455107d..f4d38c30 100644 --- a/interfaces/pom.xml +++ b/interfaces/pom.xml @@ -5,7 +5,7 @@ io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT interfaces ${project.groupId}:${project.artifactId} diff --git a/interfaces/src/main/java/module-info.java b/interfaces/src/main/java/module-info.java index 9088751e..1ef47664 100644 --- a/interfaces/src/main/java/module-info.java +++ b/interfaces/src/main/java/module-info.java @@ -2,8 +2,8 @@ requires transitive java.xml.bind; requires transitive jaxb2.basics.runtime; - exports io.fixprotocol._2020.orchestra.interfaces; - opens io.fixprotocol._2020.orchestra.interfaces; + exports io.fixprotocol._2022.orchestra.interfaces; + opens io.fixprotocol._2022.orchestra.interfaces; exports org.purl.dc.elements._1; opens org.purl.dc.elements._1; exports org.purl.dc.terms; diff --git a/interfaces/src/main/resources/xsd/dc.xsd b/interfaces/src/main/resources/xsd/dc.xsd index 0b7b930b..41556e72 100644 --- a/interfaces/src/main/resources/xsd/dc.xsd +++ b/interfaces/src/main/resources/xsd/dc.xsd @@ -1,12 +1,7 @@ - - - - + + + DCMES 1.1 XML Schema XML Schema for http://purl.org/dc/elements/1.1/ namespace @@ -34,17 +29,11 @@ which means that the default type for all elements is dc:SimpleLiteral. - - - - - - - - - - + + + + + This is the default type for all of the DC elements. It permits text content only with optional xml:lang attribute. @@ -55,65 +44,55 @@ This complexType allows for restriction or extension permitting child elements. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + + + + + + + + + + + + + + + + + + + + + + + + + + + + + This group is included as a convenience for schema authors who need to refer to all the elements in the http://purl.org/dc/elements/1.1/ namespace. - - - - - - - - - - - - + + + + + + + + + + This complexType is included as a convenience for schema authors who need to define a root or container element for all of the DC elements. - - - - - - - - - - + + + + + + \ No newline at end of file diff --git a/interfaces/src/main/resources/xsd/dcterms.xsd b/interfaces/src/main/resources/xsd/dcterms.xsd index add9ef41..db48456d 100644 --- a/interfaces/src/main/resources/xsd/dcterms.xsd +++ b/interfaces/src/main/resources/xsd/dcterms.xsd @@ -63,7 +63,7 @@ + schemaLocation="xml.xsd"> - + FIX interface configuration - © Copyright 2016-2020 FIX Protocol Limited + © Copyright 2016-2023 FIX Protocol Limited Creative Commons Attribution-NoDerivatives 4.0 International Public License + @@ -40,14 +41,14 @@ An application layer protocol with orchestration - + - + @@ -56,7 +57,7 @@ - + @@ -64,7 +65,7 @@ - + @@ -110,7 +111,7 @@ - + @@ -118,7 +119,7 @@ - + @@ -128,7 +129,7 @@ List of FIX protocols to standardize spelling - + FIX 4.x session layer @@ -190,14 +191,29 @@ Protocol names are not constrained to FIX protocols - + - + + + + When this version becomes effective + + + + + When this version is no longer effective + + + + + When this version was deprecated; may be replaced or removed in the future + + @@ -215,7 +231,7 @@ Recommended annotation purposes - + @@ -232,17 +248,17 @@ Extensible annotation purposes - + - + - + @@ -264,8 +280,6 @@ - - @@ -273,13 +287,23 @@ + + + When this session becomes effective + + + + + When this session is no longer effective + + - + @@ -287,7 +311,7 @@ - + @@ -297,9 +321,9 @@ Extensible transport use - + - + diff --git a/interfaces/src/test/resources/examples/SampleInterfaces.xml b/interfaces/src/test/resources/examples/SampleInterfaces.xml index e3a330a1..bb157a07 100644 --- a/interfaces/src/test/resources/examples/SampleInterfaces.xml +++ b/interfaces/src/test/resources/examples/SampleInterfaces.xml @@ -1,6 +1,5 @@ - + Service offerings and sessions example file 2019-08-07T09:30:00Z @@ -18,7 +17,7 @@ xsi:schemaLocation="http://fixprotocol.io/2020/orchestra/interfaces ../../../mai - + @@ -26,11 +25,11 @@ xsi:schemaLocation="http://fixprotocol.io/2020/orchestra/interfaces ../../../mai XYZ ABC - - 2019-08-07T09:30:00Z + initiator + @@ -42,7 +41,7 @@ xsi:schemaLocation="http://fixprotocol.io/2020/orchestra/interfaces ../../../mai - + Message schema attribute demonstrates extensibility @@ -55,7 +54,7 @@ xsi:schemaLocation="http://fixprotocol.io/2020/orchestra/interfaces ../../../mai - io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT message-model ${project.groupId}:${project.artifactId} diff --git a/message-model/src/main/java/io/fixprotocol/orchestra/message/CodeSetScope.java b/message-model/src/main/java/io/fixprotocol/orchestra/message/CodeSetScope.java index 824b1e2b..af97ae8d 100644 --- a/message-model/src/main/java/io/fixprotocol/orchestra/message/CodeSetScope.java +++ b/message-model/src/main/java/io/fixprotocol/orchestra/message/CodeSetScope.java @@ -15,8 +15,8 @@ package io.fixprotocol.orchestra.message; import java.util.List; -import io.fixprotocol._2020.orchestra.repository.CodeSetType; -import io.fixprotocol._2020.orchestra.repository.CodeType; +import io.fixprotocol._2022.orchestra.repository.CodeSetType; +import io.fixprotocol._2022.orchestra.repository.CodeType; import io.fixprotocol.orchestra.model.FixNode; import io.fixprotocol.orchestra.model.FixType; import io.fixprotocol.orchestra.model.FixValue; diff --git a/message-model/src/main/java/io/fixprotocol/orchestra/message/Populator.java b/message-model/src/main/java/io/fixprotocol/orchestra/message/Populator.java index 85c8bfaa..2e123e2a 100644 --- a/message-model/src/main/java/io/fixprotocol/orchestra/message/Populator.java +++ b/message-model/src/main/java/io/fixprotocol/orchestra/message/Populator.java @@ -14,7 +14,7 @@ */ package io.fixprotocol.orchestra.message; -import io.fixprotocol._2020.orchestra.repository.MessageType; +import io.fixprotocol._2022.orchestra.repository.MessageType; import io.fixprotocol.orchestra.model.ModelException; /** diff --git a/message-model/src/main/java/io/fixprotocol/orchestra/message/Validator.java b/message-model/src/main/java/io/fixprotocol/orchestra/message/Validator.java index 55c11454..3aad96cc 100644 --- a/message-model/src/main/java/io/fixprotocol/orchestra/message/Validator.java +++ b/message-model/src/main/java/io/fixprotocol/orchestra/message/Validator.java @@ -14,7 +14,7 @@ */ package io.fixprotocol.orchestra.message; -import io.fixprotocol._2020.orchestra.repository.MessageType; +import io.fixprotocol._2022.orchestra.repository.MessageType; /** * Validate a message against an Orchestra file diff --git a/orchestra-common/pom.xml b/orchestra-common/pom.xml index 40185727..76990573 100644 --- a/orchestra-common/pom.xml +++ b/orchestra-common/pom.xml @@ -5,7 +5,7 @@ io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT orchestra-common ${project.groupId}:${project.artifactId} diff --git a/orchestra2doc/pom.xml b/orchestra2doc/pom.xml index 758df738..9110f58a 100644 --- a/orchestra2doc/pom.xml +++ b/orchestra2doc/pom.xml @@ -5,7 +5,7 @@ io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT orchestra2doc Generates humanly readable documentation diff --git a/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/DocGenerator.java b/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/DocGenerator.java index 64daa634..6a0a3f2a 100644 --- a/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/DocGenerator.java +++ b/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/DocGenerator.java @@ -45,30 +45,30 @@ import org.stringtemplate.v4.STWriter; import org.stringtemplate.v4.misc.STMessage; -import io.fixprotocol._2020.orchestra.repository.ActorType; -import io.fixprotocol._2020.orchestra.repository.Actors; -import io.fixprotocol._2020.orchestra.repository.CatComponentTypeT; -import io.fixprotocol._2020.orchestra.repository.Categories; -import io.fixprotocol._2020.orchestra.repository.CategoryType; -import io.fixprotocol._2020.orchestra.repository.CodeSetType; -import io.fixprotocol._2020.orchestra.repository.CodeType; -import io.fixprotocol._2020.orchestra.repository.ComponentRefType; -import io.fixprotocol._2020.orchestra.repository.ComponentType; -import io.fixprotocol._2020.orchestra.repository.Datatype; -import io.fixprotocol._2020.orchestra.repository.FieldRefType; -import io.fixprotocol._2020.orchestra.repository.FieldRuleType; -import io.fixprotocol._2020.orchestra.repository.FieldType; -import io.fixprotocol._2020.orchestra.repository.FlowType; -import io.fixprotocol._2020.orchestra.repository.GroupRefType; -import io.fixprotocol._2020.orchestra.repository.GroupType; -import io.fixprotocol._2020.orchestra.repository.MessageRefType; -import io.fixprotocol._2020.orchestra.repository.MessageType; -import io.fixprotocol._2020.orchestra.repository.MessageType.Responses; -import io.fixprotocol._2020.orchestra.repository.PresenceT; -import io.fixprotocol._2020.orchestra.repository.Repository; -import io.fixprotocol._2020.orchestra.repository.ResponseType; -import io.fixprotocol._2020.orchestra.repository.StateMachineType; -import io.fixprotocol._2020.orchestra.repository.SupportType; +import io.fixprotocol._2022.orchestra.repository.ActorType; +import io.fixprotocol._2022.orchestra.repository.Actors; +import io.fixprotocol._2022.orchestra.repository.CatComponentTypeT; +import io.fixprotocol._2022.orchestra.repository.Categories; +import io.fixprotocol._2022.orchestra.repository.CategoryType; +import io.fixprotocol._2022.orchestra.repository.CodeSetType; +import io.fixprotocol._2022.orchestra.repository.CodeType; +import io.fixprotocol._2022.orchestra.repository.ComponentRefType; +import io.fixprotocol._2022.orchestra.repository.ComponentType; +import io.fixprotocol._2022.orchestra.repository.Datatype; +import io.fixprotocol._2022.orchestra.repository.FieldRefType; +import io.fixprotocol._2022.orchestra.repository.FieldRuleType; +import io.fixprotocol._2022.orchestra.repository.FieldType; +import io.fixprotocol._2022.orchestra.repository.FlowType; +import io.fixprotocol._2022.orchestra.repository.GroupRefType; +import io.fixprotocol._2022.orchestra.repository.GroupType; +import io.fixprotocol._2022.orchestra.repository.MessageRefType; +import io.fixprotocol._2022.orchestra.repository.MessageType; +import io.fixprotocol._2022.orchestra.repository.MessageType.Responses; +import io.fixprotocol._2022.orchestra.repository.PresenceT; +import io.fixprotocol._2022.orchestra.repository.Repository; +import io.fixprotocol._2022.orchestra.repository.ResponseType; +import io.fixprotocol._2022.orchestra.repository.StateMachineType; +import io.fixprotocol._2022.orchestra.repository.SupportType; /** * @author Don Mendelson diff --git a/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/ImgGenerator.java b/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/ImgGenerator.java index 38e4990a..acb06761 100644 --- a/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/ImgGenerator.java +++ b/orchestra2doc/src/main/java/io/fixprotocol/orchestra/docgen/ImgGenerator.java @@ -26,12 +26,12 @@ import org.stringtemplate.v4.STGroupFile; import org.stringtemplate.v4.STWriter; -import io.fixprotocol._2020.orchestra.repository.FlowType; -import io.fixprotocol._2020.orchestra.repository.MessageRefType; -import io.fixprotocol._2020.orchestra.repository.MessageType; -import io.fixprotocol._2020.orchestra.repository.ResponseType; -import io.fixprotocol._2020.orchestra.repository.StateMachineType; -import io.fixprotocol._2020.orchestra.repository.Synchronization; +import io.fixprotocol._2022.orchestra.repository.FlowType; +import io.fixprotocol._2022.orchestra.repository.MessageRefType; +import io.fixprotocol._2022.orchestra.repository.MessageType; +import io.fixprotocol._2022.orchestra.repository.ResponseType; +import io.fixprotocol._2022.orchestra.repository.StateMachineType; +import io.fixprotocol._2022.orchestra.repository.Synchronization; import net.sourceforge.plantuml.SourceStringReader; public class ImgGenerator { diff --git a/orchestra2doc/src/test/resources/mit_2016.xml b/orchestra2doc/src/test/resources/mit_2016.xml index 4f59ae7b..13024e03 100644 --- a/orchestra2doc/src/test/resources/mit_2016.xml +++ b/orchestra2doc/src/test/resources/mit_2016.xml @@ -1 +1 @@ - Orchestra Example Millennium IT FIX Trading Community Copyright 2019, FIX Protocol, Limited 2019-01-09T16:09:16.904-06:00 Repository 2016 Edition RepositoryCompressor Buy Sell Trade Cross Broker's side of advertised trade New Cancel Replace Identifies advertisement message transaction type Amount per unit Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. Percent Absolute Total monetary amount. Percentage waived, cash discount basis For use with CIV buy orders. Percentage waived, enhanced units basis For use with CIV buy orders. Points per bond or contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. Basis points The commission is expressed in basis points in reference to the gross price of the reference asset. Amount per contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. Specifies the basis or unit used to calculate the total commission based on the rate. Stay on offer side Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bid side No cross Cross is forbidden. OK to cross Call first Percent of volume Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. Do not increase - DNI Do not reduce - DNR All or none - AON Reinstate on system failure Mutually exclusive with Q and l (lower case L). Institutions only Reinstate on trading halt Mutually exclusive with K and m. Cancel on trading halt Mutually exclusive with J and m. Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Cancel on system failure Mutually exclusive with H and l(lower case L). Primary peg Primary market - buy at bid, sell at offer. Suspend Fixed peg to local best bid or offer at time of order Customer display instruction Used in US Markets for: SEC Rule 11Ac1-1/4. Netting (for Forex) Peg to VWAP Trade along Try to stop Cancel if not best Trailing stop peg Strict limit No price improvement. Ignore price validity checks Peg to limit price Work to target strategy Intermarket sweep External routing allowed External routing not allowed Imbalance only Single execution requested for block trade Best execution Suspend on system failure Mutually exclusive with H and Q. Suspend on trading halt Mutually exclusive with J and K. Reinstate on connection loss Mutually exclusive with o and p. Cancel on connection loss Mutually exclusive with n and p. Suspend on connection loss Mutually exclusive with n and o. Release Mutually exclusive with S and w. Execute as delta neutral using volatility provided Execute as duration neutral Execute as FX neutral Minimum guaranteed fill eligible Bypass non-displayed liquidity Lock Mutually exclusive with q. Ignore notional value checks Trade at reference price In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Automated execution order, private, no Broker intervention Automated execution order, public, Broker intervention OK Manual order, best execution Instructions for order handling on Broker trading floor CUSIP SEDOL QUIK ISIN number RIC code ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Identifies class or source of the SecurityID(48) value. High Low Medium Relative quality of indication Small Medium Large Undisclosed Quantity Quantity (e.g. number of shares) in numeric form or relative size. New Cancel Replace Identifies IOI message transaction type Agent Cross as agent Cross as principal Principal Broker capacity in order execution Heartbeat The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. TestRequest The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. ResendRequest The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. Reject The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. SequenceReset The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. Logout The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. IOI Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. Advertisement Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. ExecutionReport The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade OrderCancelReject The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Logon The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. News The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. Email The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. NewOrderSingle The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. NewOrderList The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. OrderCancelRequest The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). OrderCancelReplaceRequest The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. OrderStatusRequest The order status request message is used by the institution to generate an order status message back from the broker. AllocationInstruction The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. ListCancelRequest The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. ListExecute The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. ListStatusRequest The list status request message type is used by institutions to instruct the broker to generate status messages for a list. ListStatus The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. AllocationInstructionAck In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. DontKnowTrade The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. QuoteRequest In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) Quote The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. SettlementInstructions The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MarketDataRequest Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MarketDataSnapshotFullRefresh The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MarketDataIncrementalRefresh The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MarketDataRequestReject The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. QuoteCancel The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying QuoteStatusRequest The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MassQuoteAck Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. SecurityDefinitionRequest The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. SecurityDefinition The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. SecurityStatusRequest The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. SecurityStatus The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. TradingSessionStatusRequest The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. TradingSessionStatus The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MassQuote The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). BusinessMessageReject The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. BidRequest The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. BidResponse The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. ListStrikePrice The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. XMLnonFIX RegistrationInstructions The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. RegistrationInstructionsResponse The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. OrderMassCancelRequest The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). OrderMassCancelReport The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. NewOrderCross Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. CrossOrderCancelReplaceRequest Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. CrossOrderCancelRequest Used to fully cancel the remaining open quantity of a cross order. SecurityTypeRequest The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityTypes The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityListRequest The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request SecurityList The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. DerivativeSecurityListRequest The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request DerivativeSecurityList The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. NewOrderMultileg The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MultilegOrderCancelReplace Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. TradeCaptureReportRequest The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. TradeCaptureReport The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. OrderMassStatusRequest The order mass status request message requests the status for orders matching criteria specified within the request. QuoteRequestReject The Quote Request Reject message is used to reject Quote Request messages for all quoting models. RFQRequest In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments QuoteStatusReport The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) QuoteResponse The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. Confirmation The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. PositionMaintenanceRequest The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. PositionMaintenanceReport The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. RequestForPositions The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. RequestForPositionsAck The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. PositionReport The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. TradeCaptureReportRequestAck The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. TradeCaptureReportAck The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. AllocationReport Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. AllocationReportAck The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. ConfirmationAck The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. SettlementInstructionRequest The Settlement Instruction Request message is used to request standing settlement instructions from another party. AssignmentReport Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. CollateralRequest An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. CollateralAssignment Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. CollateralResponse Used to respond to a Collateral Assignment message. CollateralReport Used to report collateral status when responding to a Collateral Inquiry message. CollateralInquiry Used to inquire for collateral status. NetworkCounterpartySystemStatusRequest This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. NetworkCounterpartySystemStatusResponse This message is sent in response to a Network (Counterparty System) Status Request Message. UserRequest This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. UserResponse This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. CollateralInquiryAck Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. ConfirmationRequest The Confirmation Request message is used to request a Confirmation message. ContraryIntentionReport The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. SecurityDefinitionUpdateReport This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. SecurityListUpdateReport The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. AdjustedPositionReport Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions AllocationInstructionAlert This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. ExecutionAck The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). TradingSessionList The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. TradingSessionListRequest The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. SettlementObligationReport The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. DerivativeSecurityListUpdateReport The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. TradingSessionListUpdateReport The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MarketDefinitionRequest The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MarketDefinition The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MarketDefinitionUpdateReport In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. ApplicationMessageRequest This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). ApplicationMessageRequestAck This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. ApplicationMessageReport This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. OrderMassActionReport The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. OrderMassActionRequest The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. UserNotification The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. StreamAssignmentRequest In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. StreamAssignmentReport he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. StreamAssignmentReportACK This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. PartyDetailsListRequest The PartyDetailsListRequest is used to request party detail information. PartyDetailsListReport The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MarginRequirementInquiry The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MarginRequirementInquiryAck Used to respond to a Margin Requirement Inquiry. MarginRequirementReport The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. PartyDetailsListUpdateReport The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. PartyRiskLimitsRequest The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. PartyRiskLimitsReport The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. SecurityMassStatusRequest SecurityMassStatus AccountSummaryReport The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). PartyRiskLimitsUpdateReport The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. PartyRiskLimitsDefinitionRequest PartyRiskLimitDefinitionRequest is used for defining new risk limits. PartyRiskLimitsDefinitionRequestAck PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. PartyEntitlementsRequest The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). PartyEntitlementsReport The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). QuoteAck The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. PartyDetailsDefinitionRequest The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. PartyDetailsDefinitionRequestAck The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. PartyEntitlementsUpdateReport The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). PartyEntitlementsDefinitionRequest The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). PartyEntitlementsDefinitionRequestAck The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. TradeMatchReport The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. TradeMatchReportAck The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). PartyRiskLimitsReportAck PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. PartyRiskLimitCheckRequest PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. PartyRiskLimitCheckRequestAck PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. PartyActionRequest The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. PartyActionReport Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MassOrder The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. MassOrderAck The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. PositionTransferInstruction The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. PositionTransferInstructionAck The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. PositionTransferReport The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MarketDataStatisticsRequest The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. MarketDataStatisticsReport The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. CollateralReportAck CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MarketDataReport The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** New Partially filled Filled Done for day Canceled Replaced (No longer used) Pending Cancel (i.e. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Accepted for Bidding Pending Replace (i.e. result of Order Cancel/Replace Request) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Market Limit Stop/Stop Loss. A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. Stop Limit. A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. Market On Close (No longer used) With Or Without Limit Or Better Limit With Or Without On Basis On Close (No longer used) Limit On Close (No longer used) Forex Market (No longer used) Previously Quoted Previously Indicated Forex Limit (No longer used) Forex Swap Forex Previously Quoted (No longer used) Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) Market If Touched (MIT) Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) Previous Fund Valuation Point (Historic pricing; for CIV) Next Fund Valuation Point (Forward pricing; for CIV) Pegged Counter-order selection Stop on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Stop Limit on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Original transmission Possible duplicate Indicates possible retransmission of message with this sequence number Buy Sell Buy minus Sell plus Sell short Sell short exempt Undisclosed Cross (orders where counterparty is an exchange, valid for all messages except IOIs) Cross short Cross short exempt "As Defined" (for use with multileg instruments) "Opposite" (for use with multileg instruments) Subscribe (e.g. CIV) Redeem (e.g. CIV) Lend (FINANCING - identifies direction of collateral) Borrow (FINANCING - identifies direction of collateral) Side of order (see Volume : "Glossary" for value definitions) Day (or session) Good Till Cancel (GTC) At the Opening (OPG) Immediate Or Cancel (IOC) Fill Or Kill (FOK) Good Till Crossing (GTX) Good Till Date (GTD) At the Close Good Through Crossing At Crossing Good for Time (GFT) Good for auction (GFA) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Normal Flash Background Urgency flag Regular / FX Spot settlement (T+1 or T+2 depending on currency) Cash (TOD / T+0) Next Day (TOM / T+1) T+2 T+3 T+4 Future When And If Issued Sellers Option T+5 Broken date Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). FX Spot Next settlement (Spot+1, aka next day) Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. New Replace Cancel Preliminary (without MiscFees and NetMoney) (Removed/Replaced) Calculated (includes MiscFees and NetMoney) (Removed/Replaced) Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) Reversal Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Close FIFO Open Rolled Close but notify on open Default Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Regular Soft Dollar Step-In Step-Out Soft-dollar Step-In Soft-dollar Step-Out Plan Sponsor Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Accepted (successfully processed) Block level reject Account level reject Received (received not yet processed) Incomplete Rejected by intermediary Allocation pending Reversed Cancelled by intermediary Claimed Refused Pending give-up approval Cancelled Pending take-up approval Reversal pending Identifies status of allocation. Unknown or missing account(s) Incorrect or missing block quantity Incorrect or missing average price Unknown executing broker mnemonic Incorrect or missing commission Unknown OrderID (37) Unknown ListID (66) Other (further in Text (58)) Incorrect or missing allocated quantity Calculation difference Unknown or stale ExecID Mismatched data Unknown ClOrdID Warehouse request rejected Duplicate or missing IndividualAllocId(467) Trade not recognized Trade previously allocated Incorrect or missing instrument Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing settlement instructions Incorrect or missing fees Incorrect or missing tax Unknown or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrrect or missing ProcessCode(81) Other Use Text(58) for further reject reasons. Identifies reason for rejection. New Reply Admin Reply Email message type. Original Transmission Possible Resend Indicates that message may contain information that has been sent under another sequence number. Too late to cancel Unknown order Broker / Exchange Option Order already in Pending Cancel or Pending Replace status Unable to process Order Mass Cancel Request OrigOrdModTime (586) did not match last TransactTime (60) of order Duplicate ClOrdID (11) received Price exceeds current price Price exceeds current price band Invalid price increment Other Code to identify reason for cancel rejection. Broker / Exchange option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Duplicate of a verbally communicated order Stale order Trade along required Invalid Investor ID Unsupported order characteristic Surveillance option Incorrect quantity Incorrect allocated quantity Unknown account(s) Price exceeds current price band Invalid price increment Reference price not available Notional value exceeds threshold Algorithm risk threshold breached A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. Short sell not permitted Short sell rejected due to security pre-borrow restriction Short sell rejected due to account pre-borrow restriction Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. All or None (AON) Market On Close (MOC) (held to close) At the close (around/not held to close) VWAP (Volume Weighted Average Price) In touch with Limit More Behind At the Open Taking a Position At the Market (previously called Current Quote) Ready to Trade Inventory or Portfolio Shown Through the Day Versus Indication - Working Away Crossing Opportunity At the Midpoint Pre-open Axe Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). Axe on bid Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) Axe on offer Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Indicates the party sending message will report trade Indicates the party receiving message must report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is not required to locate Indicates the broker is responsible for locating the stock Indicates whether the broker is to locate the stock in conjunction with a short sell order. Do Not Execute Forex After Security Trade Execute Forex After Security Trade Indicates request for forex accommodation trade to be executed along with security transaction. Unknown security Wrong side Quantity exceeds order No matching order Price exceeds limit Calculation difference No matching ExecutionReport(35=8) Other Reason for execution rejection. Not Natural Natural Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Regulatory (e.g. SEC) Tax Local Commission DEPRECATE - use <CommissionDataGrp> component instead Exchange Fees Stamp Levy Other Markup Consumption Tax Per transaction Conversion Agent Transfer Fee Security Lending Trade reporting Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. Tax on principal amount Tax on accrued interest amount New issuance fee Service fee Odd lot fee Auction fee Value Added tax - VAT Sales tax Indicates type of miscellaneous fee. New Done for day Canceled Replaced Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) Pending Replace (e.g. result of Order Cancel/Replace Request) Trade (partial fill or fill) Trade Correct Trade Cancel Order Status Trade in a Clearing Hold Trade has been released to Clearing Triggered or Activated by System Locked Released Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Multiply Divide Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Default (Replaced) Standing Instructions Provided Specific Allocation Account Overriding (Replaced) Specific Allocation Account Standing (Replaced) Specific Order for a single account (for CIV) Request reject Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** New Cancel Replace Restate Settlement Instructions message transaction type Broker's Instructions Institution's Instructions Investor (e.g. CIV use) Indicates source of Settlement Instructions US Treasury Note (Deprecated Value Use TNOTE) US Treasury Bill (Deprecated Value Use TBILL) Euro Supranational Coupons * Federal Agency Coupon Federal Agency Discount Note Private Export Funding * USD Supranational Coupons * Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Foreign Exchange Contract Non-deliverable forward FX Spot FX Forward FX Swap Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. Credit Default Swap Collar In an interest rate collar, this is a combination of a cap and a floor. Commodity swap Exotic Options on Combo Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. Forward Rate Agreement Future Derivative forward Interest Rate Swap Total return swap Loan/lease Options on Futures Options on Physical - use not recommended Option Spot forward Swap option Transmission General type for a contract based on an established index Bond basket Contract for difference Correlation swap Dividend swap Equity basket Equity forward Return swap Variance swap Common Stock Preferred Stock Repurchase Forward Buy Sellback Securities Loan Securities Pledge Delivery versus pledge Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns * Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended & Restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbriefe * To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Warrant Mutual Fund Multileg Instrument No Security Type Wildcard entry for use on Security Definition Request Cash Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Other DTC SID Thomson ALERT A Global Custodian (StandInstDBName (70) must be provided) AccountNet Identifies the Standing Instruction database used "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement FX Netting FX Swap Identifies the type of Allocation linkage when AllocLinkID (96) is used. Put Call Indicates whether an option contract is a put or call Covered Uncovered Used for derivative products, such as options Details should not be communicated Details should be communicated Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Match Forward Forward and Match Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Target Firm Target List Block Firm Block List Target Person Block Person Indicates the type of RoutingID (217) specified. EONIA EUREPO EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. FutureSWAP LIBID LIBOR (London Inter-Bank Offer) MuniAAA OTHER Pfandbriefe SONIA SWAP Treasury US Federal Reserve fed funds effective rate US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. Euro interbank offer rate Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Alternative Minimum Tax (Y/N) Auto Reinvestment at <rate> or better Bank qualified (Y/N) Bargain conditions (see StipulationValue (234) for values) Coupon range ISO Currency Code Custom start/end date Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) Valuation Discount Insured (Y/N) Year Or Year/Month of Issue (ex. 234=2002/09) Issuer's ticker issue size range Lookback Days Explicit lot identifier Lot Variance (value in percent maximum over- or under-allocation allowed) Maturity Year And Month Maturity range Maximum substitutions (Repo) Minimum denomination Minimum increment Minimum quantity Payment frequency, calendar Number Of Pieces Pools Maximum Pools per Lot Pools per Million Pools per Trade Price Range Pricing frequency Production Year Call protection Purpose Benchmark price source Rating source and range Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible Restricted (Y/N) Market Sector Security Type included or excluded Structure Substitutions frequency (Repo) Substitutions left (Repo) Freeform Text Trade Variance (value in percent maximum over- or under-allocation allowed) Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) Weighted Average Life Coupon - value in percent (exact or range) Weighted Average Loan Age - value in months (exact or range) Weighted Average Maturity - value in months (exact or range) Whole Pool (Y/N) Yield Range Original amount The original issued amount of a mortgage backed security or other loan/asset backed security. Pool effective date Pool initial factor For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. Tranche identifier Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. Substitution (Y/N) Indicates whether substitution is applicable (Y) or (N). Multiple exchange fallback (Y/N) For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. Component security fallback (Y/N) For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). Local jurisdiction (Y/N) "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. Relevant jurisdiction (Y/N) "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. Incurred recovery (Y/N) Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. Additional term Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. Modified equity delivery Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. No reference obligation (Y/N) When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. Unknown reference obligation (Y/N) When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. All guarantees (Y/N) Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. Reference price (Y/N) Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. Reference policy (Y/N) Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. Secured list (Y/N) Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. Average FICO Score Average Loan Size Maximum Loan Balance Pool Identifier Type of Roll trade reference to rolling or closing trade principal of rolling or closing trade interest of rolling or closing trade Available offer quantity to be shown to the street Broker's sales credit Offer price to be shown to internal brokers Offer quantity to be shown to internal brokers The minimum residual offer quantity Maximum order size Order quantity increment Primary or Secondary market indicator Broker sales credit override Trader's credit Discount Rate (when price is denominated in percent of par) Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) Absolute Prepayment Speed Constant Prepayment Penalty Constant Prepayment Rate Constant Prepayment Yield final CPR of Home Equity Prepayment Curve Percent of Manufactured Housing Prepayment Curve Monthly Prepayment Rate Percent of Prospectus Prepayment Curve Percent of BMA Prepayment Curve Single Monthly Mortality For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) After Tax Yield (Municipals) Annual Yield Yield At Issue (Municipals) Yield To Avg Maturity Book Yield Yield to Next Call Yield Change Since Close Closing Yield Compound Yield Current Yield Gvnt Equivalent Yield True Gross Yield Yield with Inflation Assumption Inverse Floater Bond Yield Most Recent Closing Yield Closing Yield Most Recent Month Closing Yield Most Recent Quarter Closing Yield Most Recent Year Yield to Longest Average Life Mark to Market Yield Yield to Maturity Yield to Next Refund (Sinking Fund Bonds) Open Average Yield Previous Close Yield Proceeds Yield Yield to Next Put Semi-annual Yield Yield to Shortest Average Life Simple Yield Tax Equivalent Yield Yield to Tender Date True Yield Yield Value Of 1/32 Yield To Worst Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Not Traded Flat Traded Flat Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full refresh Incremental refresh Specifies the type of Market Data update. book entries to be aggregated book entries should not be aggregated Specifies whether or not book entries should be aggregated. (Not specified) = broker option Bid Offer Trade Index value A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). Opening price Closing price Settlement price Trading session high price Trading session low price Trading session Volume Weighted Average Price (VWAP) Imbalance Trade volume Open interest Composite underlying price Simulated sell price Simulated buy price Margin rate Mid-price Empty book Settle high price Settle low price Prior settle price Session high bid Session low offer Early prices Auction clearing price Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) Daily value adjustment for long positions Cumulative value adjustment for long positions Daily value adjustment for short positions Cumulative value adjustment for short positions Fixing price Cash rate Recovery rate Recovery rate for long positions Recovery rate for short positions Market bid Market offer Short sale minimum price Previous closing price Type of market data entry. Plus Tick Zero-Plus Tick Minus Tick Zero-Minus Tick Direction of the "tick". Open/Active Closed/Inactive Exchange Best Consolidated Best Locked Crossed Depth Fast Trading Non-Firm Manual/Slow Quote Outright Price Implied Price Depth on Offer Depth on Bid Closing News Dissemination Trading Range Order Influx Due to Related News Pending Additional Info Additional Info due to related Resume View of Common Volume Alert Order Imbalance Equipment Changeover No Open / No Resume Regular ETH Automatic Execution Automatic Execution ETH Fast Market ETH Inactive ETH Rotation Rotation ETH Halt Halt ETH Due to News Dissemination Due to News Pending Trading Resume Out of Sequence Bid Specialist Offer Specialist Bid Offer Specialist End of Day SAM Forbidden SAM Frozen SAM PreOpening SAM Opening SAM Open SAM Surveillance SAM Suspended SAM Reserved SAM No Active SAM Restricted Rest of Book VWAP Better Prices in Conditional Orders Median Price Full Curve Flat Curve Space-delimited list of conditions describing a quote. Cash (only) Market Average Price Trade Cash Trade (same day clearing) Next Day (only)Market Opening/Reopening Trade Detail Intraday Trade Detail Rule 127 Trade (NYSE) Rule 155 Trade (AMEX) Sold Last (late reporting) Next Day Trade (next day clearing) Opened (late report of opened trade) Seller Sold (out of sequence) Stopped Stock (guarantee of price but does not execute the order) Imbalance More Buyers (cannot be used in combination with Q) Imbalance More Sellers (cannot be used in combination with P) Opening Price Bargain Condition (LSE) Converted Price Indicator Exchange Last Final Price of Session Ex-pit Crossed Trades resulting from manual/slow quote Trades resulting from intermarket sweep Volume Only Direct Plus Acquisition Bunched Distribution Bunched Sale Split Trade Cancel Stopped Cancel ETH Cancel Stopped ETH Out of Sequence ETH Cancel Last ETH Sold Last Sale ETH Cancel Last Sold Last Sale Cancel Open Cancel Open ETH Opened Sale ETH Cancel Only Cancel Only ETH Late Open ETH Auto Execution ETH Reopen Reopen ETH Adjusted Adjusted ETH Spread Spread ETH Straddle Straddle ETH Stopped Stopped ETH Regular ETH Combo Combo ETH Official Closing Price Prior Reference Price Cancel Stopped Sold Last Stopped Out of Sequence Offical Closing Price (duplicate enumeration - use 'AJ' instead) Crossed (duplicate enumeration - use 'X' instead) Fast Market Automatic Execution Form T Basket Index Burst Basket Trade through exempt Trade ignored prices on away markets. Quote spread Last auction price Trade represents outcome of last auction High price Trade establishes new high price for the session Low price Trade establishes new low price for the session Systematic internalizer Trade conducted by systematic internalizer Away market Trade conducted on away market Mid-point price Trade represents current midpoint price Traded before issue date Trade conducted during subscription phase of new issue Previous closing price Trade represents closing price of previous business day National Best Bid and Offer Trade price within National Best Bid and Offer (NBBO) Implied Trade Marketplace entered trade Multi-asset class multileg trade Multileg-to-Multileg Trade Short Sale Minimum Price Benchmark Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. Type of market data entry. New Change Delete Delete Thru Delete From Overlay Type of Market Data update action. Unknown symbol Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported AggregatedBook Unsupported MDEntryType Unsupported TradingSessionID Unsupported Scope Unsupported OpenCloseSettleFlag Unsupported MDImplicitDelete Insufficient credit Reason for the rejection of a Market Data request. Cancellation / Trade Bust Error Reason for deletion. Daily Open / Close / Settlement entry Session Open / Close / Settlement entry Delivery Settlement entry Expected entry Entry from previous business day Theoretical Price value Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Bankrupt Pending delisting Restricted Identifies a firm's or a security's financial status Ex-Dividend Ex-Distribution Ex-Rights New Ex-Interest Cash Dividend Stock Dividend Non-Integer Stock Split Reverse Stock Split Standard-Integer Stock Split Position Consolidation Liquidation Reorganization Merger Reorganization Rights Offering Shareholder Meeting Spinoff Tender Offer Warrant Special Action Symbol Conversion CUSIP / Name Change Leap Rollover Succession Event Identifies the type of Corporate Action. Accepted Canceled for specific securities Canceled for specific SecurityTypes(167) Canceled for underlying Canceled all Rejected Removed from market Expired Query Quote not found Pending Pass Locked market warning Crossed market warning Canceled due to locked market Canceled due to crossed market Active Canceled Unsolicited quote replenishment Pending end trade Too late to end Traded Traded and removed Identifies the status of the quote acknowledgement. Cancel for one or more securities Cancel for Security Type(s) Cancel for underlying security Cancel All Quotes Cancel specified single quote Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) Cancel by type of quote Cancel quotes by type of quote specified in QuoteType(537) Cancel for Security Issuer Cancel for Issuer of Underlying Security Identifies the type of quote cancel. Unknown symbol (security) Exchange (security) closed Quote Request exceeds limit Too late to enter Unknown quote Duplicate quote Invalid bid/ask spread Invalid price Not authorized to quote security Price exceeds current price band Quote locked - unable to update/cancel Invalid or unknown security issuer Invalid or unknown issuer of underlying security Notional value exceeds threshold Reference price not available Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: No Acknowledgement Acknowledge only negative or erroneous quotes Acknowledge each quote message Summary Acknowledgement Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Manual Automatic Confirm quote Indicates the type of Quote Request being generated Request Security identity and specifications Request Security identity for the specifications provided (name of the security is not supplied) Request List Security Types Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) Symbol SecurityType and or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Type of Security Definition Request. Accept security proposal as-is Accept security proposal with revisions as indicated in the message List of security types returned per request List of securities returned per request Reject security proposal Cannot match selection criteria Type of Security Definition message response. Message is being sent as a result of a prior request Message is being sent unsolicited Indicates whether or not message is being sent as a result of a subscription request or not. Opening delay Trading halt Resume No Open / No Resume Price indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market on Close Imbalance Buy Market on Close Imbalance Sell No Market Imbalance No Market on Close Imbalance ITS Pre-opening New Price Indication Trade Dissemination Time Ready to trade (start of session) Not available for trading (end of session) Not traded on this market Unknown or Invalid Pre-open Opening Rotation Fast Market Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion Post-close No-cancel Identifies the trading status applicable to the transaction. News Dissemination Order Influx Order Imbalance Additional Information News Pending Equipment Changeover Denotes the reason for the Opening Delay or Trading Halt. Halt was not related to a halt of the common stock Halt was due to common stock being halted Indicates whether or not the halt was due to Common Stock trading being halted. Halt was not related to a halt of the related security Halt was due to related security being halted Indicates whether or not the halt was due to the Related Security being halted. Cancel Error Correction Identifies the type of adjustment. Day HalfDay Morning Afternoon Evening After-hours Holiday Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Electronic Open Outcry Two Party Method of trading Testing Simulated Production Trading Session Mode Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected State of the trading session. Cancel New Identifies the Bid Request message type. Was not solicited Was solicited Indicates whether or not the order was solicited. GT corporate action GT renewal / restatement (no corporate action) Verbal change Repricing of order Broker option Partial decline of OrderQty (e.g. exchange initiated partial cancel) Cancel on Trading Halt Cancel on System Failure Market (Exchange) option Canceled, not best Warehouse Recap Peg Refresh Cancel On Connection Loss Cancel On Logout Assign Time Priority Cancelled, Trade Price Violation Cancelled, Cross Imbalance Other The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. Other Unknown ID Unknown Security Unsupported Message Type Application not available Conditionally required field missing Not Authorized DeliverTo firm not available at this time Throttle limit exceeded Throttle limit exceeded, session will be disconnected Throttled messages rejected on request Invalid price increment Code to identify reason for a Business Message Reject message. Related to displayed price Related to market price Related to primary price Related to local primary price Related to midpoint price Related to last trade price Related to VWAP Average Price Guarantee Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. "Non Disclosed" style (e.g. US/European) "Disclosed" sytle (e.g. Japanese) No bidding process Code to identify the type of Bid Request. Sector Country Index Code to identify the type of BidDescriptor (400). Side Value 1 Side Value 2 Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 5-day moving average 20-day moving average Normal market size Other Code to identify the type of liquidity indicator. False True Indicates whether or not to exchange for phsyical. Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. Real-time execution reports (to be discourage) Code to identify the desired frequency of progress reports. Net Gross Code to represent whether value is net (inclusive of tax) or gross. Agency VWAP Guarantee Guaranteed Close Risk Trade Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Closing price at morning session Closing price Current price SQ VWAP through a day VWAP through a morning session VWAP through an afternoon session VWAP through a day except "YORI" (an opening auction) VWAP through a morning session except "YORI" (an opening auction) VWAP through an afternoon session except "YORI" (an opening auction) Strike Open Others Code to represent the basis price type. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points spread) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Fixed cabinet trade price (primarily for listed futures and options) Variable cabinet trade price (primarily for listed futures and options) Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based. Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. Book out all trades on day of execution Accumulate executions until order is filled or expires Accumulate until verbally notified otherwise Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Ack Response Timed Exec Started All Done Alert Code to represent the status type. Net Gross Code to represent whether value is net (inclusive of tax) or gross. In bidding process Received for execution Executing Cancelling Alert All Done Reject Code to represent the status of a list order. Immediate Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) Exchange/switch CIV order - Sell driven Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) Identifies the type of ListExecInst (69). Order cancel request Order cancel/replace request Identifies the type of request that a Cancel Reject is in response to. Single security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. UK National Insurance or Pension Number US Social Security Number US Employer or Tax ID Number Australian Business Number Australian Tax File Number Tax ID Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII/FID Taiwanese Trading Acct Malaysian Central Depository (MCD) number Chinese Investor ID Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code Custom ID schema used between counterparties, trading platforms and repositories. ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) Australian Company Number Australian Registered Body Number CFTC reporting firm identifier Legal Entity Identifier (ISO 17442) LEI Interim identifier An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate / Lending Firm (for short-sales) Fund Manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buy-side firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub-custodian Beneficiary Interested party Regulatory body In the context of regulatory reporting, this identifies the regulator the trade is being reported to. Liquidity provider Entering trader Contra trader Position account The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. Contra Investor ID Transfer to Firm Contra Position Account Contra Exchange Internal Carry Account Order Entry Operator ID Secondary Account Number Foreign Firm Third Party Allocation Firm Claiming Account Asset Manager Pledgor Account Pledgee Account Large Trader Reportable Account Trader mnemonic Sender Location Session ID Acceptable Counterparty Unacceptable Counterparty Entering Unit Executing Unit Introducing Broker Quote originator Report originator Systematic internaliser (SI) Multilateral Trading Facility (MTF) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Regulated Market (RM) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market Maker Investment Firm Host Competent Authority (Host CA) Home Competent Authority (Home CA) Competent Authority of the most relevant market in terms of liquidity (CAL) Competent Authority of the Transaction (Execution) Venue (CATV) Reporting intermediary (medium/vendor via which report has been published) Execution Venue Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market data entry originator Location ID Desk ID Market data market Allocation Entity Prime Broker providing General Trade Services Step-Out Firm (Prime Broker) BrokerClearingID Central Registration Depository (CRD) Clearing Account Acceptable Settling Counterparty Unacceptable Settling Counterparty CLS Member Bank In Concert Group In Concert Controlling Entity Large Positions Reporting Account Settlement Firm Settlement account The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. Reporting Market Center Related Reporting Market Center Away Market Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Give-up (trading) firm Take-up (trading) firm Take-up clearing firm Originating Market Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. Margin account Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. Collateral asset account The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. Data repository Multiple instances of this PartyRole may appear for reporting purposes. Calculation agent Sender of exercise notice Receiver of exercise notice Rate reference bank The bank providing the reference rate. Multiple instance of this PartyRole may appear. Correspondent Beneficiary's bank or depository institution The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. Borrower Primary obligator Guarantor Excluded reference entity Determining party Hedging party Reporting entity The entity that is reporting the information. Sales person The person who is involved in the sales activities for their firm. Operator The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. Central Securities Depository (CSD) International Central Securities Depository (ICSD) Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Round to nearest Round down Round up Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Direct Credit (BECS, BACS) ACH Credit BPAY High Value Clearing System HVACS Reinvest In Fund A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Yes No - Execution Only No - Waiver agreement No - Institutional For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. Passed Not Checked Exempt - Below the Limit Exempt - Client Money Type exemption Exempt - Authorised Credit or financial institution A one character code identifying Money laundering status. Bid price Creation price Creation price plus adjustment percent Creation price plus adjustment amount Offer price Offer price minus adjustment percent Offer price minus adjustment amount Single price For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. New Cancel Replace Release Reverse Cancel Due To Back Out of Trade Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Debit Card Direct Debit (BECS) Direct Credit (BECS) Credit Card ACH Debit ACH Credit BPAY High Value Clearing System (HVACS) CHIPS S.W.I.F.T. CHAPS SIC euroSIC A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties None/Not Applicable (default) Maxi ISA (UK) TESSA (UK) Mini Cash ISA (UK) Mini Stocks And Shares ISA (UK) Mini Insurance ISA (UK) Current Year Payment (US) Prior Year Payment (US) Asset Transfer (US) Employee - prior year (US) Employee - current year (US) Employer - prior year (US) Employer - current year (US) Non-fund prototype IRA (US) Non-fund qualified plan (US) Defined contribution plan (US) Individual Retirement Account (US) Individual Retirement Account - Rollover (US) KEOGH (US) Profit Sharing Plan (US) 401(k) (US) Self-directed IRA (US) 403(b) (US) 457 (US) Roth IRA (Fund Prototype) (US) Roth IRA (Non-prototype) (US) Roth Conversion IRA (Fund Prototype) (US) Roth Conversion IRA (Non-prototype) (US) Education IRA (Fund Prototype) (US) Education IRA (Non-prototype) (US) Other For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties No Yes A one character code identifying whether the Fund based renewal commission is to be waived. Accepted Rejected Held Reminder - i.e. Registration Instructions are still outstanding Registration status as returned by the broker or (for CIV) the fund manager: Invalid/unacceptable Account Type Invalid/unacceptable Tax Exempt Type Invalid/unacceptable Ownership Type Invalid/unacceptable No Reg Details Invalid/unacceptable Reg Seq No Invalid/unacceptable Reg Details Invalid/unacceptable Mailing Details Invalid/unacceptable Mailing Instructions Invalid/unacceptable Investor ID Invalid/unaceeptable Investor ID Source Invalid/unacceptable Date Of Birth Invalid/unacceptable Investor Country Of Residence Invalid/unacceptable No Distrib Instns Invalid/unacceptable Distrib Percentage Invalid/unacceptable Distrib Payment Method Invalid/unacceptable Cash Distrib Agent Acct Name Invalid/unacceptable Cash Distrib Agent Code Invalid/unacceptable Cash Distrib Agent Acct Num Other Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: New Cancel Replace Identifies Registration Instructions transaction type Joint Investors Tenants in Common Joint Trustees The relationship between Registration parties. Commission amount (actual) Commission percent (actual) Initial Charge Amount Initial Charge Percent Discount Amount Discount Percent Dilution Levy Amount Dilution Levy Percent Exit Charge Amount Exit Charge Percent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) Fund-Based Renewal Commission Amount (based on Order value) Fund-Based Renewal Commission Amount (based on Projected Fund value) Net Settlement Amount Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Individual investor Public company Private company Individual trustee Company trustee Pension plan Custodian under Gifts to Minors Act Trusts Fiduciaries Networking sub-account Non-profit organization Corporate body Nominee Institutional customer Combined Representing more than one type of beneficial owner account. Member firm employee or associated person Market making account Proprietary account Non-broker-dealer Unknown beneficial owner type Error account of firm Identifies the type of owner. Agency Proprietary Individual Principal For some markets Principal may include Proprietary. Riskless Principal Agent for Other Member Mixed capacity Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Program Trade Index Arbitrage Non-Index Arbitrage Competing Market Maker Acting as Market Maker or Specialist in the security Acting as Market Maker or Specialist in the underlying security of a derivative security Foreign Entity (of foreign government or regulatory jurisdiction) External Market Participant External Inter-connected Market Linkage Riskless Arbitrage Issuer Holding Issue Price Stabilization Non-algorithmic Algorithmic Cross Insider Account Significant Shareholder Normal Course Issuer Bid (NCIB) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Cancel orders for a security Cancel orders for an underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Cancel Request. Cancel Request Rejected - See MassCancelRejectReason (532) Cancel orders for a security Cancel orders for an Underlying Security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel All Orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel Orders for a Securities Issuer Cancel Orders for Issuer of Underlying Security Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Mass Cancel Not Supported Invalid or Unknown Security Invalid or Unkown Underlying security Invalid or Unknown Product Invalid or Unknown CFICode Invalid or Unknown SecurityType Invalid or Unknown Trading Session Invalid or unknown Market Invalid or unkown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Cancel Request was rejected Indicative Tradeable Restricted tradeable Counter (tradeable) Initially tradeable Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. Cash Margin Open Margin Close Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. Local Market (Exchange, ECN, ATS) National Global Specifies the market scope of the market data. Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request Defines how a server handles distribution of a truncated book. Defaults to broker option. All-or-none cross A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. Immediate-or-cancel cross A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. One sided cross A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. Cross executed against book A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. Basis cross A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. Contingent cross A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. Volume-weighted-average-price (VWAP) cross A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. Special trading session cross A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. Customer to customer cross Cross order where both sides of the cross represent agency orders. Type of cross being submitted to a market None Buy side is prioritized Sell side is prioritized Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). One Side Both Sides Number of Side repeating group instances. Symbol SecurityType and/or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Identifies the type/criteria of Security List Request Valid request Invalid or unsupported request No instruments found that match selection criteria Not authorized to retrieve instrument data Instrument data temporarily unavailable Request for instrument data not supported The results returned to a Security Request message Report by mulitleg security only (do not report legs) Report by multileg security and by instrument legs belonging to the multileg security Report by instrument legs belonging to the multileg security only (do not report status of multileg security) Indicates the method of execution reporting requested by issuer of the order. Unknown or invalid TradingSessionID Other Indicates the reason a Trading Session Status Request was rejected. All Trades Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) Unmatched trades that match criteria Unreported trades that match criteria Advisories that match criteria Type of Trade Capture Report. Not reported to counterparty or market Previously reported to counterparty or market In the context of MiFID II when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). Indicates if the trade capture report was previously reported to the counterparty or market. Compared, matched or affirmed Uncompared, unmatched, or unaffirmed Advisory or alert The status of this trade with respect to matching or comparison. One-Party Trade Report (privately negotiated trade) Two-Party Trade Report (privately negotiated trade) Confirmed Trade Report (reporting from recognized markets) Auto-match Cross Auction Counter-Order Selection Call Auction Issuing/Buy Back Auction Systematic Internalizer Auto-match with last look Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. Cross auction with last look Execution that arises from a match against orders or quotes which require a confirmation during an auction. ACT Accepted Trade ACT Default Trade ACT Default After M2 ACT M6 Match Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) Compared records resulting from stamped advisories or specialist accepts/pair-offs Summarized match using A1 exact match criteria except quantity is summaried Summarized match using A2 exact match criteria except quantity is summarized Summarized match using A3 exact match criteria except quantity is summarized Summarized match using A4 exact match criteria except quantity is summarized Summarized match using A5 exact match criteria except quantity is summarized Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match Summarized match minus badges and times: ACT M2 Match OCS Locked In: Non-ACT The point in the matching process at which this trade was matched. Treat as round lot (default) Treat as odd lot This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Process normally Exclude from all netting Bilateral netting only Ex clearing Special trade Multilateral netting Clear against central counterparty Exclude from central counterparty Manual mode (pre-posting and/or pre-giveup) Automatic posting mode (trade posting to the position account number specified) Automatic give-up mode (trade give-up to the give-up destination number specified) Qualified Service Representative QSR Customer trade Self clearing Buy-in Eligibility of this trade for clearing and central counterparty processing. Account is carried on customer side of the books Account is carried on non-customer side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Equities specialist Options market maker Options firm account Type of account associated with an order Member trading for their own account Clearing firm trading for its proprietary account Member trading for another member All other Retail customer An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Status for orders for a Security Status for orders for an Underlying Security Status for orders for a Product Status for orders for a CFICode Status for orders for a SecurityType Status for orders for a trading session Status for all orders Status for orders for a PartyID Status for Security Issuer Status for Issuer of Underlying Security Mass Status Request Type Can trigger booking without reference to the order initiator ("auto") Speak with order initiator before booking ("speak first") Accumulate Indicates whether or not automatic booking can occur. Each partial execution is a bookable unit Aggregate partial executions on this order, and book one trade per order Aggregate executions for this symbol, side, and settlement date Indicates what constitutes a bookable unit. Pro rata Do not pro-rata - discuss first Indicates the method of preallocation. Pre-Trading Opening or opening auction (Continuous) Trading Closing or closing auction Post-Trading Scheduled intraday auction Quiescent Any auction Unscheduled intraday auction An unscheduled intraday auction might be triggered by a circuit breaker. Out of main session trading In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. Private auction An auction phase where only two parties participate. Public auction An auction phase where all trading parties participate. Group auction An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Calculated (includes MiscFees and NetMoney) Preliminary (without MiscFees and NetMoney) Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) Ready-To-Book single order Buyside Ready-To-Book - combined set of orders (replaced) Warehouse instruction Request to intermediary Accept Reject Accept Pending Incomplete group Complete group Reversal Pending Reopen group Cancel group Give-up Take-up Refuse take-up Initiate reversal Reverse Refuse reversal Sub-allocation give-up Approve give-up Approve take-up Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 1st year delegate trading for own account 2nd year delegate trading for own account 3rd year delegate trading for own account 4th year delegate trading for own account 5th year delegate trading for own account 6th year delegate trading for own account CBOE Member Non-member and Customer Equity Member and Clearing Member Full and Associate Member trading for own account and as floor brokers 106.H and 106.J firms GIM, IDEM and COM Membership Interest Holders Lessee 106.F Employees All other ownership types Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Order has been accepted but not yet in a working state Order is currently being worked Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Priority unchanged Lost Priority as result of order change Indicates if a Cancel/Replace has caused an order to lose book priority. Does not consitute a Legal Confirm Legal Confirm Indicates that this message is to serve as the final and legal confirmation. Unknown Symbol (Security) Exchange (Security) Closed Quote Request Exceeds Limit Too Late to enter Invalid Price Not Authorized To Request Quote No Match For Inquiry No Market For Instrument No Inventory Pass Insufficient credit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: BIC SID Code TFM (GSPTA) OMGEO (Alert ID) DTCC Code Other (custom or proprietary) Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Received Mismatched Account Missing Settlement Instructions Confirmed Request Rejected Identifies the status of the Confirmation. New Replace Cancel Identifies the Confirmation transaction type. Book Entry (default) Bearer Identifies the form of delivery. Par For Par Modified Duration Risk Proceeds For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed Amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points relative to benchmark) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Spread (swaps) Yield Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Hit/Lift Counter Expired Cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). Done away Trade was done with another quote provider. Pass End trade Timed out Tied Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. Tied cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. Identifies the type of Quote Response. Allocation Trade Qty Option Assignment As-of Trade Qty Delivery Qty Electronic Trade Qty Option Exercise Qty End-of-Day Qty Intra-spread Qty Inter-spread Qty Adjustment Qty Pit Trade Qty Start-of-Day Qty Integral Split Transaction from Assignment Total Transaction Qty Transaction Quantity Transfer Trade Qty Transaction from Exercise Cross Margin Qty Receive Quantity Corporate Action Adjustment Delivery Notice Qty Exchange for Physical Qty Privately negotiated Trade Qty (Non-regulated) Net Delta Qty Credit Event Adjustment Succession Event Adjustment Net Qty Gross Qty Intraday Qty Gross non-delta-adjusted swaption position Delta-adjusted paired swaption position Expiring quantity The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. Quantity not exercised The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. Requested exercise quantity The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. Cash futures equivalent quantity Used to identify the type of quantity that is being returned. Submitted Accepted Rejected Status of this position. Cash amount (corporate event) Cash residual amount Final mark-to-market amount Incremental mark-to-market Premium amount Start of day mark-to-market Trade variation amount Value adjusted amount Settlement value Initial trade coupon amount Accrued coupon amount Coupon amount Incremental accrued coupon Collateralized mark-to-market Incremental collateralized mark-to-market Compensation amount Total banked amount Total collateralized amount Long paired swap or swaption notional value Short paired swap or swaption notional value Start-of-day accrued coupon Net present value Start-of-day net present value Net cash flow Present value of all fees Present value of one basis points Change in value if yield curve shifts 0.01%. The five year equivalent notional amount Undiscounted mark-to-market Mark-to-model Mark-to-market variance Mark-to-model variance Upfront payment Type of Position amount Exercise Do not exercise Position adjustment Position change submission / margin disposition Pledge Large trader submission Large positions reporting submission Long holdings Internal transfer Changes due to transfer of positions within a firm. Transfer of firm Changes due to transfer of all positions of a firm. External transfer Changes due to transfer of positions between firms. Corporate action Notification Information about a position that has been chosen for assignment. Position creation Changes due to an option exercise causing a new futures position to be created. Close out Information about a position that has been closed out. Reopen Information about a position that has been reopened, i.e. reversal of a close out. Identifies the type of position transaction. New Used to increment the overall transaction quantity. Replace Used to override the overall transaction quantity or specific add messages based on the reference ID. Cancel Used to remove the overall transaction quantity or specific add messages based on the reference ID. Reverse Used to completelly back-out the transaction such that the transaction never existed. Maintenance Action to be performed. Intraday Regular Trading Hours Electronic Trading Hours End Of Day Identifies a specific settlement session Process request as margin disposition Delta plus Delta minus Final Customer specific position Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Accepted Accepted With Warnings Rejected Completed Completed With Warnings Status of Position Maintenance Request Successful Completion - no warnings or errors Rejected Other Result of Position Maintenance Request. Positions Trades Exercises Assignments Settlement Activity Backout Message Delta Positions Net Position Large Positions Reporting Exercise Position Reporting Submission Position Limit Reporting Submission Used to specify the type of position request being made. In-band (default) Transport of the request was sent over in-band. Out of band Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). Valid request Invalid or unsupported request No positions found that match criteria Not authorized to request positions Request for position not supported Other (use Text (58) in conjunction with this code for an explaination) Result of Request for Positions. Completed Completed With Warnings Rejected Status of Request for Positions Final Theoretical Type of settlement price Pro rata Random Method by which short positions are assigned to an exercise notice during exercise and assignment processing Automatic Manual Exercise Method used to in performing assignment. Successful (default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid transport type requested Invalid destination requested TradeRequestType not supported Not authorized Other Result of Trade Request Accepted Completed Rejected Status of Trade Request. Successful (default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Price exceeds current price band Reference price not available Notional value exceeds threshold Other Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Single Security (default if not specified) Individual leg of a multileg security Multileg Security Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Execution time Time in Time out Broker receipt Broker execution Desk receipt Submission to clearing Time priority Orderbook entry time Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. Order submission time Time the order was sent by the submitter. Publicly reported Public report updated Non-publicly reported Non-public report updated Submitted for confirmation Updated for confirmation Confirmed Updated for clearing Cleared Allocations submitted Allocations updated Application completed Submitted to repository Post-trade continuation event Post-trade valuation Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Status Confirmation Confirmation Request Rejected (reason can be stated in Text (58) field) Identifies the type of Confirmation message being sent. Incorrect or missing account Incorrect or missing settlement instructions Unknown or missing IndividualAllocId(467) Transaction not recognized Duplicate transaction Incorrect or missing instrument Incorrect or missing price Incorrect or missing commission Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing quantity Incorrect or missing fees Incorrect or missing tax Incorrect or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrect or missing capacity Other Use Text(58) for further reject reasons. Identifies the reason for rejecting a Confirmation. Regular booking CFD (Contract for difference) Total Return Swap Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Use default instructions Derive from parameters provided Full details provided SSI DB IDs provided Phone for instructions Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Cash Securities Used to indicate whether a delivery instruction is used for securities or cash settlement. Overnight Term Flexible Open Type of financing termination. Unable to process request Unknown account No matching settlement instructions found Other Identifies reason for rejection (of a settlement instruction request message). Preliminary request to intermediary Sellside calculated using preliminary (includes MiscFees and NetMoney) Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) Warehouse recap Request to intermediary Accept Reject Accept Pending Complete Reverse Pending Give-up Take-up Reversal Alleged reversal Sub-allocation give-up Describes the specific type or purpose of an Allocation Report message Original details incomplete/incorrect Change in underlying order details Cancelled by give-up firm Other Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Account is carried pn customer side of books Account is carried on non-customer side of books House trader Floor trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Type of account associated with a confirmation or other trade-level message Firm Person System Application Full legal name of firm Postal address Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant member code Registered address Fund account name Telex number Fax number Securities account name Cash account name Department Location desk Position account type Security locate ID Market maker Eligible counterparty Professional client Location Execution venue Currency delivery identifier Address City Address State/Province Address Postal Code Address Street Address Country (ISO country code) ISO country code Market segment Customer account type Omnibus account Funds segregation type Guarantee fund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). Swap dealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". Major participant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. Financial entity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. U.S. person A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. Reporting entity indicator Indicates the entity obligated to report to their regulator. Set PartySubID(523)=Y if true. Elected clearing requirement exception Business center Reference text Short-marking exempt account Parent firm identifier Implementation-specific identifier of this party's parent entity. Parent firm name Full name of this party's parent entity. Deal identifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. System trade identifier System trade sub-identifier Futures Commission Merchant (FCM) code The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. Delivery terminal customer account/code Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. Voluntary reporting entity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. Reporting obligation jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. Voluntary reporting jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. Company activities For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. European Economic Area domiciled ID values: Y or N Contract linked to commercial or treasury financing for this counterparty ID values: Y or N Contract above clearing threshold for this counterparty ID values: Y or N Voluntary reporting party When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. End user When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. Location or jurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Derivatives dealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Exempt from recognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Type of PartySubID(523) value. Pending Accept Pending Release Pending Reversal Accept Block Level Reject Account Level Reject Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" No Action Taken Queue Flushed Overlay Last End Session Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. No Action Taken Queue Flushed Overlay Last End Session Action to take to resolve an application message queue (backlog). No average pricing Trade is part of an average price group identified by the AvgPxGroupID(1731) Last trade is the average price group identified by the AvgPxGroupID(1731) Average Pricing Indicator Allocation not required Allocation required (give-up trade) allocation information not provided (incomplete) Use allocation provided with the trade Allocation give-up executor Allocation from executor Allocation to claim account Trade split Identifies if, and how, the trade is to be allocated or split. Expire on trading session close (default) Expire on trading session open Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) Part of trading cycle when an instrument expires. Field is applicable for derivatives. Regular trade Block trade Exchange for physical (EFP) Transfer Late trade T trade Weighted average price trade Bunched trade Late bunched trade Prior reference price trade After hours trade Exchange for risk (EFR) Exchange for swap (EFS) Exchange of futures for in market futures (EFM) For example full sized for mini. Exchange of options for options (EOO) Trading at settlement All or none Futures large order execution Exchange of futures for external market futures (EFF) Option interim trade Option cabinet trade Privately negotiated trade Substitution of futures for forwards Non-standard settlement Derivative related transaction Portfolio trade Volume weighted average trade Exchange granted trade Repurchase agreement OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. Exchange basis facility (EBF) Opening trade Netted trade Block swap trade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. Credit event trade Succession event trade Give-up Give-in trade Dark trade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. Technical trade Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. Package trade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. Error trade Special cum dividend (CD) Special ex dividend (XD) Special cum coupon (CC) Special ex coupon (XC) Cash settlement (CS) Special price (SP) Usually net or all-in price. Guaranteed delivery (GD) Special cum rights (CR) Special ex rights (XR) Special cum capital repayments (CP) Special ex capital repayments (XP) Special cum bonus (CB) Special ex bonus (XB) Block trade The same as large trade. Worked principal trade Block trades Name change Portfolio transfer Prorogation buy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. Prorogation sell See prorogation buy. Option exercise Delta neutral transaction Financing transaction Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. CMTA Internal transfer or adjustment External transfer or transfer of account Reject for submitting side Advisory for contra side Offset due to an allocation Onset due to an allocation Differential spread Implied spread leg executed against an outright Transaction from exercise Transaction from assignment ACATS Off Hours Trade On Hours Trade OTC Quote Converted SWAP Wash Trade Trade at Settlement Identifies a trade that will be priced using the settlement price. Auction Trade Trade at Marker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. Default (Credit Event) Restructuring (credit event) Merger (succession event) Spin-off (succession event) Multilateral compression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. AI (Automated input facility disabled in response to an exchange request.) B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) K (Transaction using block trade facility.) LC (Correction submitted more than three days after publication of the original trade report.) M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) NR (Non-risk transaction in a SEATS security other than an AIM security) P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) PA (Protected transaction notification) PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) PN (Worked principal notification for a portfolio transaction which includes order book securities) R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) T (If reporting a single protected transaction) WN (Worked principal notification for a single order book security) WT (Worked principal transaction (other than a portfolio transaction)) Crossed Trade (X) Interim Protected Trade (I) Large in Scale (L) Further qualification to the trade type Floating (default) Fixed Describes whether peg is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Peg Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) Type of Peg Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the peg Floating (default) Fixed Describes whether discretionay price is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Discretion Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) Type of Discretion Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the discretion VWAP Participate (i.e. aim to be x percent of the market volume) Mininize market impact The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Added Liquidity Removed Liquidity Liquidity Routed Out Auction Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Do Not Report Trade Report Trade Indicates if a trade should be reported via a market reporting service. Dealer Sold Short Dealer Sold Short Exempt Selling Customer Sold Short Selling Customer Sold Short Exempt Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short QSR or AGU Contra Side Sold Short Exempt Reason for short sale. Units (shares, par, currency) Contracts Unit of Measure per Time Unit Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Submit Alleged Accept Decline Addendum No/Was Trade Report Cancel (Locked-In) Trade Break Defaulted Invalid CMTA Pended Alleged New Alleged Addendum Alleged No/Was Alleged Trade Report Cancel Alleged (Locked-In) Trade Break Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). Type of Trade Report Not specified Explicit list provided Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Put Call Tender Sinking fund call Activation Inactivation Last eligible trade date Swap start date Swap end date Swap roll date Swap next start date Swap next roll date First delivery date Last delivery date Initial inventory due date Final inventory due date First intent date Last intent date Position removal date Minimum notice Deliver start time Delivery end time First notice date The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. Last notice date The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. First exercise date Redemption date Trade continuation effective date Other Code to represent the type of event Flat (securities pay interest on a current basis but are traded without interest) Zero coupon Interest bearing (for Euro commercial paper when not issued at discount) No periodic payments Variable rate Less fee for put Stepped coupon Coupon period (if not semi-annual) Supply redemption date in the InstrAttribValue(872) field. When [and if] issued Original issue discount Callable, puttable Escrowed to Maturity Escrowed to redemption date - callable Supply redemption date in the InstrAttribValue(872) field. Pre-refunded In default Unrated Taxable Indexed Subject To Alternative Minimum Tax Original issue discount price Supply price in the InstrAttribValue(872) field. Callable below maturity value Callable without notice by mail to holder unless registered Price tick rules for security Trade type eligibility details for security Instrument denominator Instrument numerator Instrument price precision Instrument strike price Tradeable indicator Instrument is eligible to accept anonymous orders Minimum guaranteed fill volume Minimum guaranteed fill status Trade at settlement (TAS) eligibility Test instrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. Dummy instrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. Negative settlement price eligibility Negative strike price eligibility US standard contract indicator Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf Text Supply the text value in InstrAttribValue(872). Code to represent the type of instrument attribute 3(a)(3) Arising out of a current transaction with a maturity less than 9 months. 4(2) Issued not involving any public offering. 3(a)(2) Issued or guaranteed by the US, state or territorial government. 3(a)(3) & 3(c)(7) Combination of 3(a)(3) and 3(c)(7). 3(a)(4) Religious, education, benevolent, fraternal, charitable or reformatory purposes. 3(a)(5) Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. 3(a)(7) Issued by a receiver or trustee in bankruptcy. 3(c)(7) Qualified hedge-fund under the Investment Company Act of 1940. Other The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. Absolute Per Unit Percentage Defines the unit for a miscellaneous fee. Not Last Message Last Message Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Initial Scheduled Time Warning Margin Deficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. Margin Excess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. Forward Collateral Demand Event of default Adverse tax event Transfer deposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. Transfer withdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. Reason for Collateral Assignment Trade Date GC Instrument Collateral Instrument Substitution Eligible Not Assigned Partially Assigned Fully Assigned Outstanding Trades (Today < end date) Collateral inquiry qualifiers: New Replace Cancel Release Reverse Collateral Assignment Transaction Type Received Accepted Declined Rejected Transaction pending The collateral assignment transaction is pending at the recipient. Transaction completed with warning - see Text(58) for further information. The collateral assignment transaction was accepted and completed but with warnings. Type of collateral assignment response. Unknown deal (order / trade) Unknown or invalid instrument Unauthorized transaction Insufficient collateral Invalid type of collateral Excessive substitution Other Collateral Assignment Reject Reason Unassigned Partially Assigned Assignment Proposed Assigned (Accepted) Challenged Collateral Status Not last message Last message Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment "Free": Deliver (if sell) or Receive (if buy) Free Tri-Party Hold In Custody Identifies type of settlement Log On User Log Off User Change Password For User Request Individual User Status Request Throttle Limit Indicates the action required by a User Request Message Logged In Not Logged In User Not Recognised Password Incorrect Password Changed Other Forced user logout by Exchange Session shutdown warning Throttle parameters changed Indicates the status of a user Connected Not Connected - down expected up Not Connected - down expected down In Process Indicates the status of a network connection Snapshot Subscribe Stop Subscribing Level of Detail, then NoCompID's becomes required Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Full Incremental Update Indicates the type of Network Response Message. Accepted Rejected Cancelled Accepted with errors Pending New Pending Cancel Pending Replace Terminated Pending verification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. Deemed verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. Trade Report Status Received Confirm rejected, i.e. not affirmed Affirmed Specifies the affirmation status of the confirmation. Retain Add Remove Action proposed for an Underlying Instrument instance. Accepted Accepted With Warnings Completed Completed With Warnings Rejected Status of Collateral Inquiry Successful (default) Invalid or unknown instrument Invalid or unknown collateral type Invalid Parties Invalid Transport Type requested Invalid Destination requested No collateral found for the trade specified No collateral found for the order specified Collateral inquiry type not supported Unauthorized for collateral inquiry Other (further information in Text (58) field) Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Int Length NumInGroup SeqNum TagNum float Qty Price PriceOffset Amt Percentage Char Boolean String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp Tenor Datatype of the parameter Active Instrument is active, i.e. trading is possible. Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. Active, closing orders only Instrument is active but only orders closing positions (reducing risk) are allowed. Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. Knocked-out Instrument has breached a pre-defined price threshold. Knock-out revoked Instrument reinstated, i.e. threshold has not been breached. Pending Expiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. Suspended Instrument has been temporarily disabled for trading (i.e. halted). Published Instrument information is provided prior to its first activation. Pending Deletion Instrument is awaiting deletion from security reference data. Used for derivatives. Denotes the current state of the Instrument. FIXED DIFF Used for derivatives that deliver into cash underlying. T+1 T+3 T+4 Indicates order settlement period for the underlying instrument. Add Delete Modify Auto Exercise Non Auto Exercise Final Will Be Exercised Contrary Intention Difference Expiration Quantity type Sub Allocate Third Party Allocation Identifies whether the allocation is to be sub-allocated or allocated to a third party Billion cubic feet Cubic Meters gigajoules Kilowatt hours One Million BTU Megawatt hours therms Equal to 100,000 BTU Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt-Year Kilowatt-Day Kilowatt-Hour Kilowatt-Month Kilowatt-Minute (electrical capacity) liters pounds Megawatt-Year Megawatt-Day Megawatt-Hour Megawatt-Month Megawatt-Minute Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Hour Minute Second Day Week Month Year Quarter Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Automatic Guarantor Manual Broker assigned Specifies the method under which a trade quantity was allocated. false - trade is not an AsOf trade true - trade is an AsOf trade A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Top of Book Price Depth Order Depth Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Book Off-Book Cross Quote driven market Examples for quote driven markets are market maker or specialist market models. Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Used to describe the origin of the market data entry. Phone simple Phone complex FCM provided screen Other provided screen Client provided platform controlled by FCM Client provided platform direct to exchange Algo engine Price at execution (price added at initial order entry, trading, middle office or time of give-up) Desk - electronic Desk - pit Client - electronic Client - pit Add-on order All or none Conditional order Cash not held Delivery instructions - cash Directed order Discretionary limit order Exchange for physical transaction Fill or kill Intraday cross Imbalance only Immediate or cancel Intermarket sweep order Limit on open Limit on Close Market at Open Market at close Market on open Market on close Merger related transfer position Minimum quantity Market to limit Delivery instructions - next day Not held Options related transaction Over the day Pegged Reserve size order Stop stock transaction Scale Delivery instructions - sellers option Time order Trailing stop Work Stay on offerside Go along Participate do not initiate Strict scale Try to scale Stay on bidside No cross OK to cross Call first Percent of volume Reinstate on system failure Institution only Reinstate on trading halt Cancel on trading half Last peg Mid-price peg Non-negotiable Opening peg Market peg Cancel on system failure Primary peg Suspend Fixed peg to local best bid or offer at time of order Peg to VWAP Trade along Try to stop Cancel if not best Strict limit Ignore price validity checks Peg to Limit Price Work to target strategy G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. FINRA OATS FIA Execution Source Code Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Agency Arbitrage Block trading Convertible desk Central risk books Derivatives Equity capital markets International Institutional Other Preferred trading Proprietary Program trading Sales Swaps Trading desk or system non-market maker Treasury Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. FINRA OATS Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Add-on Order All or None Cash Not Held Directed Order Exchange for Physical Transaction Fill or Kill Imbalance Only Immediate or Cancel Limit On Open Limit on Close Market at Open Market at Close Market on Open Market On Close Minimum Quantity Not Held Over the Day Pegged Reserve Size Order Stop Stock Transaction Scale Time Order Trailing Stop Work Codes that apply special information that the broker-dealer needs to report. Received, not yet processed Accepted Don't know / Rejected The status of this execution acknowledgement message. Specific Deposit General conveys how the collateral should be/has been applied Divide Multiply Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Open Close Rolled FIFO Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Agent Principal Riskless Principal Identifies role of dealer; Agent, Principal, RisklessPrincipal Pro rata Random Method under which assignment was conducted Order initiator is aggressor Order initiator is passive Used to identify whether the order initiator is an aggressor or not in the trade. Indicative Tradeable Restricted Tradeable Counter Indicative and Tradeable Identifies market data quote type. SecondaryOrderID(198) OrderID(37) MDEntryID(278) QuoteEntryID(299) Original order ID QuoteID(117) QuoteReqID(131) Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Immediate (after each fill) Exhaust (when DisplayQty = 0) Instructs when to refresh DisplayQty (1138). Initial (use original DisplayQty) New (use RefreshQty) Random (randomize value) Undisclosed (invisible order) Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Odd Lot Round Lot Block Lot Round lot based upon UnitOfMeasure(996) Defines the lot type assigned to the order. Last peg (last sale) Mid-price peg (midprice of inside quote) Opening peg Market peg Primary peg (primary market - buy at bid or sell at offer) Peg to VWAP Trailing Stop Peg Peg to Limit Price Short sale minimum price Peg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). Defines the type of peg. Partial Execution Specified Trading Session Next Auction Price Movement On Order Entry or order modification entry Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Activate Modify Cancel Defines the type of action to take when the trigger hits. Best Offer Last Trade Best Bid Best Bid or Last Trade Best Offer or Last Trade Best Mid The type of price that the trigger is compared to. None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Trigger if the price of the specified type goes UP to or through the specified Trigger Price. Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. The side from which the trigger price is reached. Market Limit The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. Order Quote Privately Negotiated Trade Multileg order Linked order Quote Request Implied Order Cross Order Streaming price (quote) Internal Cross Order Defines the type of interest behind a trade (fill or partial fill). Trade confirmation Two-party report One-party report for matching One-party report for pass through Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. Automated floor order routing Two-party report for claim One-party report Third-party report for pass through Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. FIX27 FIX30 FIX40 FIX41 FIX42 FIX43 FIX44 FIX50 FIX50SP1 FIX50SP2 Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release BIC (Bank Identification Code) (ISO 9362) Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code ISO Country Code MIC (ISO 10383 - Market Identifier Code) The ID source of ExDestination Not implied Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument Implied-out - The existence of the underlying legs are implied by the multi-leg instrument Both Implied-in and Implied-out Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Preliminary Final Used to identify the reporting mode of the settlement obligation which is either preliminary or final Cancel New Replace Restate Transaction Type - required except where SettlInstMode is 5=Reject SSI request Instructions of Broker Instructions for Institution Investor Buyer's settlement instructions Seller's settlement instructions Used to identify whether these delivery instructions are for the buyside or the sellside. Accepted Rejected Removed from Market Expired Locked Market Warning Cross Market Warning Canceled due to Lock Market Canceled due to Cross Market Active Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Private Quote Public Quote Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. All market participants Specified market participants All Market Makers Primary Market Maker(s) Specifies the type of respondents requested. Order imbalance, auction is extended Trading resumes (after Halt) Price Volatility Interruption Change of Trading Session Change of Trading Subsession Change of Security Trading Status Change of Book Type Change of Market Depth Corporate action Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Exchange Last High / Low Price Average Price (VWAP, TWAP ... ) Turnover (Price * Qty) Type of statistics Customer Quantity of retail investors. Customer professional Quantity of high-volume investors acting similar to broker-dealers. Do not trade through Quantity that cannot trade through the away markets. Specifies the type of secondary size. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. European American Bermuda Other Type of exercise of a derivatives security Standard, money per unit of a physical Index Interest rate Index Percent of Par Method for price quotation premium style futures style mark-to-market futures style with an attached cash adjustment CDS style collateralization of market to market and coupon CDS in delivery - use recovery rate to calculate obligation Specifies the type of valuation method applied. pre-listed only user requested Indicates whether instruments are pre-listed only or can also be defined via user request Regular trading Variable cabinet Fixed cabinet Traded as a spread leg Settled as a spread leg Traded as spread Basis points spread Specifies the type of tick rule which is being described Months Days Weeks Years Unit of measure for the Maturity Month Year Increment YearMonth Only (default) YearMonthDay YearMonthWeek Format used to generate the MaturityMonthYear for each option Price (default) Ticks Percentage Describes the how the price limits are expressed. Add Delete Modify Snapshot If provided, then Instrument occurrence has explicitly changed Add Delete Modify Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Trading resumes (after Halt) Change of Trading Session Change of Trading Subsession Change of Trading Status Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Suspend orders Release orders from suspension Cancel orders Specifies the type of action requested All orders for a security All orders for an underlying security All orders for a Product All orders for a CFICode All orders for a SecurityType All orders for a trading session All orders All orders for a Market All orders for a market segment (or multiple segments) All orders for a Security Group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Action Request. Rejected - See MassActionRejectReason(1376) Accepted Completed Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Mass Action Not Supported Invalid or unknown security Invalid or unknown underlying security Invalid or unknown Product Invalid or unknown CFICode Invalid or unknown SecurityType Invalid or unknown trading session Invalid or unknown Market Invalid or unknown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Action Request was rejected Predefined Multileg Security User-defined Multileg Security User-defined, Non-Securitized, Multileg Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Net Price Reversed Net Price Yield Difference Individual Contract Weighted Average Price Multiplied Price Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) One Cancels the Other (OCO) One Triggers the Other (OTO) One Updates the Other (OUO) - Absolute Quantity Reduction One Updates the Other (OUO) - Proportional Quantity Reduction Bid and Offer Bid and Offer OCO Defines the type of contingency. Broker / Exchange option Exchange closed Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Unsupported order characteristic Other Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Do Not Publish Trade Publish Trade Deferred Publication Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Retransmission of application messages for the specified Applications Subscription to the specified Applications Request for the last ApplLastSeqNum published for the specified Applications Request valid set of Applications Unsubscribe to the specified Applications Cancel retransmission Cancel retransmission and unsubscribe to the specified applications Type of Application Message Request being made. Request successfully processed Application does not exist Messages not available Used to indicate the type of acknowledgement being sent. Application does not exist Messages requested are not available User not authorized for application Used to return an error code or text associated with a response to an Application Request. Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. Application message re-send completed. Type of report Seconds (default if not specified) Tenths of a second Hundredths of a second milliseconds microseconds nanoseconds minutes hours days weeks months years Time unit in which the OrderDelay(1428) is expressed Electronic exchange Pit Ex-pit Clearinghouse Registered market Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. Off-market Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. Central limit order book Quote driven market Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Identifies the type of venue where a trade was executed GTC from previous day Partial Fill Remaining Order Changed The reason for updating the RefOrdID Member trading for their own account Clearing Firm trading for its proprietary account Member trading for another member All other The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Utility provided standard model Proprietary (user supplied) model Type of pricing model used Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. NERC Eastern Off-Peak NERC Western Off-Peak NERC Calendar-All Days in month NERC Eastern Peak NERC Western Peak The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Bloomberg Reuters Telerate ISDA Settlement Rate Option The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option Other Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Primary Secondary Indicates whether the rate source specified is a primary or secondary source. Full Restructuring Modified Restructuring Modified Mod Restructuring No Restructuring specified A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Senior Secured Senior Subordinated Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Industry Classification Trading List Market / Market Segment List Newspaper List Specifies a type of Security List. ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. GICS (Global Industry Classification Standard) published by Standards & Poor Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Company News Marketplace News Financial Market News Technical News Other News Category of news mesage. Replacement Other language Complimentary Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. Type of reference to another News(35=B) message item. Fixed strike (default if not specified) Strike set at expiration to underlying or other value (lookback floating) Strike set to average of underlying settlement price across the life of the option Strike set to optimal value Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Less than underlying price is in-the-money (ITM) Less than or equal to the underlying price is in-the-money(ITM) Equal to the underlying price is in-the-money(ITM) Greater than or equal to underlying price is in-the-money(ITM) Greater than underlying is in-the-money(ITM) Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Regular Special reference Optimal value (Lookback) Average value (Asian option) Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Vanilla Capped Binary Indicates the type of payout that will result from an in-the-money option. Capped Trigger Knock-in up Knock-in down Knock-out up Knock-out down Underlying Reset Barrier Rolling Barrier One-touch No-touch Double one-touch Double no-touch Foreign exchange composite Foreign exchange Quanto Foreign exchange cross currency Strike spread Calendar spread Price observation (Asian or Lookback) Pass-through Strike schedule Equity valuation Dividend valuation Identifies the type of complex event. Less than ComplexEventPrice(1486) Less than or equal to ComplexEventPrice(1486) Equal to ComplexEventPrice(1486) Greater than or equal to ComplexEventPrice(1486) Greater than ComplexEventPrice(1486) Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Expiration Immediate (At Any Time) Specified Date/Time Close Official closing time of the exchange on valuation date. Open Official opening time of the exchange on valuation date. Official settlement price Official settlement price determination time. Derivatives close Official closing time of the derivatives exchange. As specified in Master Confirmation Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). And Or Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Stream assignment for new customer(s) Stream assignment for existing customer(s) Type of stream assignment request. Unknown client Exceeds maximum size Unknown or Invalid currency pair No available stream Other Reason code for stream assignment request reject. Assignment Accepted Assignment Rejected Type of acknowledgement. Assignment Rejected Terminate/Unassign The type of assignment being affected in the Stream Assignment Report. Match Do Not Match Matching Instruction for the order. This order (default) Other order (use RefID) All other orders for the given security All other orders for the given security and price All other orders for the given security and side All other orders for the given security, price and side Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). Credit limit Gross position limit Net position limit Risk exposure limit Long position limit Short position limit Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). Summary Detail Excess/Deficit Net Position Qualifier for MarginRequirementInquiry to identify a specific report. Summary Detail Excess/Deficit Type of MarginRequirementReport. Successful (default) Invalid or unknown instrument Invalid or unknown margin class Invalid Parties Invalid Transport Type requested Invalid Destination requested No margin requirement found Margin requirement inquiry qualifier not supported Unauthorized for margin requirement inquiry Other (further information in Text (58) field) Result returned in response to MarginRequirementInquiry. Additional Margin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance. Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions. Adjusted Margin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. Unadjusted Margin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. Binary Add-On Amount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. Cash Balance Amount Information about cash balance posted to the clearing house to cover the current margin requirement. Concentration Margin Reflects a riskier portfolio concentration when a set of closely related products is held. Core Margin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. Delivery Margin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. Discretionary Margin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. Futures Spread Margin Long and short positions of futures with different expiration dates can be offset against each other and are called �spreads�. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day. This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow. Initial Margin The initial amount required to cover the position. Liquidating Margin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price. The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin. Margin Call Amount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. Margin Deficit Amount (Shortfall) Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. Margin Excess Amount (Surplus) Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. Option Premium Amount Premium registered on the given trading date. The amount of money that the options buyer must pay the options seller. Premium Margin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. Reserve Margin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. Security Collateral Amount Information about the security collateral posted to the clearing house to cover the current margin requirement. Stress Test Add-On Amount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. Super Margin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. Total Margin Sum of all margin amounts at value date. Variation Margin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price. Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures. Secondary Variation Margin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. Rolled up margin deficit Spread response margin Risk factor component associated with spread moves, curve shape changes and recovery rates. Systemic risk margin Risk factor component to capture parallel shift of credit spreads. Curve risk margin Risk factor captures curve shifts based on portfolio. Index spread risk margin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. Sector risk margin Risk factor component to capture sector risk. Jump-to-default risk margin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Basis risk margin Risk factor component to capture basis risk between index and index constituent reference entities. Interest rate risk margin Risk factor component associated with parallel shift movements in interest rates. Jump-to-health risk margin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Other risk margin Any other risk factors include in the Margin Model. Type of margin requirement amount being specified. "hedges for" instrument Underlier Equity equivalent Nearest exchange traded contract Retail equivalent of wholesale instrument Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. The type of instrument relationship No participation Buy participation Sell participation Both buy and sell participation Indicates market maker participation in security. Valid request Invalid or unsupported request No data found that match selection criteria Not authorized to retrieve data Data temporarily unavailable Request for data not supported Other (further information in RejectText (1328) field) Result of a request as identified by the appropriate request ID field Is also Clears for Clears through Trades for Trades through Sponsors Sponsored through Provides guarantee for Is guaranteed by Member of Has members Provides marketplace for Participant of marketplace Carries positions for Posts trades to Enters trades for Enters trades through Provides quotes to Requests quotes from Invests for Invests through Brokers trades for Brokers trades through Provides trading services for Uses trading services of Approves of Approved by Parent firm for Subsidiary of Regulatory owner of Owned by (regulatory) Controls Is controlled by Legal / titled owner of Owned by (legal / title) Beneficial owner of Owned by (beneficial) Settles for Settles through Used to specify the type of the party relationship. Credit limit The credit limit provided by one party to another for trading. Gross limit Net limit Exposure Long limit Short limit Cash margin Additional margin Total margin Limit consumed The limit used in the recent transaction. Clip size/notional limit per time period The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Maximum notional order size DV01/PV01 limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. CS01 limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". Volume limit per time period The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Volume filled as percent of ordered volume per time period The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Notional filled as percent of notional per time period The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Transaction/execution limit per time period The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Include Exclude Operator to perform on the instrument(s) specified Active (default if not specified) Suspended Halted Indicates the status of the party identified with PartyDetailID(1691). Agency Principal Riskless principal Primary trade repository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. Original trade repository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. Additional international trade repository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. Additional domestic trade repository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. Related exchange Options exchange Specified exchange Constituent exchange General clearing member Individual clearing member Preferred market maker Directed market maker Exempt from trade reporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. Bank Hub Indicates that the Intermediary party is a hub system or service provider. Current Can be used to convey an existing party identifier for the same party role in a single message. New Can be used to convey a future party identifier for the same party role in a single message. Qualifies the value of PartyRole(452) Accepted Rejected Received Used to indicate the status of the trade submission (not the trade report) Fee Credit Controls Margin Entitlement / Eligibility Market Data Account Selection Delivery Process Sector Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Options settlement Pending erosion adjustment Final erosion adjustment Tear-up coupon amount Price alignment interest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. Delivery invoice charges Delivery storage charges Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Trade Clearing at Execution Price Trade Clearing at Alternate Clearing Price Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Invalid instrument requested Instrument already exists Request type not supported System unavailable for instrument creation Ineligible instrument group Instrument ID unavailable Invalid or missing data on option leg Invalid or missing data on future leg Invalid or missing data on FX leg Invalid leg price specified Invalid instrument structure specified Identifies the reason a security definition request is being rejected. Throttle limit not exceeded, not queued Queued due to throttle limit exceeded Indicates whether a message was queued as a result of throttling. Queue inbound Queue outbound Reject Disconnect Warning Action to take should throttle limit be exceeded. Inbound Rate Outstanding Requests Type of throttle. Reject if throttle limit exceeded Queue if throttle limit exceeded Describes action recipient should take if a throttle limit were exceeded. Outstanding requests unchanged Outstanding requests decreased Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Roll up Do not roll up An indicator to override the normal procedure to roll up allocations for the same take-up firm. Completed Refused Cancelled Identifies the status of a reversal transaction. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Percent of par Deal spread Upfront points Upfront amount Percent of par and upfront amount Deal spread and upfront amount Upfront points and upfront amount Method used for negotiation of contract price. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Fixed amount (absolute value) Type of price used to determine upfront payment for swaps contracts. No restrictions Security is not shortable Security not shortable at or below the best bid Security is not shortable without pre-borrow Indicates whether a restriction applies to short selling a security. Exemption reason unknown An exemption reason not provided or received. Income sell short exempt Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. Above national best bid (broker/dealer provision) Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. Delayed delivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. Odd lot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker�s or dealer�s position by no more than a unit of trading. Domestic arbitrage The sale is connected to a bona-fide domestic arbitrage transaction. International arbitrage The sale is connected to an international arbitrage transaction. Underwriter or syndicate distribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. Riskless principal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer �long� sale on a riskless principal basis. VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Definitions(Default) Utilization Definitions and utilization Type of risk limit information. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid risk limit type(s) Invalid risk limit ID(s) Invalid risk limit amount(s) Invalid risk/warning level action(s) Invalid risk instrument scope(s) Risk limit actions not supported Warning levels not supported Warning level actions not supported Risk instrument scope not supported Risk limit not approved for party(-ies) Risk limit already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Acceptence pending Status of risk limit definition request. Accepted Accepted with changes Rejected Status of risk limit definition for one party. Queue inbound Queue outbound Reject Disconnect Warning Ping credit check model with revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. Ping credit check model without revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. Push credit check model with revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are to be cancelled. Push credit check model without revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will remain active. Suspend Suspend the Credit User from trading once limit(s) is breached. This is considered a "soft" stop. Halt trading Halt or stop the Credit User from trading once limit(s) is breached. This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability to trade. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Trade Make markets Hold positions Perform give-ups Submit Indications of Interest (IOIs) Subscribe to market data Short with pre-borrow Short sell order is allowed with pre-borrowing. Submit quote requests Entitled to submit quote requests into the market in order to receive quotes from the market. Respond to quote requests Entitled to respond to quote requests from the market. Type of entitlement. Tenor Pattern Reserved100Plus Reserved1000Plus Reserved4000Plus String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp XMLData char Boolean float Qty Price PriceOffset Amt Percentage int Length NumInGroup SeqNum TagNum DayOfMonth Datatype of the entitlement attribute. Automatic (Default) Manual Indicates how control of trading session and subsession transitions are performed. Number of units (e.g. share, par, currency, contracts) (default) Number of round lots Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Added (0=New) Modified (5=Replaced) Deleted (4=Canceled) Partially Filled (F=Trade) Filled (F=Trade) Suspended (9=Suspended) Released (N=Released) Restated (D=Restated) Locked (M=Locked) Triggered (L=Triggered or Activated by System) Activated (L=Triggered or Activated by System) The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Add order request Modify order request Delete order request Order entered out-of-band Order modified out-of-band Order deleted out-of-band Order activated or triggered Order expired Reserve order refreshed Away market better Corporate action Start of day End of day Action that caused the event to occur. Block order auction Directed order auction Exposure order auction Flash order auction Facilitation order auction Solicitation order auction Price improvement mechanism (PIM) Directed Order price improvement mechanism (PIM) Type of auction order. Automatic auction permitted (default) Automatic auction not permitted Instruction related to system generated auctions, e.g. flash order auctions. Not locked Away market better Three tick locked Locked by market maker Directed order lock Multileg lock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. Market order lock Pre-assignment lock Indicates whether an order is locked and for what reason. Intermarket Sweep Order (ISO) No Away Market Better check Instruction to define conditions under which to release a locked order or parts of it. Volume Price Side AON General General is used for bilateral agreed disclosure information type(s). Clearing account CMTA account Information subject to disclosure. No Yes Use default setting Instruction to disclose information or to use default value of the receiver. Customer Customer professional Broker-dealer Customer broker-dealer Principal Market maker Away market maker Designates the capacity in which the order is submitted for trading by the market participant. Customer Firm Market maker Designates the account type to be used for the order when submitted to clearing. NBB (National Best Bid) NBO (National Best Offer) Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Once (applies only to first execution) Multiple (applies to every execution) Indicates how the minimum quantity should be applied when executing the order. Not triggered (default) Triggered Stop order triggered One Cancels the Other (OCO) order triggered One Triggers the Other (OTO) order triggered One Updates the Other (OUO) order triggered Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. Hour Minute Second Day Week Month Year Time unit associated with the event. Order received from a customer Order received from within the firm Order received from another broker-dealer Order received from a customer or orginated with the firm Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. Not cleared Trade or position has not yet been submitted for clearing. Cleared Trade or position has been successfully cleared. Submitted Trade or position has been submitted for clearing. Rejected Trade or position was rejected by clearing. Indicates whether the trade or position being reported was cleared through a clearing organization. Two component intercommodity spread Index or basket Two component locational basis Other Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Principal Agent Customer Counterparty Used to describe the ownership of the position. Special cum dividend (CD) Special cum rights (CR) Special ex dividend (XD) Special ex rights (XR) Special cum coupon (CC) Special cum capital repayments (CP) Special ex coupon (XC) Special ex capital repayments (XP) Cash settlement (CS) Special cum bonus (CB) Special price (SP) Usually net or all-in price. Special ex bonus (XB) Guaranteed delivery (GD) Special dividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. Price improvement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. Non-price forming trade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. Trade exempted from trading obligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Pending clear Claimed Cleared Rejected Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Cleared quantity Long side claimed quantity Short side claimed quantity Long side rejected quantity Short side rejected quantity Pending quantity Transaction quantity Remaining trade quantity Used to indicate the remaining quantity of a trade after a give-up or posting action. Previous remaining trade quantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. Indicates the type of trade quantity in TradeQty(1843). Add to an existing allocation group if one exists. Do not add the trade to an allocation group. Instruction on how to add a trade to an allocation group when it is being given-up. Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. Indicates the trade is a result of an offset or onset. No average pricing Trade is part of the average price group identified by the SideAvgPxGroupID(1854) Last trade is the average price group identified by the SideAvgPxGroupID(1854) Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. Non-FIX source Trade ID Secondary trade ID Trade report ID Firm trade ID Secondary firm Trade ID Regulatory trade ID Describes the source of the identifier that RelatedTradeID(1856) represents. Position maintenance report ID - PosMaintRptID(721) Position transfer ID - TransferID(2437) Position entity ID - PositionID(2618) Describes the source of the identifier that RelatedPositionID(1862) represents. Received, not yet processed Accepted Rejected Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Price check Notional value check Type of value to be checked. Do not check Checks will not be done for the specified ValueCheckType(1869). Check Checks will be done for the specificed ValueCheckType(1869) Best effort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. Action to be taken for the ValueCheckType(1869). Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid party status(es) Not authorized Other Result party detail definition request. Accepted Accepted with changes Rejected Acceptance pending Status of party details definition request. Accepted Accepted with changes Rejected Status of party detail definition for one party. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid entitlement type(s) Invalid entitlement ID(s) / ref ID(s) Invalid entitlement attribute(s) Invalid instrument scope(s) Invalid market segment scope(s) Invalid start date Invalid end date Instrument scope not supported Market segment scope not supported Entitlement not approved for party(-ies) Entitlement already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). Requested Entitlement definition has been requested. Deferred Entitlement definition request is being postponed or delayed. Status of entitlement definition for one party. Received, not yet processed Accepted Rejected Used to indicate the status of the trade match report submission. Successful Invalid party information Unknown instrument Not authorized to report trades Invalid trade type Other Reason the trade match report submission was rejected. Amount Percentage Describes the format of the PriceMovementValue(1921). Initial block trade Allocation Determination that the block trade will not be further allocated. Clearing Compression Novation Termination Post-trade valuation Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default if not specified. Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. Block The block trade's identifier when reporting an allocated subtrade. Related The related trade identifier when reporting a mixed swap. Cleared block trade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Do not intend to clear Intend to clear Specifies the party's or parties' intention to clear the trade. Non-electronic Electronic Unconfirmed Specifies how a trade was confirmed. Non-electronic Electronic Indication of how a trade was verified. No exception Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. End-user exception In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf Inter-affiliate exception In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf Treasury affiliate exception In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf Cooperative exception Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Principal is paying fixed rate Principal is receiving fixed rate Swap is float/float or fixed/fixed Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Real-time (RT) Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. Primary economic terms (PET) Report to regulators of the full terms of a regulated transaction included in the legal confirmation. Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. Confirmation Report from a clearing organization of a cleared regulated transaction. Combination of RT and PET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. Combination of PET and confirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. Combination of RT, PET and confirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. Post-trade valuation Periodic report of the ongoing mark-to-market value of a regulated transaction. Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. Post-trade event Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. Post trade event RT reportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). Limited Details Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". Daily Aggregated Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". Volume Omission Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". Four Weeks Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". Indefinite Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". Volume Omission Trade Eligible for Subsequent Aggregated Enrichment Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". Full Details Trade of "Limited Details Trade" Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". Full Details of "Daily Aggregated Trade" Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". Full Details of "Volume Omission Trade" Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". Full Details of "Four Weeks Aggregation Trade" Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". Type of regulatory report. Uncollateralized Partially collateralized One-way collaterallization Fully collateralized Specifies how the trade is collateralized. Novation Partial novation Trade unwind "Trade" includes "Swaps". Partial trade unwind "Trade" includes "Swaps". Exercise Compression/Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. Full netting Partial netting Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. Increase Credit event Strategic restructuring Succession event reorganization Succession event renaming Porting Withdrawal One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Account transfer Give up TakeUp Average pricing Reversal Allocation/Trade posting Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. Delivery Option assignment Expiration Maturity Equal position adjustment Unequal position adjustment An adjustment to either the long or short position quantity but not both. Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. Other price-forming continuation data Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. Interest rate Currency Credit Equity Commodity Other Cash Debt Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. Loan facility The broad asset category for assessing risk exposure. Metals Bullion Energy Commodity index Agricultural Environmental Freight Single name Credit index Index tranche Credit basket Basket [for multi-currency] Government Agency Corporate Financing Money market Mortgage Municipal Common Preferred Equity index Equity basket Mutual fund Collective investment vehicle Investment program A generalized fund for major investors. Specialized account program A specialized fund setup for a particular account or group of accounts. Single currency Cross currency Term loan Bridge loan Letter of credit Exotic The subcategory description of the asset class. Basis swap Index swap Broad-based security swap Basket swap The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. Zero Fixed rate Floating rate Structured Coupon type of the bond. Day Week Month Year Hour Minute Second Term Time unit associated with the frequency of the bond's coupon payment. 1/1 If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). 30/360 (30U/360 or Bond Basis) Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). 30/360 (SIA) A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. 30/360M Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. 30E/360 (Eurobond Basis) Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). 30E/360 (ISDA) Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Act/360 The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). Act/365 (FIXED) The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). Act/Act (AFB) The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). Act/Act (ICMA) The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). Act/Act (ICSMA Ultimo) The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. Act/Act (ISDA) The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). BUS/252 Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. 30E+/360 Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. Act/365L The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). NL365 The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. NL360 This is the same as Act/360, with the exception of leap days (29th February) which are ignored. Act/364 The actual number of days between Date1 and Date2, divided by 364. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Unknown First lien Second lien Third lien Indicates the seniority level of the lien in a loan. Bridge loan Letter of credit Revolving loan Swingline funding Term loan Trade claim Specifies the type of loan when the credit default swap's reference obligation is a loan. Asian Australian and New Zealand European emerging markets Japanese North American high yield North American insurance North American investment grade Singaporean Western European Western European insurance Specifies the type of reference entity for first-to-default CDS basket contracts. Initial block trade Allocation or determination that the block trade will not be further allocated. Clearing Compression Novation Termination Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default Previous e.g. when reporting a cleared trade or novation of a previous trade. Block e.g. when reporting an allocated subtrade. Related e.g. when reporting a mixed swap Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Block to be allocated Block not to be allocated Allocated trade A sub-trade of a block trade. Indication that a block trade will be allocated. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Bid Mid Offer The type of quote used to determine the cash settlement price. Market Highest Average market Average highest Blended market Blended highest Average blended market Average blended highest The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Payment / cash settlement Physical delivery Type of swap stream. Mandatory early termination Optional early termination Cancelable Extendible Mutual early termination Type of provisions. Day Week Month Year Time unit associated with the provision's tenor period. Exercising party Non-exercising party As specified in the master agreement As specified in the standard terms supplement Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. Buy Sell If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. Cash price Cash price alternate Par yield curve adjusted Zero coupon yield curve adjusted Par yield curve unadjusted Cross currency Collateralized price An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Bid Mid Offer Exercising party pays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". Identifies the type of quote to be used. Day Week Month Year Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Day Week Month Year Time unit associated with protection term events. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Day type for events that specify a period and unit. Retructuring - multiple holding obligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. Restructuring - multiple credit event notices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. Floating rate interest shortfall Indicates compounding. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Brokerage Upfront fee Independent amount / collateral Principal exchange Novation / termination Early termination provision Cancelable provision Extendible provision Cap rate provision Floor rate provision Option premium Settlement payment Cash settlement Other Type of payment. Buy Sell The side of the party paying the payment. Standard Net Standard and net Payment settlement style. Periodic (default) Initial Single Dividend Interest Dividend return Price return Total return Variance Correlation Identifies the type of payment stream associated with the swap. Standard Forward Rate Agreement (FRA) The method of calculating discounted payment amounts None Flat Straight Spread exclusive Compounding method. Day Week Month Year Term Time unit associated with the frequency of payments. Day Week Month Year Time unit multiplier for the relative initial fixing date offset. Monday Tuesday Wednesday Thursday Friday Saturday Sunday Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Bloomberg Reuters Telerate Other The source of the payment stream floating rate index. Day Week Month Year Time unit associated with the floating rate index. Short Long Identifies whether the rate spread is applied to a long or short position. Bond equivalent yield Money market yield Specifies the yield calculation treatment for the index. Buyer of the trade Seller of the trade Reference to the buyer of the cap rate option through its trade side. Buyer of the trade Seller of the trade Reference to the buyer of the floor rate option through its trade side. Unweighted Weighted When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. Zero interest rate method Negative interest rate method The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Day Week Month Year Time unit associated with the inflation lag period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day The inflation lag period day type. None Linear zero yield The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. None International Swaps and Derivatives Association (ISDA) Australian Financial Markets Association (AFMA) The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Notional Cash flow FX linked notional Fixed rate Future value notional Known amount Floating rate multiplier Spread Cap rate Floor rate Non-deliverable settlement payment dates Non-deliverable settlement calculation dates Non-deliverable fixing dates. Settlement period notional Settlement period price Calculation period Dividend accrual rate multiplier Dividend accrual rate spread Dividend accrual cap rate Dividend accrual floor rate Compounding rate multiplier Compounding rate spread Compounding cap rate Compounding floor rate Type of schedule. Initial Previous Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. Initial Final Compounding initial Compounding final Stub type. Short Long Optional indication whether stub is shorter or longer than the regular swap period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Not applicable Business day convention is not applicable. None (current day) Following day The following business day. Floating rate note The FRN business day convention. Modified following day The modified following business day. Preceding day The preceding business day. Modified preceding day The modified preceding business day. Nearest day The nearest applicable business day. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. 1st day of the month 2nd day of the month 3rd day of the month 4th day of the month 5th day of the month 6thd day of the month 7th day of the month 8th day of the month 9th day of the month 10th day of the month 11th day of the month 12th day of the month 13th day of the month 14th day of the month 15th day of the month 16th day of the month 17th day of the month 18th day of the month 19th day of the month 20th day of the month 21st day of the month 22nd day of the month 23rd day of the month 24th day of the month 25th day of the month 26th day of the month 27th day of the month 28th day of the month 29th day of the month 30th day of the month The end of the month. Use EOM for 31st day of the month. The floating rate note convention or Eurodollar convention. The International Money Market settlement date, i.e. the 3rd Wednesday of the month. The last trading day/expiration day of the Canadian Derivatives Exchange. The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. No adjustment The 13-week and 26-week U.S. Treasury Bill auction dates. Monday Tuesday Wednesday Thursday Friday Saturday Sunday The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Base64 encoding Base64 Encoding. Unencoded binary content Unencoded binary content. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Auto spot The spot price for the reference or benchmark security is provided automatically. Negotiated spot The spot price for the reference or benchmark security is to be negotiated. The spot price for the reference or benchmark security is to be negotiated via phone or voice. The spot price for the reference of benchmark security is to be negotiated via phone or voice. Specifies the negotiation method to be used. Asian Out Asian In Barrier Cap Barrier Floor Knock Out Knock In Specifies the period type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative date offset. Close Open Official settlement Valuation time Exchange settlement time Derivatives close As specified in master confirmation Specifies when the payout is to occur. Currency 1 per currency 2 Currency 2 per currency 1 For foreign exchange Quanto option feature. Seller notifies Buyer notifies Seller or buyer notifies The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Notional Delivery Physical settlement period Specifies the type of delivery schedule. Absolute Percentage Specifies the tolerance value type. All times On peak Off peak Base Block hours Other Specifies the commodity delivery flow type. Do not include holidays Include holidays Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Monday Tuesday Wednesday Thursday Friday Saturday Sunday All weekdays All days All weekends Specifies the day or group of days for delivery. Hour of the day Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. HH:MM time format Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. Specifies the format of the delivery start and end time values. Periodic (default if not specified) Initial Single Specifies the type of delivery stream. Firm Never excused of delivery obligations. Interruptable or non-firm Excused when interrupted for any reason or for no reason without liability. Force majeure Excused when prevented by force majeure. System firm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. Unit firm Must be supplied from the generation assset specified. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Transfers with risk of loss Does not transfer with risk of loss Specifies the condition of title transfer. Buyer Seller Indicates whether the tolerance is at the seller's or buyer's option. Buyer Seller A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Amortizing Compounding The subclassification or subtype of swap. Straddle Strangle Butterfly Condor Callable inversible snowball Other Specifies the type of trade strategy. Negotiation Cancellation and payment Specifies the consequences of bullion settlement disruption events. Not applicable Applicable As specified in master agreement As specified in confirmation The consequences of market disruption events. As specified in master agreement As specified in confirmation Specifies the location of the fallback provision documentation. Basket Bond Cash Commodity Convertible bond Equity Exchange traded fund Future Index Loan Mortgage Mutual fund The type of reference price underlier. Not required Non-electronic Electronic Unknown at time of report Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Unadjusted Adjusted Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Prepaid Post-paid Variable Fixed Forward start premium type. Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. Maximum The maximum number of weather index units for any day in the calculaiton period. Minimum The minimum number of weather index units for any day in the calculaiton period. Cumulative The cumulative number of weather index units for each day in the calculaiton period. Specifies how weather index units are to be calculated. Absolute Percentage Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. All First Last Penultimate The distribution of pricing days. Every day (the default if not specified) Monday Tuesday Wednesday Thursday Friday Saturday Sunday The day of the week on which pricing takes place. Day Number of asset attribute entries in the group. Week Month Time unit associated with the nearby settlement day. Day Time unit associated with the commodity delivery date roll. City (4 character business center code) Airport (IATA standard) Weather station WBAN (Weather Bureau Army Navy) Weather index WMO (World Meteorological Organization) Type of data source identifier. Term Per business day Per calculation period Per settlement period Per calendar day Per hour Per month The commodity's notional or quantity delivery frequency. Accepted Rejected Status of risk limit report. Unknown RiskLimitReportID(1667) Unknown party Other The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). New Cancel Replace Specifies the transaction type of the risk limit check request. Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. Limit consumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. Specifies the type of limit check message. All or none (default if not specified). The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. Partial The requester will accept a partial approval of the requested credit limit amount. Specifies the type of limit amount check being requested. Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. Partially approved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. Rejected Approval pending Cancelled Indicates the status of the risk limit check request. Successful (default) Invalid party Requested amount exceeds credit limit Requested amount exceeds clip size limit Request exceeds maximum notional order amount Other Result of the credit limit check request. Suspend Halt trading Reinstate Specifies the type of action to take or was taken for a given party. Accepted The action request is accepted for processing. Completed The processing of the requested action has been successfully completed. Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Invalid party or parties Unknown requesting party Not authorized Other Specifies the reason the PartyActionRequest(35=DH) was rejected. RiskLimitRequestID(1666) RiskLimitCheckID(2319) Out of band identifier Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. None (default if not specified) No specified limit check model is defined. Limit checks for the party will be based on parameters defined. PlusOne model A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. Ping model A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. Push model A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. Specifies the type of credit limit check model workflow to apply for the specified party Accepted For use when none of the more specific status enumerations apply. Rejected For use when none of the more specific status enumerations apply. Claim required Indicates that the clearing firm is required to accept or decline the trade. Pre-defined limit check succeeded Indicates a check enforced automatically by the clearing house. Pre-defined limit check failed Indicates a check enforced automatically by the clearing house. Pre-defined auto-accept rule invoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. Pre-defined auto-reject rule invoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. Accepted by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. Rejected by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. Pending Indicates that one or more side level risk checks are in progress. Accepted by credit hub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. Rejected by credit hub Indicates that a credit hub rejected the trade. Pending credit hub check Indicates that a check is pending at a credit hub. Accepted by execution venue Indicates acceptance by an execution venue, such as a SEF. Rejected by execution venue Indicates that the trade was rejected by an execution venue, such as a SEF. Indicates the status of the risk limit check performed on a trade. None (default if not specified) The transaction does not fall under any special regulatory rule or mandate. Swap Execution Facility (SEF) required transaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. Swap Execution Facility (SEF) permitted transaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. Specifies the regulatory mandate or rule that the transaction complies with. Proprietary Energy Identification Code (EIC) Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). Identifies the class or source of DeliveryStreamDeliveryPoint(41062). ISIN or Alternate instrument identifier plus CFI Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). Interim Taxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. The type of identification taxonomy used to identify the security. Clearing member Client Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Order entry Entitle to enter new orders Hit/Lift Entitle to Hit/Lift View indicative prices Entitle to subscribe to indicative prices View executable prices Entitle to subscribe to executable prices Single quote Entitle to submit quote request for a single quote Streaming quotes Entitle to submit quote request for streaming quotes Single broker Entitle to submit quote request for a single broker Multi brokers Entitle to submit quote request for multiple brokers Subtype of an entitlement specified in EntitlementType(1775). Quote entry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote modification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote model type Undefined/unspecified - (default when not specified) Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". Automated The transaction was executed on an automated execution platform such as an automated systematic internalizer system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. Voice brokered The transaction was negotiated by voice through an intermediary. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Does not apply (default if not specified) The trade is for an for asset class that is not traded with contingency. Contingent trade The trade is terminated as soon as its paired trade is cleared or denied clearing. Non-contingent trade Identifies a trade that is not contingent but is for an asset class that may be contingent. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. Initial (principal exchange) Intermediate (principal exchange) Final (principal exchange) Prepaid (premium forward) Postpaid (premium forward) Variable (premium forward) Fixed (premium forward) Swap (premium) Indicates that the premium is to be paid in the style of payments under an IRS contract. Conditional (principal exchange on exercise) Used to further clarify the value of PaymentType(40213). Accepted Accepted with additional events Rejected Status of mass order request. Successful Response level not supported Invalid market Invalid market segment Other Request result of mass order request. No acknowledgement Responses are provided through one or more ExecutionReport(35=8) messages. Minimum acknowledgement The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. Acknowledge each order The number of entries in the response is identical to the number of entries in the request. Summary acknowledgement Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Add Modify Delete / Cancel Suspend Release Specifies the action to be taken for the given order. Order added upon request Order replaced upon request Order cancelled upon request Unsolicited order cancellation Non-resting order added upon request Order replaced with non-resting order upon request Trigger order replaced upon request Suspended order replaced upon request Suspended order canceled upon request Order cancellation pending Pending cancellation executed Resting order triggered Suspended order activated Active order suspended Order expired The initiating event when an ExecutionReport(35=8) is sent. New Replace Cancel Indicates the type of transfer transaction. Request transfer Accept transfer Decline transfer Indicates the type of transfer request. Inter-firm transfer Intra-firm transfer Clearing Member Trade Assignment Indicates the type of transfer. Received Rejected by intermediary Accept pending Accepted Declined Cancelled Status of the transfer. Success Invalid party Unknown instrument Not authorized to submit transfers Unknown position Other Reason the transfer instruction was rejected. Submit Alleged Indicates the type of transfer report. Count Simple count of entities or events, e.g. orders transactions during a period of time. Average volume Average quantity of entities, e.g. average size of incoming quotes or average trade size. Total volume Aggregated volume of entities across events, e.g. total trade volume during a period of time. Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. Volume weighted average price (VWAP) Benchmark price. Volatility Volatility of entities, e.g. price movements of incoming orders. Duration Time period of events, e.g. resting period of passive orders. Tick Price movement of an instrument in number of ticks. Average turnover Average volume multiplied by price. Total turnover Aggregated volume multiplied by price. High Highest price. Low Lowest price. Midpoint Midpoint price between bid and offer. First First price or initial value. Last Most recent price or value. Final Final price or confirmed value. Exchange best Best price of a single venue regardless of volume. Exchange best with volume Best price of a single venue with volume at or above a pre-defined threshold. Consolidated best Best price across multiple venues regardless of volume. Consolidated best with volume Best price across multiple venues with volume at or above a pre-defined threshold. Time weighted average price (TWAP) Type of statistic value. Bid prices Offer prices Bid depth Offer depth Orders Quotes Orders and Quotes Trades Trade prices Auction prices Opening prices Closing prices Settlement prices Underlying prices Open interest Index values Margin rates Entities used as basis for the statistics. Visible Only includes visible orders and/or quotes. Hidden Only includes hidden orders and/or quotes. Indicative Only includes IOIs and non-tradable quotes. Tradeable Excludes IOIs and indicative quotes. Passive Only includes resting orders and tradeable quotes. Market consensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Entry rate Modification rate Cancel rate Downward move Upward move Scope details of the statistics to reduce the number of events being used as basis for the statistics. Sliding window Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). Sliding window peak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. Fixed date range Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. Fixed time range Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). Current time unit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Previous time unit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Maximum range Use to convey record values over the lifetime of the system or venue. Maximum range up to previous time unit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) Type of interval over which statistic is calculated. Buyers to sellers Upticks to downticks Can also be used with a scope of multiple instruments representing an index. Market maker to non-market maker Use to identify share of market making activity. Automated to non-automated Use to identify ratio of orders and quotes resulting from automated trading. Orders to trades Use with scope of trades. Quotes to trades Use with scope of trades. Orders and quotes to trades Use with scope of trades. Ratios between various entities. Successful (default) Invalid or unknown market Invalid or unknown market segment Invalid or unknown security list Invalid or unknown instrument(s) Invalid parties Trade date out of supported range Statistic type not supported Scope or sub-scope not supported Scope type not supported Market depth not supported Frequency not supported Statistic interval not supported Statistic date range not supported Statistic time range not supported Ratio type not supported Invalid or unknown trade input source Invalid or unknown trading session Unauthorized for statistic request Other (further information in Text (58) field) Result returned in response to MarketDataStatisticsRequest (35=DO). Active (default) Inactive (not disseminated) Status for a statistic to indicate its availability. Absolute Percentage Type of statistical value. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Unknown trade or transaction Unknown or invalid instrument Unknown or invalid counterparty Unknown or invalid position Unacceptable or invalid type of collateral Other Reject reason code for rejecting the collateral report. Accepted (successfully processed) Received (not yet processed) Rejected The status of the collateral report. Asset Swap Spread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. Overnight Indexed Swap Spread OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). Zero Volatility Spread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). Discount Margin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. Interpolated Spread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. Option Adjusted Spread OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. G-Spread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. CDS Basis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. CDS Interpolated Basis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. Indicates the type of relative value measurement being specified. Bid Mid Offer Specifies the side of the relative value. Start of instrument reference data End of instrument reference data Start of off-market trades End of off-market trades Start of order book trades End of order book trades Start of open interest End of open interest Start of settlement prices End of settlement prices Start of statistics reference data End of statistics reference data Start of statistics End of statistics Technical event within market data feed. Active Market segment is active, i.e. trading is possible. Inactive Market segment has previously been active and is now inactive. Published Market segment information is provided prior to its first activation. Status of market segment. Pool Used when multiple market segments are being grouped or pooled together. Retail Wholesale Used to classify the type of market segment. Inter-product spread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. Used to further categorize market segments within a MarketSegmentType(2543). Market segment pool member Market segments represent constituents of the pool identified. Retail segment Retail segment related to wholesale segment identified. Wholesale segment Wholesale segment related to retail segment identified. Type of relationship between two or more market segments. Single sided quotes are not allowed Single sided quotes are allowed Indicates whether single sided quotes are allowed. No priority Unconditional priority Specifies the kind of priority given to customers. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. Automatic (default) Manual Specifies how the calculation will be made. Market valuation (the default) Portfolio value before processing pledge request Value confirmed as "locked-up" for processing a pledge request Credit value of collateral at CCP processing a pledge request The type of value in CurrentCollateralAmount(1704). Unspecified Acceptance The bank's charge for issuing a Letter of Credit. Broker The executing broker's commission. Clearing broker The clearing broker's commission. Retail Commission charged by or related to retail sales. Sales commission The commission charged by the sales desk. Local commission Commission paid to local broker in a cross-border transaction. Indicates what type of commission is being expressed in CommissionAmount(2640). Close Official closing price. Hedge Determined by the hedging party. The default election for determining settlement price. Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. Hedge election In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. Ex-date Dividend entitlement is on the dividend ex-date. Record date Dividend entitlement is on the dividend record date. Defines the contract event which the receiver of the derivative is entitled to the dividend. Record amount 100% of the gross cash dividend per share paid over record date during relevant dividend period. Ex amount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. Paid amount 100% of gross cash dividend per share paid during relevant dividend period. As specified in master confirmation The amount is determined as provided in the relevant master confirmation. Indicates how the gross cash dividend amount per share is determined. Potential adjustment event The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. Cash equivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. Defines the treatment of non-cash dividends. Equity amount receiver election The equity amount receiver determines the composition of dividends (subject to conditions). Calculation agent election The calculation agent determines the composition of dividends (subject to conditions). Defines how the composition of dividends is to be determined. Bid Mid Offer The quote side from which the index price is to be determined. Calculation agent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. Options exchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. Initial Interpolation is applicable to the initial period only. Initial and final Interpolation is applicable to the initial and final periods only. Final Interpolation is applicable to the final period only. Any period Interpolation is applicable to any non-standard period. Defines applicable periods for interpolation. Volatility Variance For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Previous For a return on day T, the observed price on T-1 must be in range. Last For a return on day T, the observed price on T must be in range. Both For a return on day T, the observed prices on both T and T-1 must be in range. Indicates which price to use to satisfy the boundary condition. Flat fee Amortized fee Funding fee Flat fee and funding fee Amortized fee and funding fee Type of fee elected for the break provision. Price valuation Dividend valuation Specifies the valuation type applicable to the return rate date. Initial Interim Final Specifies the type of price sequence of the return rate. Open The official opening time of the exchange on valuation date. Official settlement price time The time at which the official settlement price is determined. XETRA The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. Close The official closing time of the exchange on valuation date. Derivatives close The official closing time for derivative trading of the exchange on valuation date. High The high price for the day. Low The low price for the day. As specified in the master confirmation Specifies how or the timing when the quote is to be obtained. None (the default) Futures price The official settlement price as announced by the related futures exchange is applicable. Options price The official settlement price as announced by the related options exchange is applicable. Indicates whether an ISDA price option applies, and if applicable which type of price. Gross Net Accrued Clean net The basis of the return price. Absolute terms Percentage of notional Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standard The adjustments to the number of units are not governed by any specific clause. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standrd The adjustments to the number of units are not governed by any specific clause. Specifies the conditions that govern the adjustment to the number of units of the return swap. No remuneration paid Remuneration paid Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Disabled Risk limits for party is disabled. Enabled Risk limits for party is enabled. The status of risk limits for a party. Non-algorithmic trade Algorithmic trade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Pre-trade transparency waiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. Post-trade deferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). No preceding order in book as transaction price set within average spread of a liquid instrument Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, this is the "NLIQ" flag. No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OLIQ" flag. No preceding order in book as transaction price is for transaction subject to conditions other than current market price Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS 1, this is the "PRIC" flag. No public price for preceding order as public reference price was used for matching orders Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, this is the "RFPT" flag. No public price quoted as instrument is illiquid According to Article 14(1) MiFIR the systematic internaliser was not obliged to publish the quote prior to closing the trade as it was made in an illiquid instrument. For ESMA RTS 1, this is the "ILQD" flag. No public price quoted as order is above standard market size ESMA: As per Article 14(2) MiFIR, the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the instrument's standard market size. For ESMA RTS 1, this is the "SIZE" flag. Deferral due to "Large in Scale" Per MiFID Article 14, publication deferral is permitted if the transaction's volume is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. Deferral due to "Illiquid Instrument" Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. Deferral due to "Size Specific" Per MiFIR Article 11, publication deferral is permitted if the transaction's volume is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). int field representing the length in bytes. Value must be positive. int field representing a message sequence number. Value must be positive. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field typically representing a Price times a Qty float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). char field containing one of two values: 'Y' = True/Yes 'N' = False/No Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). string field containing one or more space delimited single character values (e.g. |18=2 A F| ). string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). ISO 3166-1:2013 Codes for the representation of names of countries and their subdivisions -- Part 1: Country codes string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). ISO 4217:2015 Codes for the representation of currencies string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). ISO 10383:2012 Codes for exchanges and market identification (MIC) string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing time-only in Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM:SS.s where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-60 seconds (60 only if UTC leap second), and optionally s (one or more digits representing a decimal fraction of a second). The punctuation of ":" between hours minutes and seconds are required. The "." is only required when sub-second time precision is specified. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing a date and time combination in local time with an optional offset to Univeral Time Coordinated (UTC). Its vaue space is described as the combination of date and time of day in the Chapter 5.4 of based on ISO 8601. Valid values are in the fFormat is YYYY-MM-DD-THH:MM:SS.s*[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, and optionally sss (one or more digits representing a decimal fraction of a second), hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. The "Z" or "+" or "-" are optional to denote an optional time zone offset. In FIXML, all data type fields are using base64Binary encoding. used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. ISO 639-1:2002 Codes for the representation of names of languages -- Part 1: Alpha-2 code string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. Account Reporting The PartiesAction category of messages is a set of messages that are used to take an action on party information as a result of risk management decisions made during the trading day. Required if NoLegStipulations >0 Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. Repeating group of NestedParty sub-identifiers. Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Required if NoPartyIDs(453) > 0. Identification of the party. Required if NoPartyIDs(453) > 0. Used to identify classification source. Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). Repeating group of Party sub-identifiers. Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Used when the PosAmt(708) value corresponds to a specific stream in of a swap. Number of Position Amount entries Required if NoPositions > 1 Short quantity that is considered covered, e.g. used for short option position Date associated with the quantity being reported Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. Repeating group of SettlParty sub-identifiers. Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole Required if NoStipulations >0 Required if NoTrdRegTimestamps > 1 Required if NoTrdRegTimestamps > 1 Type of Trading desk Required if NoUnderlyingStips >0 Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. Repeating group of Nested2Party sub-identifiers. Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. Repeating group of Nested3Party sub-identifiers. Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. Required if NoAllocs(78) > 0. Must be first field in repeating group. Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Used to communicate the status of central clearing workflow. Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject). Can be used here to hold text relating to the rejection of this AllocAccount(366)) Must be set if EncodedAllocText(361) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText(161) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Indicates number of allocation groups to follow. May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction). Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. Specifies the method under which a trade quantity was allocated. An indicator to override the normal procedure to roll up allocations for the same Carry Firm. Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information. Free format text field related to this AllocAccount Must be set if EncodedAllocText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15). Replaced by AllocSettlCurrAmt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided Applicable for Convertible Bonds and fixed income Applicable for securities that pay interest in lump-sum at maturity Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions. Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. Required if NoBidComponents > 0. Must be first field in repeating group. When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Indicates off-exchange type activities for Detail. Indicates Net or Gross for selling Detail. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Used if BidType="Disclosed" First element Commission required if NoBidComponents > 0. ISO Country Code When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Second element of price The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). Net/Gross Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of bid repeating groups Required if NoBidDescriptors > 0. Must be first field in repeating group. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Value between LiquidityPctLow and LiquidityPctHigh in Currency Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency Liquidity indicator or lower limit if LiquidityNumSecurities > 1 Upper liquidity indicator if LiquidityNumSecurities > 1 Eg Used in EFP (Exchange For Physical) trades 12% Used in EFP trades Used in EFP trades Used in EFP trades Used if BidType="Non Disclosed" Required if NoClearingInstructions > 0 Required if NoCollInquiryQualifier > 0 Type of collateral inquiry Number of qualifiers to inquiry Used to restrict updates/request to specific CompID Used to restrict updates/request to specific SubID Used to restrict updates/request to specific LocationID Used to restrict updates/request to specific DeskID Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. CompID that status is being report for. Required if NoCompIDs > 0, SubID that status is being report for. LocationID that status is being report for. DeskID that status is being report for. Additional Information, i.e. "National Holiday" Specifies the number of repeating CompId's Must be first field in the repeating group. Number of contract details in this message (number of repeating groups to follow) First field in repeating group. Required if NoContraBrokers > 0. Number of ContraBrokers repeating group instances. Specifies the capacity of the firm executing the order(s) The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message's AllocQty. Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15). Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type Used to identify whether the trade was executed on an agency or principal basis. Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Required if NoExecs > 0 Executions for which collateral is required Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Specifies the number of repeating symbols (instruments) specified Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Use to reference the partial execution of a multi-leg order to which this leg execution belongs. Number of leg executions. Required if NoLegs(555) > 0. Number of legs Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell Required for multileg IOIs and for each leg. Required for multileg IOIs Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Number of legs that make up the Security Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. SettlType (specifying the tenor) or SettlDate must be specified. Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. Number of symbols (instruments) requested. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group. Underlying Instruments Useful for verifying security identification Can use client order identifier or the symbol and side to uniquely identify the stock in the list. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of strike price entries Required if NoIOIQualifiers > 0 Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Repeating field, number of instances defined in LinesOfText Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating lines of text specified Must be the first field in the repeating group. Order number within the list Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Use to assign an ID to the block of individual preallocations Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Available for optional use when Side(54) = 6(Sell short exempt). Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Required for short sell orders Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Supplementary registration information for this Order within the List Number of orders in this message (number of repeating groups to follow) Required if NoMDEntries(268) > 0. Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278). Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59) = A (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades. For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use in reporting trades. For optional use in reporting trades. In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Specifies trade type when a trade is being reported. For optional use in reporting trades. For optional use in reporting trades. Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Used to report high price in association with trade, bid or ask rather than a separate entity Used to report low price in association with trade, bid or ask rather than a separate entity. Indicates the first price of a trading session; can be a bid, ask, or trade price. Indicates the last price of a trading session; can be a bid, ask, or trade price. Used to report trade volume in association with trade, bid or ask rather than a separate entity Indicates date on which instrument will settle. For NDFs required for specifying the "value date". Used to identify the sequence number within a feed type May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). Number of entries following. Must be first field in this repeating group. If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. Can be used to define a subordinate book. Can be used to define the current depth of the book. Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed. If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified. If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price). Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59)= 10 (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use when reporting trades For optional use when reporting trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Indicates the first price of a trading session; can be a bid, ask, or a trade price. Indicates the last price of a trading session; can be a bid, ask, or a trade price. Indicates date on which instrument will settle. For NDFs required for specifying the "value date". For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. For optional use in reporting Trades. Used to specify the time of matching. Entry time of the incoming order that triggered the trade Allows sequence number to be specified within a feed type Number of entries following. Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Number of MDEntryType fields requested. Alternative Market Data Source Required if NoMiscFees(136) > 0. Required if NoMiscFees(136) > 0. Required if any miscellaneous fees are reported. Indicates number of repeating entries. Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group. Can be used to provide order id used by exchange or executing system. Required for List Orders. Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades Average price for this order. For FX, if specified, expressed in terms of Currency(15). Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. For optional use with OrdStatus = 0 (New) Quantity open for further execution. LeavesQty = OrderQty - CumQty. Used if the order is rejected Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of orders statused in this message, i.e. number of repeating groups to follow. Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Values = Final, Theoretical Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. Reason Quote Entry was rejected. The number of quotes for this Symbol (QuoteSet) that follow in this message. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. Required if NoQuoteQualifiers > 1 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Can be used when QuoteRequestType(303) = 3(Confirm Quote). Can be used when QuoteRequestType(303) = 3(Confirm Quote). Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. Type of quantity specified in a quantity field. For FX, if used, should be "0". Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Required for NDFs to specify the settlement currency (fixing currency). Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for Used by the quote initiator to indicate the period of time the resulting Quote must be valid until The time when the request for quote or negotiation dialog will expire. The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price For OTC swaps, may be used to provide the estimated mid-market-mark. Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. For OTC swaps, may be used to provide the estimated mid-market mark. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message. Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message. Can be used (e.g. with forex quotes) to specify the desired "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for The time when Quote Request will expire. Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request First field in repeating group. Required if NoQuoteSets > 0 Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0 Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 Total number of quotes canceled for the quote set across all messages. Total number of quotes accepted for the quote set across all messages. Total number of quotes rejected for the quote set across all messages. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Secondary price limit rules Identifies the type of Corporate Action Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Number of related symbols (instruments) in Request Must be first field in the repeating group if NoDistribInsts > 0. Number of Distribution instructions in this message (number of repeating groups to follow) Must be first field in the repeating group Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID Number of registration details in this message (number of repeating groups to follow) Indicates type of RoutingID. Required if NoRoutingIDs is > 0. Identifies routing destination. Required if NoRoutingIDs is > 0. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Used to specify forms of product classifications Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Used to provide listing rules Used to provide listing rules Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Required if NoSecurityTypes > 0 Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions Required except where SettlInstMode is 5=Reject SSI request Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Must be 1 or 2 Required if NoSides(552) > 0. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Available for optional use when Side(54) = 6 (Sell short exempt). Use to assign an identifier to the block of preallocations Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Conditionally required when ForexReq(121) = "Y". Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. Required if NoAllocs(78) > 0. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Required when NoSides(552) > 0. Used to indicate a side specific alternate clearing price. Used to indicate the Price Differential between the first and second leg of a complex instrument. Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx) Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. Insert here the set of "LimitAmts" fields defined in "Common Components" Used to specify Step-out trades. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The customer capacity for this trade Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade. Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. Value expressed in the currency reflected by the Currency(15) field. Can be used for derivatives omnibus accounting. Can be used by the executing market to record any execution details that are particular to that market. Must be set if EncodedText field is specified and must immediately precede it. Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. Used to assign an ID to the block of preallocations. Conveys settlement account details reported as part of obligation. Optional when Side (54) = 6 (Sell short exempt) Order details for the order associated with this side of the trade. In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party. Required if NoTrades > 0 Trades for which collateral is required Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Additional attribute to store the trade or trade report identifier of the leg. Allow sequencing of legs for a strategy to be captured. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. Indicates the price type provided with each leg of a multi-leg trade For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Leg quantity type to be specified at the leg level. Can be different for each leg. Required if NoTradingSessions is > 0. Specifies the number of repeating TradingSessionIDs Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Required if NoUnderlyings > 0 Number of legs that make up the Security Required if NoUnderlyings(711) > 0. Number of underlyings Used when reporting other than current day trades. Conditionally required if NoDates > 0 To request trades for a specific time. Number of date ranges provided (must be 1 or 2 if specified) Required if NoEvents(864) > 0. Conditionally required when EventTime(1145) is specified. Conditionally required when EventTimePeriod(1826) is specified. Conditionally required when EventTimeUnit(1827) is specified. Must be set if EncodedEventText(1579) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. Name of parameter Datatype of the parameter. Value of the parameter Indicates number of strategy parameters Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Number of legs that make up the Security Amount to pay in order to receive the underlying instrument. Amount to collect in order to deliver the underlying instrument. Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Required if NoExpiration > 1 Required if NoInstrumentParties(1018) > 0. Identification of the party. Required if NoInstrumentParties(1018) > 0. Used to identify classification source. Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). Required when NoSides(552) > 0. Insert here the set of "LimitAmts" field defined in "Common Components" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Conveys settlement account details reported as part of obligation. Details of the order associated with this side of the trade. Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. Repeating group of RootParty sub-identifiers. Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. Type of Sub-identifier. Required if NoRootPartySubIDs > 0. Repeating group of RootParty sub-identifiers. Identifier for Trading Session Market for which Trading Session applies Market Segment for which Trading Session applies Method of Trading Trading Session Mode "Y" if message is sent unsolicited as a result of a previous subscription request. State of trading session. Used with TradSesStatus = "Request Rejected" Starting time of trading session Time of the opening of the trading session Time of pre-close of trading session Closing time of trading session End time of trading session Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Indicates the Source of the Settlement Instructions Carries settlement account information Number of settlement parties Unique ID for this settlement instruction New, Replace, Cancel, or Restate Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. Net flow of currency 1 Net flow of currency 2 Currency 1 in the stated currency pair, the dealt currency Currency 2 in the stated currency pair, the contra currency Derived rate of Ccy2 per Ccy1 based on netting Value Date Used to express the instrument in which settlement is taking place Effective (start) date/time for this settlement instruction Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Conveys settlement account details reported as part of obligation Number of Settlement Obligations Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. Number of statistics indicators Required if NoTickRules(1205) > 0. Can be used to limit tick rule to specific product suite. Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle Describes the maturity rules for a given set of strikes as defined by StrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Format used to generate the MMY for each option contract: enumeration specifying the increment unit: Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which maturity month year should be incremented within the specified price range. Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Required if NoMDFeedTypes(1141) > 0. Specifies the depth of book (or levels of market depth) for the feed type. Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. Conditionally required when MarketDataTimeInterval(2563) is specified. Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. Conditionally required when MDRecoveryTimeInterval(2565) is specified. Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) Minimum lot size allowed based on lot type specified in LotType(1093) Number of Lot Types Required if NoMatchRules(1235) > 0. Can be used to limit match rule to specific product suite. Can be used to give customer orders priority for the given matching algorithm. Indicates execution instructions that are valid for the specified market segment Number of execution instructions Indicates time in force techniques that are valid for the specified market segment Number of time in force techniques Indicates order types that are valid for the specified market segment. Number of order types Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id Contains trading rules specified at the trading session level Allows trading rules to be expressed by trading session Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. Number of Market Segments on which a security may trade. Used to identify party id related to instrument series Used to identify source of instrument series party id Used to identify the role of instrument series party id Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Indicates type of event describing security Specific time of event. To be used in combination with EventDate [1288] If provided, then Instrument occurrence has explicitly changed Secondary price limit rules Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs for the underlying instrument Recipient of the notification Number of usernames Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. Contraparty information Specifies the number of partial fills included in this Execution Report Number of trade publication indicators following Message sequence number of first message in range to be resent Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). Specifies number of application id occurrences Number of applications Number of applications Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. Required if NoRateSource(1445) > 0 Required if NoRateSources(1445) > 0 Conditionally required when RateSource(1446) = 99 (Other). Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. Used to identify source of target party identifier. Used to identify the role of source party identifier. Used to further qualify the role of the target party role. Repeating group of target party sub-identifiers. Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. Required if NoNewsRefIDs(2144) > 0. News item being referenced. Type of reference. Number of news item references Required if NoComplexEvents(1483) > 0. Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventTimes(1494) > 0. Required if NoComplexEventTimes(1494) > 0. Stream Assignment Requests. Stream Assignment Reports. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required when NoLimitAmts > 0 Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Number of limit amount occurences. Number of qualifier entries Total margin requirement if not provided Can be used to specify the base settlement currency if Currency(15) is not specified. Number of margin amount entries Conditionally required when NoRelatedInstruments > 0 Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. Conditionally required when RelatedSecurityID(1650) is specified. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Conditionally required when RelatedToSecurityID(2413) is specified. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0. Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. The identification of the party. Required when NoPartyDetails(1671) > 0. Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. Optionally used to specify alternate IDs to identify the party specified. May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltSubIDs > 0. Required when NoPartyDetailAltSubIDs > 0. Required if NoRiskLimitTypes(1529) > 0. Not applicable in a request. Not applicable in a request. Conditionally required when RiskLimitType(1530) = 10 (Clip size) Required when NoInstrumentScopeSecurityAltID > 0. Required when NoInstrumentScopeSecurityAltID > 0. Required if NoRiskWarningLevels(1559) > 0. Conditionally required when RiskWarningLevelAmount(1768) is not provided. Conditionally required when RiskWarningLevelPercent(1560) is not provided. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoInstrumentScopes > 0. Required when NoRiskInstrumentScopes > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartySubIDs > 0. Required when NoRequestingPartySubIDs > 0. Required if NoPartyUpdates > 0. Required if NoRequestedRiskLimitType > 0. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. Required if NoRiskLimits(1669) > 0. Required when NoPartyDetailSubIDs > 0. Required when NoPartyDetailSubIDs > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of exceptions with a trading status different from SecurityMassTradingStatus (1679). Conditionally required if NoLegPosAmt > 0. Number of Position Amount entries Conditionally required if NoSecurityClassifications > 0. Required when NoThrottles > 0. Required when NoThrottles > 0. Number of messages per time interval, or number of outstanding requests. Required when NoThrottles > 0. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is 1. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is Seconds. Indicates MsgType values that this throttle counts. If not specified, the definition is implicit based upon bilateral agreement. Indicates number of throttles to follow. Required when NoThrottleMsgType > 0. Required if NoSettlementAmounts > 0. Required if NoCollateralAmounts(1703) > 0. Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. Required if NoPayCollects > 0. Can be used to specify the base settlement currency if Currency(15) is not specified. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided. Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). Conditionally required when PartyDetailGrp component is not provided. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted. Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible. Conditionally required when PartyDetailGrp component is not provided. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPartyEntitlements(1772) > 0. Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component. Required if NoEntitlements(1773) > 0. Absence of this field indicates the meaning of the entitlement is implicit. Required if NoEntitlementAttrib(1777) > 0. If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype. Required if NoEntitlementAttrib(1777) > 0. Required if NoMarketSegments(1310) > 0. Required when NoTargetMarketSegments(1789) > 0. Required when NoAffectedMarketSegments(1791) > 0. Required when NoNotAffectedMarketSegments(1793) > 0. Required when NoOrderEvents(1795) > 0. Required when NoDisclosureInstructions(1812) > 0. Required if NoCrossLegs(1829) > 0. Quantity ordered for this leg as provided during order entry. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradePriceConditions(1838) > 0. Required if NoTradeQty(1841) > 0. Required if NoTradeQty(1841) > 0. Required if NoPositions > 0. Required if NoRelatedTrades(1855) > 0. Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. Required if NoRelatedPositions(1861) > 0. Required if NoValueChecks(1868) > 0. Required if NoValueChecks(1868) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoPartyEntitlements(1772). Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoInstrmtMatchSides(1889) > 0. LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument. Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance. Required if NoInstrmtMatchSides(1889) > 0. Required if NoInstrmtMatchSides(1889) > 0. Required if NoTrdMatchSides(1890) > 0. Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. Required if NoTrdMatchSides(1890) > 0. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. For use in derivatives omnibus accounting. Can be used if the match event results in matches across different market segments for this side. Can be used if the match event results in matches across different venue types for this side. Can be used to include text included in the order submission. Required if NoLegExecs(1892) > 0. Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. Can be used to specify whether the option is a cover, if it is different from the overall multileg security. Required if NoPriceMovements(1919) > 0. Required if NoPriceMovementValues(1919) > 0. Required if NoClearingAccountTypes(1918) > 0. Required if NoAdditionalTermBondRefs(40000) > 0. Conditionally required when AdditionalTermBondSecurityID(40001) is specified. Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. Required if NoAdditionalTerms(40019) > 0. Required if NoAllocRegulatoryTradeIDs(1908) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoCashSettlTerms(40022) > 0. Required if NoContractualDefinitions(40040) > 0. Required if NoContractualMatrices(40042) > 0. Required if NoFinancingTermSupplements(40046) > 0. Required if NoLegEvents(2059) > 0. Conditionally required when LegEventTime(2062) is specified. Conditionally required when LegEventTimePeriod(2064) is specified. Conditionally required when LegEventTimeUnit(2063) is specified. Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegPaymentSchedules(40374) > 0. Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. Required if NoLegPaymentScheduleRateSources(40414) > 0. Required if NoLegPaymentScheduleRateSources(40414) > 0. Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). Required if NoLegPaymentStubs(40418) > 0. Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisions(40448) > 0. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. Conditionally required when LegProvisionDateTenorUnit(40455) is specified. Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegSecondaryAssetClasses(2076) > 0. Required if NoLegSettlRateFallbacks(40902) > 0. Required if NoLegStreams(40241) > 0. Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPayments(40212) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. Conditionally required when PaymentDateOffsetUnit(41158) is specified. Conditionally required when PaymentDateOffsetPeriod(41157) is specified. Used to link a payment back to its parent InstrumentLeg by using the same value as the parent�s LegID(1788). Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPaymentSchedules(40828) > 0. Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. Required if NoPaymentScheduleRateSources(40868) > 0. Required if NoPaymentScheduleRateSources(40868) > 0. Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) Required if NoPaymentSettls(40230) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentStubs(40872) > 0. Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. Required if NoPhysicalSettlTerms(40204) > 0. Required if NoPhysicalSettlDeliverableObligations (40209) > 0. Required if NoProtectionTerms(40181) > 0. Required if NoProtectionTermEvents(40191) > 0. Conditionally required when ProtectionTermEventUnit(40196) is specified. Conditionally required when ProtectionTermEventPeriod(40195) is specified. Required if NoProtectionTermEventQualifiers(40199) > 0. Required if NoProtectionTermObligations(40201) > 0. Required if NoProvisionCashSettlPaymentDates (40171) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisionOptionExerciseFixedDates (40142) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisions(40090) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when ProvisionDateTenorUnit(40097) is specified. Conditionally required when ProvisionDateTenorPeriod(40096) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoRegulatoryTradeIDs(1907) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoSecondaryAssetClasses(1976) > 0. Required if NoSettlRateFallbacks(40085) > 0. Required if NoSideRegulatoryTradeIDs(1971) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoStreams(40049) > 0. Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingComplexEvents(2045) > 0. Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingEvents(1982) > 0. Conditionally required when UnderlyingEventTime(1984) is specified. Conditionally required when UnderlyingEventTimePeriod(1986) is specified. Conditionally required when UnderlyingEventTimeUnit(1985) is specified. Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheules(40664) > 0. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). Required if NoUnderlyingPaymentStubs(40708) > 0. Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. Required if NoUnderlyingSettlRateFallbacks(40659) > 0. Required if NoUnderlyingStreams(40540) > 0. Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDealers(40277) > 0. Required if NoBusinessCenters(40278) > 0. Required if NoLegBusinessCenters(40923) > 0. Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. Required if NoLegProvisionDateBusinessCenters(40939) > 0. Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. Required if NoPaymentBusinessCenters(40944) > 0. Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. Required if NoProtectionTermEventNewsSources(40951) > 0. Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. Required if NoProvisionDateBusinessCenters(40957) > 0. Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. Required if NoStreamEffectiveBusinessCenters(40960) > 0. Required if NoStreamTerminationDateBusinessCenters(40961) > 0. Required if NoUnderlyingBusinessCenters(40962) > 0. Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. Required if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Must be set if EncodedAttachment(2112) is specified and must immediately precede it. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if NoAttachmentKeywords(2113) > 0. Required if NoAssetAttributes(2304) > 0. Required if NoComplexEventAveragingObservations(40994) > 0. Required if NoComplexEventCreditEvents(40996) > 0. Conditionally required when ComplexEventCreditEventUnit(41002) is specified. Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. Required if NoComplexEventCreditEventQualifiers(41005) > 0. Required if NoComplexEventPeriodDateTimes(41007) > 0. Required if NoComplexEventPeriods(41010) > 0. Required if NoComplexEventRateSources(41013) > 0. Required if NoComplexEventRateSources(41013) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoComplexEventDateBuisinessCenters(41018) > 0. Required if NoComplexEventCreditEventSources(41029) > 0. Required if NoComplexEventSchedules(41031) > 0. Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. Required if NoDeliverySchedules(41037) > 0. Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. Required if NoDeliveryScheduleSettlDays(41051) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoDeliveryStreamCycles(41081) > 0. Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. Required if NoDeliveryStreamCommoditySources(41085) > 0. Required if NoMarketDisruptionEvents(41092) > 0. Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. Required if NoOptionExerciseBusinessCenters(41116) > 0. Required if NoOptionExerciseDates(41137) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. Required if NoOptionExpirationDates(41152) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentScheduleFixingDays(41161) > 0. Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. Required if NoPaymentStreamPaymentDates(41220) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41224) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDays(41227) > 0. Required if NoPricingDateBusinessCenters(41230) > 0. Required if NoStreamAssetAttributes(41237) > 0. Required if NoStreamCalculationPeriodDates(41241) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommoditySettlDays(41283) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoStreamCommoditySettlPeriods(41289) > 0. Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. Required if NoNoMandatoryClearingJurisdictions(41312) > 0. Required if NoLegAdditionalTermBondRefs(41316) > 0. Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. Required if NoLegAdditionalTerms(41335) > 0. Required if NoLegAssetAttributes(2308) > 0. Required if NoLegCashSettlDealers(41342) > 0. Required if NoLegCashSettlTerms(41344) > 0. Required if NoLegComplexEventAveragingObservations(41363) > 0. Required if NoLegComplexEventCreditEvents(41366) > 0. Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. Required if NoLegComplexEventPeriodDateTimes(41376) > 0. Required if NoLegComplexEventPeriods(41379) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). Required if NoLegComplexEventDateBusinessCenters(41387) > 0. Required if NoLegComplexEventCreditEventSources(41398) > 0. Required if NoLegComplexEvents(2218)) > 0. Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventScedules(41400) > 0. Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. Required if NoLegDeliverySchedules(41408) > 0. Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. Required if NoLegDeliveryScheduleSettlDays(41422) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamAssetAttributes(41452) > 0. Required if NoLegDeliveryStreamCycles(41456) > 0. Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegDeliveryStreamCommoditySources(41460) > 0. Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). Required if NoLegInstrumentPartySubIDs(2258) > 0. Required if NoLegMarketDisruptionEvents(41467) > 0. Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegOptionExerciseBusinessCenters(41491) > 0. Required if NoLegOptionExerciseDates(41512) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. Required if NoLegOptionExerciseExpirationDates(41527) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentScheduleFixingDays(41530) > 0. Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. Required if NoLegPaymentStreamPaymentDates(41589) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41593) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentStreamPricingDays(41596) > 0. Required if NoLegPhysicalSettlTerms(41599) > 0. Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. Required if NoLegPricingDateBusinessCenters(41607) > 0. Required if NoLegProtectionTermEventNewsSources(41614) > 0. Required if NoLegProtectionTerms(41616) > 0. Required if NoLegProtectionTermEvents(41625) > 0. Conditionally required when LegProtectionTermEventUnit(41630). Conditionally required when LegProtectionTermEventPeriod(41629). Required if NoLegProtectionTermEventQualifiers(41633) > 0. Required if NoLegProtectionTermObligations(41635) > 0. Required if NoLegStreamCalculationPeriodDates(41638) > 0. Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommoditySettlementDays(41680) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamCommoditySettlPeriods(41686) > 0. Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. Required if NoUnderlyingAssetAttributes(2312) > 0. Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. Required if NoUnderlyingComplexEventPeriods(41729) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. Required if NoUnderlyingComplexEventSchedules(41750) > 0. Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. Required if NoUnderlyingDeliverySchedules(41756) > 0. Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamAssetAttributes(41800) > 0. Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. Required if NoUnderlyingOptionExerciseDates(41841) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. Required if NoUnderlyingOptionExpirationDates(41856) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. Required if NoEntitlementTypes(2345) > 0. Number of Entitlement Types. Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. Required if NoUnderlyingAdditionalTerms(42036) > 0. Required if NoUnderlyingCashSettlDealers(42039) > 0. Required if NoUnderlyingCashSettlTerms(42041) > 0. Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. Required if NoUnderlyingProtectionTerms(42068) > 0. Required if NoUnderlyingProtectionTermEvents (42078) > 0. Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. Required if NoUnderlyingProtectionTermObligations(42087) > 0. Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisions(42149) > 0. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. Required if NoOrderEntries(2428) > 0. Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field. Conditionally required when OrdType(40) = 2 (Limit) Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Only subset of values permitted that do not require additional fields Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Required if NoOrderEntries(2432) > 0. Required if NoOrderEntries(2428) > 0. Required if NoOrderEntries(2428) > 0. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used. Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. Use to explicitly provide executed quantity. Use to explicitly provide remaining quantity. Use to explicitly provide cancelled quantity. Required when NoTargetPartySubIDs(2433) > 0. Required when NoTargetPartySubIDs(2433) > 0. Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use "[N/A]". Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = "[N/A]". Required if NoMDStatistics(2474) > 0. Required if NoMDStatistics(2474) > 0. Conditionally required when MDStatisticValue(2478) is specified. May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. Required if NoLegContractualDefinitions(42198) > 0. Required if NoLegFinancingTermSupplements(42200) > 0. Required if NoLegContractualMatrices(42203) > 0. Required if NoRelativeValues(2529) > 0. Required if NoRelativeValues(2529) > 0. Required if NoAuctionTypeRules(2548) > 0. Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. Required if NoFlexProductEligibilities(2560) > 0. Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. Required if NoPriceRangeRules(2550) > 0. Mutually exclusive with PriceRangePercentage(2554). Mutually exclusive with PriceRangeValue(2553). Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. Can be used to limit price range to specific product suite. Required if NoQuoteSizeRules(2558) > 0. Required if NoQuoteSizeRules(2558) > 0. Used to define the sizes applicable for fast market conditions. Number of quote size rules. Required if NoRelatedMarketSegments (2545) > 0. Number of market segments. Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. Interest rate until the instrument expires and used to calculate DiscountFactor(1592). Used to calculate AccumulatedReturnModifiedVariationMargin(2591). Number of parameter sets. Required if NoMiscFeeSubTypes(2633) > 0. Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. Required if NoCommissions(2639) > 0. Required if NoCommissions(2639) > 0. If specified, CommissionSharedIndicator(2647) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. Required if NoAllocCommissions(2653) > 0. Required if NoAllocCommissions(2653) > 0. If specified, AllocCommissionSharedIndicator(2661) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDateBusinessCenters(42214) > 0. Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. Required if NoDividendPeriods(42274) > 0. When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. Required if NoDividendPeriodBusinessCenters(42294) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoLegCashSettlDateBusinessCenters(42306) > 0. Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. Required if NoLegDividendPeriods(42366) > 0. When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. Required if NoLegDividendPeriodBusinessCenters(42386) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegPaymentStreamCompoundingDates(42405) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. Required if NoLegPaymentStreamFixingDates(42459) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. Required if NoLegReturnRateDates(42508) > 0. Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRates(42534) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with LegReturnRateQuoteTime(42548). Mutually exclusive with LegReturnRateQuoteTimeType(42547). Mutually exclusive with LegReturnRateValuationTime(42556). Mutually exclusive with LegReturnRateValuationTimeType(42555). Required if NoLegReturnRateInformationSources(42560) > 0. Required if NoLegReturnRatePrices(42564) > 0. Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. Required if NoLegReturnRateValuationDates(42571) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. Required if NoReturnRateDates(42709) > 0. Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRates(42735) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with ReturnRateQuoteTime(42749). Mutually exclusive with ReturnRateQuoteTimeType(42748). Mutually exclusive with ReturnRateValuationTime(42757). Mutually exclusive with ReturnRateValuationTimeType(42756). Required if NoReturnRateInformationSources(42761) > 0. Required if NoReturnRatePrices(42765) > 0. Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. Required if NoReturnRateValuationDates(42772) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPeriods(42862) > 0. When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingReturnRateDates(43008) > 0. Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRates(43034) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). Mutually exclusive with UnderlyingReturnRateValuationTime(43056) Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). Required if NoUnderlyingReturnRateInformationSources(43060) > 0. Required if NoUnderlyingReturnRatePrices(43064) > 0. Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. Required if NoUnderlyingReturnRateValuationDates(43071) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. Required if NoTrdRegPublications(2668) > 0. Session level messages to establish and control a FIX session Pre trade messages including reference data, market data, quoting, news and email, indication of interest Order handling and execution messages Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions Infrastructure messages for application sequencing, business reject, network and user management Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) Broker's side of advertised trade Identifies advertisement message transaction type Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1 Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. Specifies the basis or unit used to calculate the total commission based on the rate. Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) Instructions for order handling on Broker trading floor Identifies class or source of the SecurityID(48) value. Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) Relative quality of indication Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) Quantity (e.g. number of shares) in numeric form or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" Price of this (last) fill. Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) Identifies number of lines of text body Integer message sequence number. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) Indicates possible retransmission of message with this sequence number Price per unit of quantity (e.g. per share) Reference message sequence number Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) Side of order (see Volume : "Glossary" for value definitions) Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Assigned value used to identify receiving firm. Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. Free format text string (Note: this field does not have a specified maximum length) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Timestamp when the business transaction represented by the message occurred. Urgency flag Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") Free format text message containing list handling and execution instructions. Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) Indicates number of orders to be combined for average pricing and allocation. Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Number of repeating AllocAccount (79)/AllocPrice (366) entries. Sub-account mnemonic Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. Identifies status of allocation. Identifies reason for rejection. Electronic signature Length of encrypted message Actual encrypted data stream Number of bytes in signature field Email message type. Number of bytes in raw data field. Unformatted raw data, can include bitmaps, word processor documents, etc. Indicates that message may contain information that has been sent under another sequence number. Price per unit of quantity (e.g. per share) Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" Code to identify reason for cancel rejection. Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Can be used to provide an optional textual description for a financial instrument. Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Identifies party of trade responsible for exchange reporting. Indicates whether the broker is to locate the stock in conjunction with a short sell order. Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. Total amount due expressed in settlement currency (includes the effect of the forex transaction) Currency code of settlement denomination. Indicates request for forex accommodation trade to be executed along with security transaction. Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. Number of executions or trades. Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. Reason for execution rejection. Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Unique identifier for a QuoteRequest(35=R). Bid price/rate Offer price/rate Quantity of bid (Prior to FIX 4.2 this field was of type int) Quantity of offer (Prior to FIX 4.2 this field was of type int) Number of repeating groups of miscellaneous fees Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee. Previous closing price of security. Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Specifies the number of repeating symbols specified. The subject of an Email message The headline of a News message A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. NetMoney (8) for a specific AllocAccount (79) Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Free format text related to a specific AllocAccount (79). Unique identifier for Settlement Instruction. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Identifies the Standing Instruction database used Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. Identifies type of settlement Bid F/X spot rate. Bid F/X forward points added to spot rate. May be a negative value. Offer F/X spot rate. Offer F/X forward points added to spot rate. May be a negative value. OrderQty (38) of the future part of a F/X swap order. SettDate (64) of the future part of a F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. Identifies the type of Allocation linkage when AllocLinkID (96) is used. Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. Number of repeating groups of IOIQualifiers (04). Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an option contract is a put or call Strike Price for an Option. Used for derivative products, such as options Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. Market used to help identify a security. Valid values: See "Appendix 6-C" Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" Indicates the type of RoutingID (217) specified. Assigned value used to identify a specific routing destination. For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Unique identifier for Market Data Request Subscription Request Type Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) Specifies the type of Market Data update. Specifies whether or not book entries should be aggregated. (Not specified) = broker option Number of MDEntryType (269) fields requested. Number of entries in Market Data message. Type of market data entry. Price of the Market Data Entry. Quantity or volume represented by the Market Data Entry. Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) Time of Market Data Entry. Direction of the "tick". Market posting quote / trade. Valid values: See "Appendix 6-C" Space-delimited list of conditions describing a quote. Type of market data entry. Unique Market Data Entry identifier. Type of Market Data update action. Refers to a previous MDEntryID (278). Reason for the rejection of a Market Data request. Originator of a Market Data Entry Identification of a Market Maker's location Identification of a Market Maker's desk Reason for deletion. Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . Identifies a firm's or a security's financial status Identifies the type of Corporate Action. Default Bid Size. Default Offer Size. The number of quote entries for a QuoteSet. The number of sets of quotes in the message. Identifies the status of the quote acknowledgement. Identifies the type of quote cancel. Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. Reason Quote was rejected: Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Unique id for the Quote Set. Indicates the type of Quote Request being generated Total number of quotes for the quote set. Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field Underlying security's Issuer. See Issuer (06) field for description Description of the Underlying security. See SecurityDesc(107). Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) Underlying security's SecurityID. See SecurityID (48) field for description Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: Underlying security's Symbol. See Symbol (55) field for description Underlying security's SymbolSfx. See SymbolSfx (65) field for description Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description Put or call indicator of the underlying security. See PutOrCall(201). Underlying security's StrikePrice. See StrikePrice (202) field for description Underlying security's OptAttribute. See OptAttribute (206) field for description Underlying security's Currency. See Currency (5) field for description and valid values Unique ID of a Security Definition Request. Type of Security Definition Request. Unique ID of a Security Definition message. Type of Security Definition message response. Unique ID of a Security Status Request or a Security Mass Status Request message. Indicates whether or not message is being sent as a result of a subscription request or not. Identifies the trading status applicable to the transaction. Denotes the reason for the Opening Delay or Trading Halt. Indicates whether or not the halt was due to Common Stock trading being halted. Indicates whether or not the halt was due to the Related Security being halted. Quantity bought. Quantity sold. Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment. Unique ID of a Trading Session Status message. Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Identifies the trader (e.g. "badge number") of the ContraBroker. Method of trading Trading Session Mode State of the trading session. Starting time of the trading session Time of the opening of the trading session Time of the pre-closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market. Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. Byte length of encoded (non-ASCII characters) EncodedText (355) field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Reason Quote Entry was rejected: The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. The MsgType (35) of the FIX message being referenced. Identifies the Bid Request message type. Identifies contra broker. Standard NASD market-maker mnemonic is preferred. ID used to represent this transaction for compliance purposes (e.g. OATS reporting). Indicates whether or not the order was solicited. The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). The number of ContraBroker (375) entries. Number of TradingSessionIDs (336) in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. Descriptive name for list order. Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) Code to identify the type of Bid Request. Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor (400) entries. Code to identify the type of BidDescriptor (400). BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. Used in EFP trades Used in EFP trades. Represented as a percentage. Used in EFP trades Code to identify the type of liquidity indicator. Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. Indicates whether or not to exchange for phsyical. Value of stocks in Currency Percentage of program that crosses in Currency. Represented as a percentage. Code to identify the desired frequency of progress reports. Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Code to represent whether value is net (inclusive of tax) or gross. Indicates the total number of bidders on the list Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Code to represent the basis price type. Indicates the number of list entries. ISO Country Code in field Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) Quantity on a GT order that has traded today. The average price for quantity on a GT order that has traded today. Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Number of list strike price entries. Code to represent the status type. Code to represent whether value is net (inclusive of tax) or gross. Code to represent the status of a list order. Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices Identifies the type of ListExecInst (69). Identifies the type of request that a Cancel Reject is in response to. Underlying security's CouponRate. See CouponRate (223) field for description Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description Quantity traded with the ContraBroker (375). Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. The time at which current market prices are used to determine the value of a basket. Free format text string related to List Status. Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" Net change from previous day's closing price vs. last traded price. Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Number of UnderlyingSecurityAltID (458) entries. Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" Underlying security's Product. Valid values: see Product(460) field Underlying security's CFICode. Valid values: see CFICode (461) field Common reference passed to a post-trade booking process (e.g. industry matching utility). Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. The number of registration details on a Registration Instructions message Set of Correspondence address details, possibly including phone, fax, etc. The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. A one character code identifying Money laundering status. Free format text to specify mailing instruction requirements, e.g. "no third party mailings". For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) The name of the payment card holder as specified on the card being used for payment. The number of the payment card as specified on the card being used for payment. The expiry date of the payment card as specified on the card being used for payment. The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties Text indicating reason(s) why a Registration Instruction has been rejected. A one character code identifying whether the Fund based renewal commission is to be waived. Name of local agent bank if for cash distributions BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions Account number at agent bank for distributions. Free format Payment reference to assist with reconciliation of distributions. Name of account at agent bank for distributions. The start date of the card as specified on the card being used for payment. The date written on a cheque or date payment should be submitted to the relevant clearing system. Identifies sender of a payment, e.g. the payment remitter or a customer reference number. Registration status as returned by the broker or (for CIV) the fund manager: Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. Set of Registration name and address details, possibly including phone, fax etc. The number of Distribution Instructions on a Registration Instructions message Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary, expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary. Identifies Registration Instructions transaction type For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. The relationship between Registration parties. The number of Contract Amount details on an Execution Report message Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". Identifies the type of owner. Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. PartyID value within a nested repeating group. Same values as PartyID (448) PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Specifies scope of Order Mass Cancel Request. Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Reason Order Mass Cancel Request was rejected Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). Number of affected orders in the repeating group of order ids. OrderID(37) of an order affected by a mass cancel or mass action request. SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. PartyRole value within a nested repeating group. Same values as PartyRole (452) Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity. Underlying security's maturity date. See MaturityDate (541) field for description Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. PartySubID value within a nested repeating group. Same values as PartySubID (523) Specifies the market scope of the market data. Defines how a server handles distribution of a truncated book. Defaults to broker option. Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. Type of cross being submitted to a market Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. Number of Side repeating group instances. Userid or username. Password or passphrase. Number of InstrumentLeg repeating group instances. Currency associated with a particular Leg's quantity Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. Number of Security Type repeating group instances. Identifies the type/criteria of Security List Request The results returned to a Security Request message The trading lot size of a security The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. Indicates the method of execution reporting requested by issuer of the order. PositionEffect for leg of a multileg See PositionEffect (77) field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description Price for leg of a multileg See Price (44) field for description Indicates the reason a Trading Session Status Request was rejected. Trade Capture Report Request ID Type of Trade Capture Report. Indicates if the trade capture report was previously reported to the counterparty or market. Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types. The status of this trade with respect to matching or comparison. The point in the matching process at which this trade was matched. This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Number of clearing instructions Eligibility of this trade for clearing and central counterparty processing. Type of input device or system from which the trade was entered. Specific device number, terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Refer to description for SettlDate[64] Indicates whether or not automatic booking can occur. Indicates what constitutes a bookable unit. Indicates the method of preallocation. Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description Underlying security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual security's Symbol. See Symbol (55) field for description Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description Multileg instrument's individual security's Product. See Product (460) field for description Multileg instrument's individual security's CFICode. See CFICode (461) field for description Refer to definition of SecurityType(167) Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description Multileg instrument's individual security's Issuer. See Issuer (106) field for description Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description Description of a leg of a multileg instrument. See SecurityDesc(107). Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description The ratio of quantity for this individual leg relative to the entire multileg security. The side of this individual leg (multileg security). See Side (54) field for description and values Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Number of HopCompID entries in repeating group. Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Bid yield Mid yield Offer yield Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values Indicates if a Cancel/Replace has caused an order to lose book priority. Amount of price improvement. Price of the future part of a F/X swap order. See Price (44) for description. F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. RFQ Request ID - used to identify an RFQ Request. Used to indicate the best bid in a market Used to indicate the best offer in a market Used to indicate a minimum quantity for a bid. Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. Unique identifier for Quote Status Request. Indicates that this message is to serve as the final and legal confirmation. The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). Unique indicator for a specific leg for the ContraBroker (375). Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Reason Quote was rejected: ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. Specifies the price of the benchmark. Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. Message reference for Confirmation Identifies the status of the Confirmation. Identifies the Confirmation transaction type. Specifies when the contract (i.e. MBS/TBA) will settle. Identifies the form of delivery. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). Number of Allocations for the leg Allocation Account for the leg See AllocAccount (79) for description and valid values. Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. Leg allocation quantity. See AllocQty (80) for description and valid values. The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values. Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. The price type of the LegBenchmarkPrice(679). Bid price of this leg. See BidPx (32) for description and valid values. Leg-specific IOI quantity. See IOIQty (27) for description and valid values Number of leg stipulation entries Offer price of this leg. See OfferPx (133) for description and valid values Quantity ordered of this leg. See OrderQty (38) for description and valid values The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version. For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. For Fixed Income, identifies MBS / ABS pool. Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Message reference for Quote Response Identifies the type of Quote Response. Code to qualify Quote use See IOIQualifier (104) for description and valid values. Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). Price to which the yield has been calculated. The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. Indicates a trade that reverses a previous trade. Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. Number of position entries. Used to identify the type of quantity that is being returned. Long quantity. Short quantity. Status of this position. Type of Position amount Position amount Identifies the type of position transaction. Unique identifier for the position maintenance request as assigned by the submitter Number of underlying legs that make up the security. Maintenance Action to be performed. Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. The business date for which the trade is expected to be cleared. Identifies a specific settlement session SubID value associated with SettlSessID(716) Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Used to indicate when a contrary instruction for exercise or abandonment is being submitted Indicates if requesting a rollover of prior day's spread submissions. Unique identifier for this position report Status of Position Maintenance Request Result of Position Maintenance Request. Used to specify the type of position request being made. Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards" Total number of Position Reports being returned. Result of Request for Positions. Status of Request for Positions Settlement price Type of settlement price Underlying security's SettlPrice. See SettlPrice (730) field for description Underlying security's SettlPriceType. See SettlPriceType (731) field for description Previous settlement price Number of repeating groups of QuoteQualifiers (695). Currency code of settlement denomination for a specific AllocAccount (79). Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). Amount of interest (i.e. lump-sum) at maturity. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. Amount of interest (i.e. lump-sum) at maturity at the account-level. Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. Date of delivery. Method by which short positions are assigned to an exercise notice during exercise and assignment processing Quantity Increment used in performing assignment. Open interest that was eligible for assignment. Exercise Method used to in performing assignment. Total number of trade reports returned. Result of Trade Request Status of Trade Request. Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Number of position amount entries. Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. Unique identifier for Allocation Report message. Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. Underlying security's SecuritySubType. See SecuritySubType (762) field for description SecuritySubType of the leg instrument. See SecuritySubType (762) field for description The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. Number of TrdRegTimestamp (769) entries Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel Identifies the type of Confirmation message being sent. Identifies the reason for rejecting a Confirmation. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) Unique identifier for Settlement Instruction message. Number of settlement instructions within repeating group. Timestamp of last update to data item (or creation if no updates made since creation). Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) PartyRole value within a settlement parties component. Same values as PartyRole (452) PartySubID value within a settlement parties component. Same values as PartySubID (523) Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) Used to indicate whether a delivery instruction is used for securities or cash settlement. Type of financing termination. Can be used to uniquely identify a specific Order Status Request message. Unique ID of settlement instruction request message Identifies reason for rejection (of a settlement instruction request message). Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). Describes the specific type or purpose of an Allocation Report message Reference identifier to be used with AllocTransType (7) = Replace or Cancel Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Indicates whether or not this message is a drop copy of another message. Type of account associated with a confirmation or other trade-level message Average price for a specific order Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries Number of PartySubID (523)and PartySubIDType (803) entries Type of PartySubID(523) value. Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" Underlying price associate with a derivative instrument. The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. Current number of application messages that were queued at the time that the message was created by the counterparty. Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. Action to take to resolve an application message queue (backlog). Number of alternative market data sources Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). Secondary trade report identifier - can be used to associate an additional identifier with a trade. Average Pricing Indicator Used to link a group of trades together. Specific device number, terminal number or station where order was entered Trading Session in which the underlying instrument trades Trading Session sub identifier in which the underlying instrument trades Reference to the leg of a multileg instrument to which this trade refers Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. Identifies if, and how, the trade is to be allocated or split. Part of trading cycle when an instrument expires. Field is applicable for derivatives. Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. Further qualification to the trade type Reason trade is being transferred Total Number of Assignment Reports being returned to a firm Unique identifier for the Assignment Report Amount that a position has to be in the money before it is exercised. Describes whether peg is static or floats Type of Peg Offset value Type of Peg Limit If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive The price the order is currently pegged at The scope of the peg Describes whether discretionay price is static or floats Type of Discretion Offset value Type of Discretion Limit If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive The current discretionary price of the order The scope of the discretion The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Indicates if a trade should be reported via a market reporting service. Reason for short sale. Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Additional TrdType(828) assigned to a trade by trade match system. Type of Trade Report Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Unique identifier for a Confirmation Request message Used to express average price as percent of par (used where AvgPx field is expressed in some other way) Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) Number of repeating OrderCapacity entries. Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) Number of repeating EventType entries. Code to represent the type of event Date of event Predetermined price of issue at event, if applicable Comments related to the event. Percent at risk due to lowest possible call. Number of repeating InstrAttribType entries. Code to represent the type of instrument attribute Attribute value appropriate to the InstrAttribType (87) field. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". The program under which the underlying commercial paper is issued The registration type of the underlying commercial paper issuance Unit amount of the underlying security (par, shares, currency, etc.) Identifier assigned to a trade by a matching system. Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Currency value attributed to this collateral at the start of the agreement Currency value currently attributed to this collateral Currency value attributed to this collateral at the end of the agreement Number of underlying stipulation entries Type of stipulation. Same values as StipulationType (233) Value of stipulation. Same values as StipulationValue (234) Net Money at maturity if Zero Coupon and maturity value is different from par value Defines the unit for a miscellaneous fee. Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Collateral Request Identifier Reason for Collateral Assignment Collateral inquiry qualifiers: Number of trades in repeating group. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. Excess margin amount (deficit if value is negative) TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) Starting consideration less repayments Collateral Assignment Identifier Collateral Assignment Transaction Type Collateral Response Identifier Type of collateral assignment response. Collateral Assignment Reject Reason Collateral Assignment Identifier to which a transaction refers Collateral Report Identifier Collateral Inquiry Identifier Collateral Status Total number of reports returned in response to a request. Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. Identifies type of settlement Accrued Interest Amount applicable to a financing transaction on the End Date. Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. Unique identifier for a User Request. Indicates the action required by a User Request Message New Password or passphrase Indicates the status of a user A text description associated with a user status. Indicates the status of a network connection A text description associated with a network status. Assigned value used to identify a firm. Assigned value used to identify specific elements within a firm. Unique identifier for a network response. Unique identifier for a network resquest. Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Number of CompID entries in a repeating group. Indicates the type of Network Response Message. Number of CollInquiryQualifier entries in a repeating group. Trade Report Status Specifies the affirmation status of the confirmation. Currency in which the strike price of an underlying instrument is denominated Currency in which the strike price of a instrument leg of a multileg instrument is denominated A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. Action proposed for an Underlying Instrument instance. Status of Collateral Inquiry Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Currency in which the StrikePrice is denominated. Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) Number of Nested3PartySubIDs (953) entries PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) Specifies when the contract (i.e. MBS/TBA) will settle. The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date Indicates number of strategy parameters Name of parameter Datatype of the parameter Value of the parameter Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. Unique identifier for the Market Data Report. Identifies a Security List message. Used for derivatives. Denotes the current state of the Instrument. Indicator to determine if instrument is settle on open Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Minimum price increase for a given exchange-traded Instrument Position Limit for a given exchange-traded product. Position Limit in the near-term contract for a given exchange-traded product. Percent of the Strike Price that this underlying represents. Cash amount associated with the underlying component. Used for derivatives that deliver into cash underlying. Indicates order settlement period for the underlying instrument. Date associated to the quantity that is being reported for the position. Unique identifier for the Contrary Intention report Indicates if the contrary intention was received after the exchange imposed cutoff time Originating source of the request. Number of Expiration Qty entries Expiration Quantity type Expiration Quantity associated with the Expiration Type Total number of occurrences of Amount to pay in order to receive the underlying instrument Amount to pay in order to receive the underlying instrument Amount to collect in order to deliver the underlying instrument Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Will allow the intermediary to specify an allocation ID generated by their system. Additional attribute to store the Trade ID of the Leg. Specifies average price rounded to quoted precision. Identifies whether the allocation is to be sub-allocated or allocated to a third party Capacity of customer in the allocation block. The Tier the trade was matched by the clearing system. The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Refer to defintion of UnitOfMeasure(996) Refer to defintion of UnitOfMeasure(996) Same as TimeUnit. Same as TimeUnit. Specifies the method under which a trade quantity was allocated. The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. Used on a multi-sided trade to designate the ReportID Used on a multi-sided trade to convey order routing information Used on a multi-sided trade to convey reason for execution Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). Used to indicate the quantity on one side of a multi-sided trade. Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house Same as TrdRegTimeStampType Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Indicates number of SideTimestamps contained in group Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 Identifies the number of parties identified with an instrument PartyID value within an instrument party repeating group. Same values as PartyID (448) Used to report volume with a trade Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level Used to describe the origin of the market data entry. Indicates the first trade price of the day/session The spot rate for an FX entry Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. Identifies the broker-dealer department that first took the order. Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Codes that apply special information that the broker-dealer needs to report. The status of this execution acknowledgement message. Indicates the underlying position amount to be delivered Maximum notional value for a capped financial instrument Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Used to carry an internal trade entity ID which may or may not be reported to the firm The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary conveys how the collateral should be/has been applied Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Identifies role of dealer; Agent, Principal, RisklessPrincipal Method under which assignment was conducted PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an instrument party repeating group. Same values as PartySubID (523) Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The Currency in which the position Amount is denominated Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Used to identify whether the order initiator is an aggressor or not in the trade. Identifies the number of parties identified with an underlying instrument PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Identifies market data quote type. For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. Time of security's maturity expressed in local time with offset to UTC specified The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Instructs when to refresh DisplayQty (1138). Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" Defines the lower quantity limit to a randomized refresh of DisplayQty. Defines the upper quantity limit to a randomized refresh of DisplayQty. Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). Defines the quantity used to refresh DisplayQty. Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. Defines the type of price protection the customer requires on their order. Defines the lot type assigned to the order. Defines the type of peg. The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) Defines the identity of the security off whose prices the order will peg. Defines the common, 'human understood' representation of the security off whose prices the order will Peg. Security description of the security off whose prices the order will Peg. Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Defines the type of action to take when the trigger hits. The price at which the trigger should hit. Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). Defines the security description of the security whose prices will be tracked by the trigger logic. The type of price that the trigger is compared to. Defines the type of price protection the customer requires on their order. The side from which the trigger price is reached. The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. The Quantity the order should have after the trigger has hit. Defines the trading session at which the order will be activated. Defines the subordinate trading session at which the order will be activated. Defines the type of interest behind a trade (fill or partial fill). Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries PartyID value within a root parties component. Same values as PartyID (448) PartyIDSource value within a root parties component. Same values as PartyIDSource (447) PartyRole value within a root parties component. Same values as PartyRole (452) Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries PartySubID value within a root parties component. Same values as PartySubID (523) Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release Specifies a custom extension to a message being applied at the message level. Enumerated field Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID Specifies a custom extension to a message being applied at the session level. Transact time in the local date-time stamp with a TZ offset to UTC identified The ID source of ExDestination Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType Indicates the system or medium on which the report has been published ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Free format text string related to exchange. Time of security's maturity expressed in local time with offset to UTC specified Time of security's maturity expressed in local time with offset to UTC specified The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. The number of feed types and corresponding book depths associated with a security The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Specific time of event. To be used in combination with EventDate [866] Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Allow sequencing of Legs for a Strategy to be captured Settlement cycle in which the settlement obligation was generated Used to identify the trading currency on the Trade Capture Report Side Used to identify the settlement currency on the Trade Capture Report Side Net flow of Currency 1 Used to group Each Settlement Party Used to identify the reporting mode of the settlement obligation which is either preliminary or final Message identifier for Settlement Obligation Report Unique ID for this settlement instruction. Transaction Type - required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Used to identify whether these delivery instructions are for the buyside or the sellside. Number of settlement obligations Unique identifier for a quote message. Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Specifies the number of canceled quotes Specifies the number of accepted quotes Specifies the number of rejected quotes Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. Specifies the type of respondents requested. Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Number of statistics indicator repeating group entries Type of statistics The number of secondary sizes specifies in this entry Specifies the type of secondary size. A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). Identifies the application with which a message is associated. Used only if application sequencing is in effect. Data sequence number to be used when FIX session is not in effect Beginning range of application sequence numbers Ending range of application sequence numbers The length of the SecurityXML(1185) data block. XML definition for the security. The schema used to validate the contents of SecurityXML(1185). Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required Annualized volatility for option model calculations Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. Interest rate. Usually some form of short term rate. Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Type of exercise of a derivatives security Type of exercise of a derivatives security Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation Specifies the type of valuation method applied. Indicates whether instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price range. Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security Starting price range for specified tick increment Ending price range for the specified tick increment Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded Specifies the type of tick rule which is being described Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSoruce(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition of LowLimitPrice(1148) Refer to definition of HighLimitPrice(1149) Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Ending maturity month year for an option class Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. Refer to ProductComplex(1227) Increment between successive maturities for an option class Minimum lot size allowed based on lot type specified in LotType(1093) Number of execution instructions Number of Lot Type Rules Number of Match Rules Number of maturity rules in MarurityRules component block Number of order types Number of time in force techniques Refer to definition for TradingReferencePrice(1150) Starting maturity month year for an option class Used to indicate if a product or group of product supports the creation of flexible securities Refer to FlexProductEligibilityIndicator(1242) Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. Used when the trading currency can differ from the price currency Refer to definition SecurityXMLLen(1184) Refer to definition of SecurityXML(1185) Refer to definition of SecurityXMLSchema(1186) Refer to definition of NoParties(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) REfer to definition of PartyRole(452) Refer to definition for NoPartySubIDs(802) Refer to definition for PartySubID(523) Refer to definition for PartySubIDType(803) Type of exercise of a derivatives security Identifies the market segment Identifies the market Unit of measure for the Maturity Month Year Increment Format used to generate the MaturityMonthYear for each option Expiration Style for an option class: Describes the how the price limits are expressed Describes the how the price limits are expressed. Indicates execution instructions that are valid for the specified market segment Allows trading rules to be expressed by trading session Number of Market Segments on which a security may trade. Refer to definition of InstrAttribType(871) Refer to definition of InstrAttribValue(872) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Refer to definition of PriceQuoteMethod(1196) Refer to definition of ValuationMethod(1197). Indicates whether instruments are pre-listed only or can also be defined via user request Refer to definition of CapPrice(1199) Refer to definition of FloorPrice(1200) Indicates whether an Option is for a put or call If provided, then Instrument occurrence has explicitly changed Put or call indicator of the leg security. See PutOrCall(201). Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Unique ID of a Market Definition Request message. Market Definition message identifier. Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Description or name of Market Segment Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. Reference to a parent Market Segment. See MarketSegmentID(1300) Trading Session description Specifies the action taken for the specified trading sessions. Identifies the reason for rejection. This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSource(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition for SecurityType(167) Refer to definition for SecuritySubType(762) Refer to definition for MaturityMonthYear(200) Refer to definition for PutOrCall(201) Refer to definition for StrikePrice(202) Refer to definition for SecurityExchange(207) Number of Underlyings, Identifies the Underlying of the Leg Refer to definition for CFICode(461) Date of maturity. Time of security's maturity expressed in local time with offset to UTC specified Refer to definition of OptAttribute(206) Refer to definition of SecurityDesc(107) Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. Length of the EncryptedPassword(1402) field Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) Length of the EncryptedNewPassword(1404) field Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) The extension pack number associated with an application message. The extension pack number associated with an application message. Number of Usernames to which this this response is directed Identifies settlement currency for the leg level allocation. Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, Price of Fill. Refer to LastPx(31). Quantity of Fill. Refer to LastQty(32). The AllocID(70) of an individual leg of a multileg order. Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) Number of not affected orders in the repeating group of order ids. OrderID(37) of an order not affected by a mass cancel or mass action request. ClOrdID(11) of an order not affected by a mass cancel or mass action request. Specifies the type of action requested Specifies scope of Order Mass Action Request. Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Reason Order Mass Action Request was rejected Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) Specifies the volatility of an instrument leg. The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. Refer to definition for DividendYield(1380). Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 Refer to ExecInst(18) Same values as ExecInst(18) Defines the type of contingency. Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Number of trade reporting indicators Identifies the type of party for trade reporting. Same values as PartyRole(452). Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Unique identifier for request Type of Application Message Request being made. Used to indicate the type of acknowledgement being sent. Total number of messages included in transmission. Application sequence number of last message in transmission Specifies number of application id occurrences Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request Identifier for the Applicaton Message Request Ack Used to return an error code or text associated with a response to an Application Request. Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component Identifier for the Application Sequence Reset Application sequence number of last message in transmission. Used to specify a new application sequence number. Type of report Refer to definition of PartySubIDType(803) Refer to definition of PartySubID(523) Refer to definition of NoPartySubIDs(802) Refer to definition of NoPartyIDs(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) Refer to definition of PartyRole(452) Fill quantity for the leg instrument When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). Time unit in which the OrderDelay(1428) is expressed Identifies the type of venue where a trade was executed The reason for updating the RefOrdID The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) Type of pricing model used Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Number of rate sources being specified. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). See RestructuringType(1449) See Seniority(1450) See NotionalPercentageOutstanding(1451) See OriginalNotionalPercentageOutstanding(1452) Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. See AttachmentPoint(1457). See DetachmentPoint(1458). Identifies the number of target parties identified in a mass action. PartyID value within an target party repeating group. PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) PartyRole value within an target party repeating group. Same values as PartyRole (452) Specifies an identifier for a Security List Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. Specifies a description or name of a Security List. Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. Specifies a type of Security List. Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Unique identifier for a News message Category of news mesage. The national language in which the news item is provided. Number of News reference items Reference to another News message identified by NewsID(1474). Type of reference to another News(35=B) message item. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Indicates the type of payout that will result from an in-the-money option. Number of complex event occurrences. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of complex event date occurrences for a given complex event. Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. Unique identifier for the stream assignment request provided by the requester. Type of stream assignment request. Number of assignment requests. The identifier or name of the price stream. Unique identifier of the stream assignment report provided by the respondent. Reason code for stream assignment request reject. Type of acknowledgement. The type of assignment being affected in the Stream Assignment Report. See TransactTime(60) Yield Type, using same values as YieldType (235) Yield Percentage, using same values as Yield (236) Number of Instructions in the <MatchingInstructions> repeating group. Matching Instruction for the order. Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. Value of MatchAttribTagID(1626) on which to apply the matching instruction. Identifies the market to which the matching instruction applies. Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). The number of limit amount entries. Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. Unique identifier of the MarginRequirementInquiry. Number of margin requirement inquiry qualifiers. Qualifier for MarginRequirementInquiry to identify a specific report. Type of MarginRequirementReport. Identifier for group of instruments with similar risk profile. Status of MarginRequirementInquiry. Result returned in response to MarginRequirementInquiry. Identifier for the MarginRequirementReport message. Number of margin requirement amounts. Type of margin requirement amount being specified. Amount of margin requirement. Currency of the MarginAmt(1645). Number of related instruments The type of instrument relationship Ticker symbol of the related security. Common "human understood" representation of the security. Related security identifier value of RelatedSecurityIDSource(1651) type. Identifies class or source of the RelatedSecurityID (1650) value. Security type of the related instrument. Expiration date for the related instrument contract. Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). Indicates market maker participation in security. Unique identifier for PartyDetailsListRequest. Number of requested party roles. Identifies the type or role of party that has been requested. Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. Result of a request as identified by the appropriate request ID field Total number of PartyListGrp returned. Number of party relationships. Used to specify the type of the party relationship. Number of party alternative identifiers. An alternate party identifier for the party specified in PartyDetailID(1691) Identifies the source of the PartyDetailAltID(1517) value. Number of party detail alternate sub-identifiers. Sub-identifier for the party specified in PartyDetailAltID(1517). Type of PartyDetailAltSubID(1520) value. Number of risk limits with associated warning levels. Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Specifies the risk limit amount. Used to specify the currency of the risk limit amount. The area to which risk limit is applicable. This can be a trading platform or an offering. Number of risk instrument scopes. Operator to perform on the instrument(s) specified Used to limit instrument scope to specified symbol. See Symbol(55) field for description. Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for description. Used to limit instrument scope to specified instrument product category. See Product (460) field for description. Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. Used to limit instrument scope to specified security type. See SecurityType(167) field for description). Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. Number of risk warning levels. Percent of risk limit at which a warning is issued. Name or error message associated with the risk warning level. Number of related party detail identifiers. Party identifier for the party related to the party specified in PartyDetailID(1691). Identifies the source of the RelatedPartyDetailID(1563). Identifies the type or role of the RelatedPartyDetailID(1563) specified. Number of related party detail sub-identifiers. Sub-identifier for the party specified in RelatedPartyID(1563). Type of RelatedPartyDetailSubID(1567) value. Number of related party detail alternate identifiers. An alternate party identifier for the party specified in RelatedPartyID(1563). Identifies the source of the RelatedPartyDetailAltID(1570) value. Number of related party detail alternate sub-identifiers. Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). Type of RelatedPartyDetailAltSubID(1573) value. Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. Number of instrument scopes. Number of requesting party identifiers. Party identifier for the requesting party. Identifies the source of the RequestingPartyID(1658) value. Identifies the type or role of the RequestingPartyID(1658) specified. Number of requesting party sub-identifiers. Sub-identifier for the party specified in RequestingPartyID(1658). Type of RequestingPartySubID(1662) value. Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. Unique identifier for the PartyRiskLimitsRequest Identifier for the PartyRiskLimitsReport Number of risk limit types requested. Number of risk limits for different instrument scopes. Unique reference identifier for a specific risk limit defined for the specified party. Number of party details. Indicates the status of the party identified with PartyDetailID(1691). Qualifies the value of PartyRole(452) Qualifies the value of RelatedPartyRole(1565) Number of party updates. Number of party risk limits. Party identifier within Parties Reference Data messages. Source of the identifier of the PartyDetailID(1691) specified. Identifies the type or role of PartyDetailID(1691) specified. Number of party detail sub-identifiers. Sub-identifier for the party specified in PartyDetailID(1691). Type of PartyDetailSubID(1695) value. Identifies the trading status applicable to a group of instruments. Identifies an event related to the mass trading status. Denotes the reason for the Opening Delay or Trading halt of a group of securities. Identifies the trading status applicable to the instrument in the market data message. Describes a sub-class for a given class of service defined by MDFeedType (1022) Denotes the reason for the Opening Delay or Trading Halt. Used to represent the trade ID for each side of the trade assigned by an intermediary. Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType (tag 442) will be set to 2 (Individual leg of a multi-leg security) in this case. Used to indicate the status of the trade submission (not the trade report) Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Number of Security Classifications. Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Specifies the product classification value which further details the manner in which the instrument participates in the class. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Number of TrdInstrmtLegPosAmt values. Leg position amount. Type of leg position amount. Leg position currency. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. Used to calculate the present value of an amount to be paid in the future. Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn�t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. Risk adjusted price used to calculate variation margin on a position. Alternate clearing price Alternate clearing price for the side being reported. Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Price Differential between the front and back leg of a spread or complex instrument. Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. Identifies the reason a security definition request is being rejected. Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. Indicates whether a message was queued as a result of throttling. Indicates number of repeating groups to follow. Action to take should throttle limit be exceeded. Type of throttle. Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. Value of the time interval in which the rate throttle is applied. Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). Number of ThrottleMsgType fields. The MsgType (35) of the FIX message being referenced. Describes action recipient should take if a throttle limit were exceeded. Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Unique identifier for the AccountSummaryReport(35=CQ). Number of settlement amount entries. The amount of settlement. The currency of the reported settlement amount. Number of collateral amount entries. Currency denomination of value in CurrentCollateralAmount (1704). If not specified, default to currency specified in SettlementAmountCurrency(1702). Currency of the collateral; optional, defaults to the Settlement Currency if not specified. Type of collateral on deposit being reported. Number of pay collect entries. Amount to be paid by the clearinghouse to the clearing firm. Amount to be collected by the clearinghouse from the clearing firm. Category describing the reason for funds paid to, or the funds collected from the clearing firm. Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). Market segment associated with the pay collect amount. Market associated with the pay collect amount. Market segment associated with the margin amount. Market associated with the margin amount Firm assigned group allocation entity identifier. Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. An indicator to override the normal procedure to roll up allocations for the same take-up firm. Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Identifies the status of a reversal transaction. Type of reference obligation for credit derivatives contracts. Method used for negotiation of contract price. Type of price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts reported for a deal (trade). Indicates whether a restriction applies to short selling a security. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy The market data entry identifier of the bid side of a quote The market data entry identifier of the offer side of a quote. Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. Specifies the total bid size. Specifies the total offer size. Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. Type of risk limit information. Result of risk limit definition request. Status of risk limit definition request. Status of risk limit definition for one party. Result of risk limit definition for one party. Percentage of utilization of a party's set risk limit. Absolute amount of utilization of a party's set risk limit. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Amount at which a warning is issued. Action to take should warning level be exceeded. Unique identifier for PartyEntitlementsRequest(35=CU). Identifier for the PartyEntitlementsReport(35=CV). Number of party entitlement values. Number of entitlement values. Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. Type of entitlement. Unique identifier for a specific NoEntitlements(1773) repeating group instance. Number of entitlement attributes. Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Datatype of the entitlement attribute. Value of the entitlement attribute. Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. Indicates the starting date of the entitlement. Indicates the ending date of the entitlement. The area to which the entitlement is applicable. This can be a trading platform or an offering. Indicates how control of trading session and subsession transitions are performed. Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Spread table code referred by the security or symbol. Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). Number of market segments upon which a mass action is to be taken. Market segment within a target market segment repeating group. Number of market segments affected by a mass action. Market segment within an affected market repeating segment group. Number of market segments left unaffected by a mass action. Market segment within an unaffected market repeating segment group. Number of order events. The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. Action that caused the event to occur. Price associated with the event. Quantity associated with the event. Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). Additional information about the event. Type of auction order. Percentage of matched quantity to be allocated to the submitter of the response to an auction order. Instruction related to system generated auctions, e.g. flash order auctions. Used to reference an order via ClOrdID(11). Indicates whether an order is locked and for what reason. Locked order quantity. Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. Instruction to define conditions under which to release a locked order or parts of it. Quantity to be made available, i.e. released from a lock. Number of disclosure instructions. Information subject to disclosure. Instruction to disclose information or to use default value of the receiver. Designates the capacity in which the order is submitted for trading by the market participant. Designates the account type to be used for the order when submitted to clearing. Designates the capacity in which the order will be submitted to clearing. Qualifies the value of TargetPartyRole (1464). Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Indicates how the minimum quantity should be applied when executing the order. Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. OrigClOrdID(41) of an order affected by a mass cancel or mass action request. SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. Number of legs in the side of a cross order. Time unit multiplier for the event. Time unit associated with the event. When LastQty is an estimated value, e.g. for a Repo �circled� trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. An identifier representing the department or desk within the firm that originated the order. An identifier representing the department or desk within the firm that received the order. The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. Settlement price increment for stated price range. Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. Indicates whether the trade or position being reported was cleared through a clearing organization. Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Used to describe the ownership of the position. Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. Indicates the unit of measure of the position quantity when not expressed in contracts. Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. Number of trade price conditions. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Number of trade quantities. Indicates the type of trade quantity in TradeQty(1843). Trade quantity. Number of trade allocation amount entries. Type of the amount associated with a trade allocation. The amount associated with a trade allocation. Currency denomination of the trade allocation amount. Instruction on how to add a trade to an allocation group when it is being given-up. Indicates the trade is a result of an offset or onset. Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. Calculated average price for this side of the trade. Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). Number of related trades. Identifier of a related trade. Describes the source of the identifier that RelatedTradeID(1856) represents. Date of a related trade. Market of execution of related trade. Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. Number of related positions. Identifier of a related position. Describes the source of the identifier that RelatedPositionID(1862) represents. Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Unique identifier for the ask side of the quote assigned by the quote issuer. Number of value check entries. Type of value to be checked. Action to be taken for the ValueCheckType(1869). The length of the LegSecurityXML(1872) data block. XML definition for the leg security. The schema used to validate the contents of LegSecurityXML(1872). The length of the UnderlyingSecurityXML(1875) data block. XML definition for the underlying security. The schema used to validate the contents of UnderlyingSecurityXML(1875). Result party detail definition request. Status of party details definition request. Status of party detail definition for one party. Result of party detail definition for one party. Result of risk limit definition request. Status of party entitlements definition request. Status of entitlement definition for one party. Result of entitlement definition for one party. Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. Used to express the unit of measure of the settlement price if different from the contract. Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. Number of instrument match sides. Number of trade match sides. Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. Number of instrument leg executions. The ExecID(17) value corresponding to a trade leg. The TradeID(1003) value corresponding to a trade leg. The TradeReportID(571) value corresponding to a trade leg. Used to indicate the status of the trade match report submission. Reason the trade match report submission was rejected. Identifies the market segment of the side. Identifies the type of venue where the trade was executed for the side. Used to reference the value from SideExecID(1427). Used to reference the value from LegExecID(1893). Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). Time unit in which the ExposureDuration(1629) is expressed. The best quoted price received among those not traded. Number of clearing account type entries. Number of price movement entries. Number of price movement value entries. Value at specific price movement point. Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. Describes the format of the PriceMovementValue(1921). Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Number of regulatory IDs in the repeating group. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. Specifies the party's or parties' intention to clear the trade. Specifies the eligibility of this trade for clearing and central counterparty processing. Indicates that the trade being reported occurred in the past and is still in effect or active. Specifies how a trade was confirmed. An indication that the trade is flagged for mandatory clearing. An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). An indication that the price is off-market. Indication of how a trade was verified. Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Type of regulatory report. Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). Specifies how the trade is collateralized. Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. The broad asset category for assessing risk exposure. The subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. The version of the master agreement The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. The date that an annex to the master confirmation was executed between the parties. Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Indication that a block trade will be allocated. Number of events in the repeating group. Code to represent the type of event. The date of the event. The time of the event. To be used in combination with UnderlyingEventDate(1983). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. Specifies the coupon type of the underlying bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). Identifies the source scheme of the UnderlyingObligationID(1994). Specifies the equity in which a convertible bond can be converted. Identifies the source of the UnderlyingEquityID(1996). Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. The series identifier of a credit default swap index. The version identifier of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap index series annex. Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicator to determine if Instrument is Settle on Open. Method under which assignment was conducted Gives the current state of the instrument Type of reference obligation for credit derivatives contracts. The broad asset category for assessing risk exposure. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation. Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. Used to indicate if a product or group of product supports the creation of flexible securities. Position limit for the instrument. Position Limit in the near-term contract for a given exchange-traded product. Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. If different from IssueDate() If different from IssueDate and DatedDate Indicates whether a restriction applies to short selling a security. Spread table code referred by the security or symbol. Number of complex events in the repeating group. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of underlying complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). Number of events in the repeating group Code to represent the type of event. The date of the event. Specific time of event. To be used in combination with LegEventDate(2061). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. Free form text to specify additional information or enumeration description when a standard value does not apply. The broad asset category for assessing risk exposure. The general subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Swap type. Free form text to specify comments related to the event. Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of elements in the repeating group. Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date The time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of financing definitions in the repeating group. Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of contractual matrices in the repeating group. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of financing terms supplements in the repeating group. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. The publication date of the applicable version of the contractual supplement. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of the rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option�s exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. Free form text to specify additional information or enumeration description when a standard value does not apply. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). Specifies the type of date (e.g. adjusted for holidays). Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies class or source of the ProvisionPartyID(40175) value. Identifies the type or role of ProvisionPartyID(40175) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for ProvisionPartyID(40175). The type of ProvisionPartySubID(40179). Number of protection terms in the repeating group. The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of entries in the repeating group. Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of additional settlement or bullet payments. Type of payment. The side of the party paying the payment. The side of the party receiving the payment. Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. The total payment amount. The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. The unadjusted payment date. The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted payment date. The value representing the discount factor used to calculate the present value of the cash flow. The amount representing the present value of the forecast payment. Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. Payment settlement style. Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). Number of additional settlements or bullet payments. The payment settlement amount. Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. Number of parties identified in the additional settlement or bullet payment. The payment settlement party identifier. Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). Qualifies the value of PaymentSettlPartyRole(40236). Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). The type of PaymentSettlPartySubID(40239) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of dealers in the repeating group. Number of business centers in the repeating group. Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts. Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the LegPaymentStreamDiscountRate(40286). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the payment stream's floating rate index curve period. Time unit multiplier for the payment stream's floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the inflation index level from multiple points. The most common is linear method. The inflation index reference source. The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the source of rate information. Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Number of swap schedules in the repeating group Specifies the type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step schedule, or amount of a cashflow payment. The currency for this step schedule. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fxing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the stub floating rate index. Time unit multiplier for the floating rate index. Time unit associated with the floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source for the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the leg provision's tenor period. Time unit associated with the leg provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Free form text to specify additional information or enumeration description when a standard value does not apply. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. The first date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies the class or source of LegProvisionPartyID(40534). Identifies the type or role of LegProvisionPartyID(40534) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). The type of LegProvisionPartySubID(40538) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted termination date. The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). Compounding Method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream's floating rate index. The source of the payment stream floating rate index. Time unit associated with the underlying instrument�s floating rate index. Time unit multiplier for the underlying instrument�s floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies a short or long spread value. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the underlying payment stub floating rate index. Time unit multiplier for the underlying payment stub floating rate index. Time unit associated with the underlying payment stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Identifies the type of payment stream associated with the swap. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the PaymentStreamDiscountRate(40745). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit multiplier for the relative initial fixing date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of resets. Time unit associated with the frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the floating rate index. Time unit multiplier for the floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cash flow payment. The side of the party paying the step schedule. The side of the party receiving the stepf schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of swap schedule rate sources. Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source of the stub floating rate index. Time unit multiplier for the stub floating rate index. Time unit associated with the stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the payment stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. The unadjusted effective date. The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Specifies the type of price for PaymentPrice(40218). Specifies the day type of the relative payment date offset. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of event news sources in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. Identifies the reference "page" from the quote source. Identifies the reference "page" from the quote source. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. The date of the previous clearing business day. The valuation date of the trade. The valuation time of the trade. Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). Specifies whether or not CollateralFXRate(2090) should be multipled or divided. Market segment associated with the collateral amount. Market associated with the collateral amount. Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. Corresponds to the value in StreamDesc(40051) in the StreamGrp component. Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). Specifies whether or not PositionFXRate(2097) should be multipled or divided. Market segment associated with the position amount. Market associated with the position amount. Indicates if the position has been terminated. Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. Specifies the identifier of the reporting entity as assigned by regulatory agency. The number of attached files. Specifies the file name of the attachment. The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet Used to specify an external URL where the attachment can be obtained. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Unencoded content length in bytes. Can be used to validate successful unencoding. Byte length of encoded the EncodedAttachment(2112) field. The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. The number of attachment keywords. Can be used to provide data or keyword tagging of the content of the attachment. Specifies the negotiation method to be used. The time of the next auction. The number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the asset attribute. Limit or lower acceptable value of the attribute. The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. The commission rate unit of measure. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. The number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). The number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. The number of periods in the repeating group. Specifies the period type. The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. The number of business centers in the repeating group. The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted complex event date. The local market fixing time. The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. The subclassification or subtype of swap. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Indicator to determine if the instrument is to settle on open. Specifies the method under which assignment was conducted. Used for derivatives. Denotes the current state of the InstrumentLeg. A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. Type of reference obligation for credit derivatives contracts. The subclassification or subtype of swap. The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Specifies the method for price quotation. Specifies the type of valuation method applied. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Indicates whether instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. Used to indicate if a product or group of product supports the creation of flexible securities. Position Limit for a given exchange-traded product. Position limit in the near-term contract for a given exchange-traded product. The program under which a commercial paper is issued. The registration type of a commercial paper issuance. Indicates whether a restriction applies to short selling a security. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. The fee amount due if different from MiscFeeAmt(137). A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the day type of the relative earliest option exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. Last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also OptionExerciseEarliestTime(41134). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. An adjusted or unadjusted fixed option exercise expiration date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Forward start premium type. Number of fixing days in the repeating group. The day of the week on which fixing will take place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this PaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction �Fixed�. If 'N' it is taken on each Pricing Date �Floating�. Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Specifies the fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Secondary time unit associated with the payment stream's floating rate index curve. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Species the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadjusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. The adjusted pricing or fixing date. Specifies the local market time of the pricing or fixing. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Data source identifier. Type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in StreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodities settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this Stream for cross referencing elsewhere in the message. Cross reference to another Stream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery stream quantity unit of measure (UOM). Total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of mandatory clearing jurisdictions. Identifier of the regulatory jurisdiction requiring the trade to be cleared. The positive or negative change in quantity when this report is a trade correction or continuation. Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. Specifies the bond's payment priority in the event of a default. Specifies the coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. A named string value referenced by UnderlyingSettlTermXIDRef(41315). The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). Number of entries in the date-time repeating group. Averaging date for an Asian option. Trigger date for a Barrier or Knock option. Averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of complex events in the repeating group. Identifies the type of complex event. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of commodity sources in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. Number of parties in the repeating group. Used to identify party id related to instrument. Used to identify source of instrument party id. Used to identify the role of instrument party id. Number of parties sub-IDs in the repeating group. PartySubID value within an instrument party repeating group. Type of LegInstrumentPartySubID (2259) value. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also LegOptionExerciseEarliestTime(41509). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. The fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream's floating rate index curve. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place.. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of entries in the repeating group. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of protection terms in the repeating group. A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Specifies the day type for protection term events. Rate source for events that specify a rate source, e.g. floating rate interest shortfall. Number of qualifiers in the repeating group. Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Specifies the data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in LegStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. The settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this LegStream for cross referencing elsewhere in the message. Cross reference to another LegStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). Number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. The time when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the currency pairing for the quote. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the title transfer condition. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. The limit or lower acceptable value of the attribute. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). The subclassification or subtype of swap. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of underlying security. Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream�s floating rate index curve. Secondary time unit multiplier for the payment stream�s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. An adjusted or unadjusted fixed pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of commodity data sources in the repeating group. Data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this UnderlyingStream for cross referencing elsewhere in the message. Cross reference to another UnderlyingStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Total amount traded for this account (i.e. quantity * price) expressed in units of currency. Status of risk limit report. The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. The unique and static identifier, at the business entity level, of a risk limit check request. Specifies the transaction type of the risk limit check request. Specifies the type of limit check message. Specifies the message reference identifier of the risk limit check request message. Specifies the type of limit amount check being requested. Specifies the amount being requested for approval. Indicates the status of the risk limit check request. Result of the credit limit check request. The credit/risk limit amount approved. The unique identifier of the PartyActionRequest(35=DH) message. Specifies the type of action to take or was taken for a given party. Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Specifies the reason the PartyActionRequest(35=DH) was rejected. The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. Qualifies the value of RequestingPartyRole(1660). Specifies the type of credit limit check model workflow to apply for the specified party Indicates the status of the risk limit check performed on a trade. Indicates the status of the risk limit check performed on the side of a trade. Number of entitlement types in the repeating group. Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Specifies the regulatory mandate or rule that the transaction complies with. Identifier of the collateral portfolio when reporting on a portfolio basis. Identifies the class or source of DeliveryStreamDeliveryPoint(41062). Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates action that triggered the Position Report. FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). The type of identification taxonomy used to identify the security. Used to further qualify the value of PartyRole(452). Used to further qualify the value of DerivativeInstrumentPartyRole(1295). Used to further qualify the value of InstrumentPartyRole(1051). Used to further qualify the value of LegInstrumentPartyRole(2257). Used to further qualify the value of LegProvisionPartyRole(40536). Used to further qualify the value of Nested2PartyRole(759). Used to further qualify the value of Nested3PartyRole(951). Used to further qualify the value of Nested4PartyRole(1417). Used to further qualify the value of NestedPartyRole(538). Used to further qualify the value of ProvisionPartyRole(40177). Used to further qualify the value of RequestedPartyRole(1509). Used to further qualify the value of RootPartyRole(1119). Used to further qualify the value of SettlPartyRole(784). Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Subtype of an entitlement specified in EntitlementType(1775). Quote model type Free text for compliance information required for regulatory reporting. Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. FX spot rate. FX forward points added to spot rate. May be a negative value. FX spot rate. FX forward points added to spot rate. May be a negative value. Identifies the page heading from the rate source. The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. Identifies class or source of the RelatedToSecurityID(2413) value. StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. An identifier created by the trading party for the life cycle event associated with this report. FX spot rate. FX forward points added to spot rate. May be a negative value. Applicable value for LegMarketDisruptionEvent(41468). Applicable value for LegMarketDisruptionFallbackType(41470). Applicable value for MarketDisruptionEvent(41093). Applicable value for MarketDisruptionFallbackType(41095). Used to further clarify the value of PaymentType(40213). Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). Applicable value for UnderlyingMarketDisruptionEvent(41865). Applicable value for UnderlyingMarketDisruptionFallbackType(41867). Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Name referenced from UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Currency of physical settlement. Uses ISO 4217 currency codes. A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of protection terms in the repeating group. The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of event news sources in the repeating group. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. Last date in range when a settlement date range is provided. Number of UnderlyingProvision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). Specifies the type of date (e.g. adjusted for holidays). Identifies the source of quote information. Identifies the reference "page" from the quote source. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of UnderlyingProvision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). Number of provisions in the repeating group. Type of provision. The unadjusted date of the provision. The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision's exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Free form text to specify additional information or enumeration description when a standard value does not apply. Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. Number of parties identified in the contract provision. The party identifier for the payment settlement party. Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. Used to further qualify the value of UnderlyingProvisionPartyRole(42176). Number of sub-party IDs to be reported for the party. Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). The type of UnderlyingProvisionPartySubID(42178). Number of business centers in the repeating group. The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. Unique message identifier for an order request as assigned by the submitter of the request. Unique message identifier for a mass order request as assigned by the submitter of the orders. Unique message identifier for a mass order request as assigned by the receiver of the orders. Status of mass order request. Request result of mass order request. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Number of order entries. Specifies the action to be taken for the given order. Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. The initiating event when an ExecutionReport(35=8) is sent. Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. Number of target party sub IDs in the repeating group. Party sub-identifier value within a target party repeating group. Type of TargetPartySubID(2434) value. Unique identifier for the transfer instruction assigned by the submitter. The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. Unique identifier for the transfer report message. Indicates the type of transfer transaction. Indicates the type of transfer request. Indicates the type of transfer. Status of the transfer. Reason the transfer instruction was rejected. Indicates the type of transfer report. Timestamp of aggressive order or quote resulting in match event. Side of aggressive order or quote resulting in match event. Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. Indicate whether linkage handling is in effect for an instrument or not. Number of buy orders involved in a trade. Number of sell orders involved in a trade. Calculation method used to determine settlement price. Message identifier for a statistics request. Message identifier for a statistics report. The short name or acronym for a set of statistic parameters. Can be used to provide an optional textual description for a statistic. Type of statistic value. Entities used as basis for the statistics. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Scope details of the statistics to reduce the number of events being used as basis for the statistics. Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). Time unit for MDStatisticFrequencyPeriod(2460). Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. Time unit for MDStatisticDelayPeriod(2462). Type of interval over which statistic is calculated. Time unit for MDStatisticIntervalType(2464). Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. Time unit for MDStatisticIntervalPeriod(2466). First day of range for which statistical data is collected. Last day of range for which statistical data is collected. Start time of the time range for which statistical data is collected. End time of the time range for which statistical data is collected. Ratios between various entities. Result returned in response to MarketDataStatisticsRequest (35=DO). Number of market data statistics. Unique identifier for a statistic. Time of calculation of a statistic. Status for a statistic to indicate its availability. Statistical value. Type of statistical value. Unit of time for statistical value. Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. Indicates the status of the risk limit check performed on a trade for this allocation instance. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of financing definitions in the repeating group. Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of contractual matrices in the repeating group. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. The version of the master agreement. Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identifies type of settlement. A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. The date that an annexation to the master confirmation was executed between the parties. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. Type of financing termination. Specifies the publication date of the applicable version of the contractual supplement. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. Number of financing terms supplements in the repeating group. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The unique transaction entity identifier assigned by the firm. The unique transaction entity identifier. The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". Reject reason code for rejecting the collateral report. The status of the collateral report. Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. Ordinal number of the trade within a series of related trades. Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. An encoded collateral request processing instruction to the receiver. A unique identifier to link together a set or group of requests. Ordinal number of the request within a set or group of requests. Total number of request messages within a set or group of requests. Communicates the underlying condition when the request response indicates "warning". Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. Number of relative value metrics entries in the repeating group. Indicates the type of relative value measurement being specified. The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. Specifies the side of the relative value. Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Clearing settlement price. Technical event within market data feed. Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. Total number of reports related to market segments. Total number of reports related to instruments. Total number of reports related to party detail information. Total number of reports related to party entitlement information. Total number of reports related to party risk limit information. Status of market segment. Used to classify the type of market segment. Used to further categorize market segments within a MarketSegmentType(2543). Number of related market segments. Identifies a related market segment. Type of relationship between two or more market segments. Number of auction order types. Identifies an entire suite of products for which the auction order type rule applies. Number of rules related to price ranges. Lower boundary for price range. Upper boundary for price range. Maximum range expressed as absolute value. Maximum range expressed as percentage. Identifies an entire suite of products in the context of trading rules related to price ranges. Identifier for a price range rule. The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. Number of rules related to quote sizes. Indicates whether single sided quotes are allowed. Number of eligibility indicators for the creation of flexible securities. Identifies an entire suite of products which are eligible for the creation of flexible securities. Represents the total number of multileg securities or user defined securities that make up the security. Specifies the time interval used for netting market data in a price depth feed. The time unit associated with the time interval of the netting of market data in a price depth feed. Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. Primary service location identifier. Secondary or alternate service location identifier. Identifies an entire suite of products for which the matching rule applies. Specifies the kind of priority given to customers. Identifies an entire suite of products for which the price tick rule applies. Previous day's adjusted open interest. Previous day's unadjusted open interest. Indicates if a given option instrument permits low exercise prices (LEPO). Indicates if a given instrument is eligible for block trading. Specifies the number of decimal places for instrument prices. Specifies the number of decimal places for exercise price. Original exercise price, e.g. after corporate action requiring changes. Specifies a suitable settlement sub-method for a given settlement method. Number of parameter sets for clearing prices. Relative identification of a business day. Constant value required for the calculation of the clearing price, e.g. for variance futures. Constant value required for the calculation of the clearing quantity, e.g. for variance futures. Number of trading business days in a year. Number of trading business days over the lifetime of an instrument. Number of actual trading business days of an instrument. Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. Closing price of the underlying required to calculate the RealizedVariance(2587). Overnight interest rate. The economic cost of the variation margin from one trading day to the next. Specifies how the calculation will be made. Specifies the number of miscellaneous fee sub-types. Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. The amount of the specified MiscFeeSubType(2634). Can be used to provide an optional textual description of the fee sub-type. Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. The type of value in CurrentCollateralAmount(1704). Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in CommissionAmount(2640). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in AllocCommissionAmount(2654). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. Indicates that the party has taken a position on both a put and a call on the same underlying asset. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in DividendFloatingRateIndex(42218). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the DividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the DividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in the DividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the LegDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. The number of entries in the LegDividendPeriodBusinessCentersGrp component. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. Number of dates in the repeating group. The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). Specifies the type of payment compounding date (e.g. adjusted for holidays). The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the LegPaymentStreamFormulaImage(42452) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. Number of fixing dates in the repeating group. The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). Specifies the type of fixing date (e.g. adjusted for holidays). The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). Specifies the type of return rate valuation date (e.g. adjusted for holidays). The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the LegStreamVersion(42583). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the PaymentStreamFormulaImage(42563) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the StreamVersion(42784). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the repeating group. Specifies the date that the dividend or coupon payment is due. The amount of the dividend or coupon payment. Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. Accrued interest on the dividend or coupon payment. Specifies the actual dividend payout ratio associated with the equity or bond underlier. Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. Number of entries in the UnderlyingDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Notional value for the equity or bond underlier. Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. Specifies the conditions that govern the adjustment to the number of units of the return swap. Cross reference to another notional amount for duplicating its properties. In the case of an index underlier specifies the unique identifier for the referenced futures contract. Identifies the source of the UnderlyingFutureID(2620). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The limit of average percentage of individual securities traded in a day or a number of days. Specifies the limitation period for average daily trading volume in number of days. Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. Side value of the party electing the settlement method. The date through which the option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Specifies the initial rate spread for a basket underlier. Number of entries in the repeating group. The date that the rate spread step takes affect. The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the UnderlyingStreamVersion(43083). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. The status of risk limits for a party. A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Number of regulatory publication rules in repeating group. Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. An order originator that intends to make a profit or mitigate risk No orders or quotes may be entered. Authorities resume a market after a halt. Order matching is suspended due to unexpected conditions or by a circuit-breaker rule. Continuous trading Quotes and orders can be entered, changed or deleted, but orders are not matched. Closing auction Phases of the market as a state machine in.OrdType in {^Stop, ^StopLimit} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} Repeating group of security status by SecurityID Matches orders entered by buy-side participants The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed. This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. What the discretionary price is related to (e.g. primary price, display price etc) Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType Describes whether discretion price is static/fixed or floats Type of Discretion Offset (e.g. price offset, tick offset etc) Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) The scope of "related to" price of the discretion (e.g. local, global etc) The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal A common reference to the applicable standing agreement between the principals A reference to the date the underlying agreement was executed. Currency of the underlying agreement. Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. For Repos the timing or method for terminating the agreement. Settlement date of the beginning of the deal Repayment / repurchase date Delivery or custody arrangement for the underlying securities Percentage of cash value that underlying security collateral must meet. Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan � Amended 1998, for example. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date interest is to be paid. Used in identifying Corporate Bond issues. Conditionally required when MthToDefault(1943) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] 0 Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Method for price quotation Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Used to indicate if a product or group of product supports the creation of flexible securities Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) For Fixed Income. Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing the instrument. Identifies MBS / ABS pool Must be present for MBS/TBA The program under which a commercial paper is issued The registration type of a commercial paper issuance Number of repeating EventType group entries. If different from IssueDate If different from IssueDate and DatedDate Used to identify the parties related to a specific instrument. Spread table code referred by the security or symbol. The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. Identifies the form of delivery. Percent at risk due to lowest possible call. Number of repeating InstrAttrib group entries. The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. Conditionally required when LegMthToDefault(2158) is specified. Conditionally required when LegCouponFreqUnit(2164) is specified. Conditionally required when LegCouponFreqPeriod(2163) is specified. Conditionally required when LegConvertibleBondEquityID(2166) is specified. Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). Embedded XML document describing the leg instrument. Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Identifies MBS / ABS pool Used to express option right LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. For CIV - Optional For CIV - Optional The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType Defines the type of peg. Describes whether peg is static/fixed or floats Type of Peg Offset (e.g. price offset, tick offset etc) Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) The scope of the "related to" price of the peg (e.g. local, global etc) Required if PegSecurityID is specified. Requires PegSecurityIDSource if specified. The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. Required if AllocSettlInstType = 1 or 2 Required if AllocSettlInstType = 3 (should not be populated otherwise) Required if AllocSettlInstType = 3 (should not be populated otherwise) Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties For Fixed Income Must be present if BenchmarkPrice is used. The identifier of the benchmark security, e.g. Treasury against Corporate bond. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. Embedded XML document describing the underlying instrument. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. Specific to the <UnderlyingInstrument> (not in <Instrument>) Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). Used to express option right Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. Conditionally required when UnderlyingObligationID(1994) is specified. Conditionally required when UnderlyingEquityID(1996) is specified. Required if UnderlyingFutureID(2620) is specified. Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingMthToDefault(2018) is specified. Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. The YieldData component block conveys yield information for a given Fixed Income security. FIXT.1.1 (Always unencrypted, must be first field in message) (Always unencrypted, must be second field in message) (Always unencrypted, must be third field in message) Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. Used to support bilaterally agreed custom functionality (Always unencrypted) (Always unencrypted) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Required to identify length of encrypted section of message. (Always unencrypted) Required when message body is encrypted. Always immediately follows SecureDataLen field. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. The standard FIX message header Required when trailer contains signature. Note: Not to be included within SecureData field Note: Not to be included within SecureData field (Always unencrypted, always last field in message) The standard FIX message trailer Only to be used in the ExecutionReport Required when DisplayMethod = 3 Required when DisplayMethod = 3 Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 Required when DisplayMethod = 2 The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. Required if any other Triggering tags are specified. Conditionally required when TriggerAction(1101)=3 (Cancel). Only relevant and required for TriggerAction = 1 Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Should be specified if the order changes Price. Should be specified if the order changes type. Required if the order should change quantity Only relevant and required for TriggerType = 2. Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. This block contains the base trading rules This block contains the trading rules specific to a trading session Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. Must be provided if SecurityXML(1185) field is specified and must immediately precede it. The SecurityXML component is used to provide a definition in an XML format for the instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Describes the how the price limits are expressed Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session Specifies price tick rules for the security. Specifies the lot types that are valid for trading. Specifies the price limits that are valid for trading. Specifies the valid price range tables for trading. Specifies the valid quote sizes for trading. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. Used for multileg security only. Used for multileg security only. Defines the default price type used for trading. Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. Trading rules that are applicable to a market, market segment or individual security independent of a trading session. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Required if SecurityID is specified. Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc Used to indicate if a product or group of product supports the creation of flexible securities An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] Settlement method for a contract. Can be used as an alternative to CFI Code value Method for price quotation For futures, indicates type of valuation method applied Indicates whether strikes are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing security. Must be present for MBS or TBA Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. Additional attribution for the instrument series Security trading and listing attributes for the series level Used to specify forms of product classifications Must be set if SecurityXML field is specified andd must immediately precede it. XML Data Stream describing the Security. XML Schema used to validate the XML used to describe the Security. Identifies the application with which a message is associated. Used only if application sequencing is in effect. Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. The reason for updating the RefOrdID Order type from the order associated with the trade Order price at time of trade Stop/Limit order price Execution Instruction from the order associated with the trade Status of order as of this trade report Order quantity at time of trade The order expiration date/time in UTC May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). Can be used to specify FX tenors. Used to specify the instrument Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap. Mutually exclusive with LegPaymentStreamFixedAmount(40327). Mutually exclusive with LegPaymentStreamRate(40326). LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream. Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap. Mutually exclusive with PaymentStreamFixedAmount(40785). Mutually exclusive with PaymentStreamRate(40784). PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap. Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). Mutually exclusive with UnderlyingPaymentStreamRate(40615). UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream. DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere. LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component. Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in MarketDisruptionEventGrp. Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap. Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. Conditionally required when StreamCommoditySecurityID(41253) is specified. Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity. Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap. Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. Conditionally required when LegStreamCommoditySecurityID(41650) is specified. Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity. Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap. Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule. If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision. The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision. Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the market depth up to specified level. Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. Conditionally required when MDStatisticDelayUnit(2463) is specified. Conditionally required when MDStatisticDelayPeriod(2462) is specified. Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). Conditionally required when MDStatisticIntervalPeriod(2466) is specified. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. Conditionally required when MDStatisticType(2456) = 5(Ratio). This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited. The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range. MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided. It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades. Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when CashSettlDateOffsetUnit(42211) is specified. Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date. The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date. The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered. LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date. OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when PaymentStreamFormulaImage(42653) is specified. Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date. The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered. UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier. UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub. UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date. MsgType = 6 Required for Cancel and Replace IOITransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152) The value zero is used if NoLegs repeating group is used Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" Required for multileg IOIs Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. MsgType = 7 Required for Cancel and Replace AdvTransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Describes the purpose of the execution report. Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Expired MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Rejected For optional use with ExecType = 8 (Rejected) Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp is used. Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 9 If CxlRejReason="Unknown order", specify "NONE". Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. Can be used to provide order id used by exchange or executing system. Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected. For optional use with OrdStatus = 0 (New) Required for rejects against orders which were submitted as part of a list. Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. MsgType = B Unique identifer for News message News items referenced by this News message Used to optionally specify the national language used for the News item. Specifies the headline text Must be set if EncodedHeadline field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Used to optionally specify the market to which this News applies. Used to optionally specify the market segment to which this News applies. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. MsgType = C Unique identifier for the email message thread Specifies the Subject text Must be set if EncodedSubject field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Type of account associated with the order (Origin) Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Useful for verifying security identification Available for optional use when Side(54) = 6(Sell short exempt). Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required for auction orders ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" $Market.Phase == "Closed" BusinessRejectRefID(379) correlates to ClOrdId(11) field in the order message !exists $Market.SecMassStatGrp[SecurityID==in.SecurityID]" ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID and ExecID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" One or more fills may occur; the first one may be synchronous. The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. MsgType = E Must be unique, by customer, for the day Should refer to an earlier program if bidding took place. e.g. Non Disclosed Model, Disclosed Model, No Bidding Process For CIV - Optional Reference to Registration Instructions message applicable to all Orders in this List. Controls when execution should begin For CIV Orders indicates order of execution.. Free-form text. Used for contingency orders. Must be set if EncodedListExecInst field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. Number of orders in this message (number of repeating groups to follow) The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. MsgType = F Required if provided on the order being cancelled. Echo back the value provided by the requester. ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Unique ID of cancel request as assigned by the institution. Required for List Orders Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request. Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). MsgType = G Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Required for List Orders TransactTime of the last state change that occurred to the original order Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt Available for optional use when Side(54) = 6(Sell short exempt). Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must match original order. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. For use in derivatives omnibus accounting For use with derivatives, such as options Required for short sell orders For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Conditionally required for auction orders. The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. MsgType = H Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Unique identifier for this allocation instruction message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. MsgType = K Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. MsgType = L Must be unique, by customer, for the day Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. MsgType = M Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The list status request message type is used by institutions to instruct the broker to generate status messages for a list. MsgType = N Total number of messages required to status complete list. Sequence number of this report message. Must be set if EncodedListStatusText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders statused in this message, i.e. number of repeating groups to follow. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. MsgType = P Optional second identifier for the allocation instruction being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Instruction Ack generated Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Instruction were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow. In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required if specified on the ExecutionRpt Required if specified on the ExecutionRpt Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. MsgType = R For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) MsgType = S Required when quote is in response to a QuoteRequest(35=R) message. Unique identifier for the bid side of the quote. Unique identifier for the ask side of the quote. Can be used when modifying an existing quote. Optionally used to supply a message identifier for a quote. Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Required for Tradeable or Counter quotes of single instruments Required for Tradeable quotes or Counter quotes of single instruments Can be used with forex quotes to specify a specific "value date". For NDFs this is required. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Required for NDFs to specify the settlement currency (fixing currency). Required for multileg quotes If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. For use in private/directed quote negotiations. The time when the quote will expire Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets SpreadOrBenchmarkCurveData component may be used to specify the benchmark. SpreadOrBenchmarkCurveData component may be used to specify the benchmark. Spread(218) may be used for a mid-spread value. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. MsgType = T Unique identifier for this message Only used when this message is used to respond to a settlement instruction request (to which this ID refers) 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Date/time this message was generated Required except where SettlInstMode is 5=Reject SSI request The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request). SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Required if SubscriptionRequestType(263) = 1(Snapshot + Updates). Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). Defines the scope(s) of the request Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh). Can be used to limit the result set to the specified markets or market segments. Action to take if application level queuing exists Maximum application queue depth that must be exceeded before queuing action is taken. Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MsgType = W Total number or reports returned in response to a request. Unique identifier for the market data report. Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Can be used to define a subordinate book. Can be used to define the current depth of the book. Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a MarketDataRequest(35=V). Required for multileg quotes Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MsgType = X Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a Market Data Request. Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MsgType = Y Must refer to the MDReqID of the request. Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. MsgType = Z Required when quote is in response to a Quote Request message Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. Optionally used to supply a message identifier for a quote cancel. Identifies the type of Quote Cancel request. Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote). Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Cancel should be applied. Type of account associated with the order (Origin) The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying MsgType = a (lowercase) Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. Conditionally required when requesting status of a single security quote. Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Status Request should apply. Type of account associated with the order (Origin) Used to subscribe for Quote Status Report messages The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MsgType = b (lowercase) Required when acknowledgment is in response to a Quote Request message Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: - QuoteID(117) of a Mass Quote - QuoteMsgID(1166) of Quote Cancel - QuoteStatusReqID(649) of Quote Status Request Status of the mass quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. Type of Quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. Type of account associated with the order (Origin) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The number of sets of quotes in the message Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. MsgType = c (lowercase) Identifies the market for which the security definition request is being made. Identifies the segment of the market for which the security definition request is being made. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. MsgType = d (lowercase) Used to identify the SecurityDefinition(35=d) message. Used to identify the response to a SecurityDefinitionRequest(35=c) message. Allow result of query request to be returned to requester Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). Used to specify forms of product classifications Currency in which the price is denominated Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. MsgType = f (lowercase) Business day that the state change applies to. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Used to relay changes in the book type Used to relay changes in market depth. Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. Time of status information. Represents the price of the first fill of the trading session. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. MsgType = g (lowercase) Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of trading Trading Session Mode The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. MsgType = h (lowercase) Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) Market for which trading session applies Market Segment for which trading session applies Business day for which trading session applies to. Identifier for trading session Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. Identifies an event related to the trading status of a trading session Indicates if trading session is in fast market. TradSesStatus==^RequestRejected Use with TradSesStatus(340) = 6(Request Rejected). Starting time of the trading session Time of the opening of the trading session Time of the pre-close of the trading session Closing time of the trading session End time of the trading session Indicates how control of trading session and subsession transitions are performed Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument. The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MsgType = i (lowercase) Required when quote is in response to a Quote Request message Type of Quote Default is Indicative if not specified Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Default Bid Size for quote contained within this quote message - if not explicitly provided. Default Offer Size for quotes contained within this quote message - if not explicitly provided. The number of sets of quotes in the message Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). MsgType = j (lowercase) MsgSeqNum of rejected message The MsgType of the FIX message being referenced. Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. MsgType = k (lowercase) Required to relate the bid response Identifies the Bid Request message transaction type e.g. "Non Disclosed", "Disclosed", No Bidding Process Total number of tickets/allocations assuming fully executed Used to represent the currency of monetary amounts. Expressed in Currency Expressed in Currency Used if BidType="Non Disclosed" Used if BidType="Disclosed" Overall weighted average liquidity expressed as a % of average daily volume % value of stocks outside main country in Currency % of program that crosses in Currency Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Net/Gross Is foreign exchange required Indicates the total number of bidders on the list Used when BasisPxType = "C" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. MsgType = l (lowercase L) Number of bid repeating groups The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. MsgType = m (lowercase) Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of strike price entries The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. MsgType = o (lowercase O) Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary to which Registration relates Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of registration details in this message (number of repeating groups to follow) Number of Distribution instructions in this message (number of repeating groups to follow) The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. MsgType = p (lowercase P) Unique identifier of the original Registration Instructions details Identifies original Registration Instructions transaction type Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. MsgType = q (lowercase Q) Unique ID of Order Mass Cancel Request as assigned by the institution. Specifies the type of cancellation requested Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Can be used to specify the parties to whom the Order Mass Cancel should apply. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required for MassCancelRequestType = 8 (Cancel orders for a market) Required for MassCancelRequestType = 9 (Cancel orders for a market segment) Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). MsgType = r (lowercase R) ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. Order Mass Cancel Request Type accepted by the system Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected. Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request List of orders affected by the Order Mass Cancel Request List of orders not affected by Order Mass Cancel Request. Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Side of the market specified on the Order Mass Cancel Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. MsgType = s (lowercase S) Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. MsgType = t (lowercase T) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. MsgType = u (lowercase U) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being cancelled. Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Leg Time this order request was initiated/released by the trader, trading system, or intermediary. Used to fully cancel the remaining open quantity of a cross order. MsgType = v (lowercase V) Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Used to qualify which security types are returned Used to qualify which security type is returned Used to qualify which security types are returned The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = w (lowercase W) Identifier for the security response message The result of the security request identified by SecurityReqID Indicates total number of security types in the event that multiple Security Type messages are used to return results Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = x (lowercase X) Type of Security List Request being made Identifies a specific list Indentifies a list type Identifies the source a list type Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = y (lowercase Y) Identifies a specific Security List Entry Provides a reference to another Security List Identifies a list type Identifies the source of a list type Identifier for the Security List message Result of the Security Request identified by the SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. MsgType = z (lowercase Z) Specifies the underlying instrument Group block which contains all information for an option family. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = AA (2 A's) Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. MsgType = AB Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MsgType = AC Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. MsgType = AD Unique identifier for the trade request. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Can be used to request a specific trade report. To request a specific trade report To request all trades based on secondary execution identifier Can be used to request all trades of a specific execution type. Can be used to request all trades of a specific trade type. Can be used to request all trades of a specific trade sub type. Can be used to request all trades for a specific transfer reason. Can be used to request all trades of a specific secondary trade type. Can be used to request all trades of a specific trade link identifier. Can be used to request a trade matching a specific TrdMatchID(880). Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator Number of date ranges provided (must be 1 or 2 if specified) Can be used to request trades for a specific clearing business date. Can be used to request trades for a specific trading session. Can be used to request trades for a specific trading session. Can be used to request trades within a specific time bracket. Can be used to request trades for a specific side of a trade. Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. Can be used to requests trades that were submitted from a specific trade input source. Can be used to request trades that were submitted from a specific trade input device. Used to match specific values within Text(58) fields. The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. MsgType = AE TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified. Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a "give-up" (also known as "claim") model. Identifier for the trade capture report request associated with this trade capture report. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. Set to 'Y' if message is sent as a result of a subscription request or out of band configuration. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. The TradeReportID(571) that is being referenced for trade correction or cancelation. Market (exchange) assigned execution identifier. Can be used to indicate cabinet trade pricing. Used for acting parties that applies to the whole message, not individual legs, sides, etc. Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades Used to specify the differential price when reporting the individual leg of a spread trade. Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381). Applicable for F/X orders Applicable for F/X orders Used when clearing price differs from execution price. Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Used when reporting other than current day trades. If used then the LastPx(31) will contain the original price on the execution. Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security). Identifies a multileg execution if present and non-zero. Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades. Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values. The settlement date for the underlying instrument of a derivatives security. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. Indicates the reason that a trade report was rejected. Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. MsgType = AF Unique ID of mass status request as assigned by the institution. Specifies the scope of the mass status request Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Order Mass Status Request should apply. Account Trading Session Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders will be returned. The order mass status request message requests the status for orders matching criteria specified within the request. MsgType = AG For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Reason Quote was rejected Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote Request Reject message is used to reject Quote Request messages for all quoting models. MsgType = AH Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES Number of related symbols (instruments) in Request Used to subscribe for Quote Requests that are sent into a market Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments MsgType = AI Required when quote is in response to a Quote Request message Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Contains the BidID(390) of a single Quote(35=S). Contains the QuoteID(1867) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). Required when responding to a QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). Conditionally required when reporting status of a single security quote. Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Conditionally required for multileg quote status reports. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets Reason description for rejecting the quote. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) MsgType = AJ Unique ID as assigned by the Initiator Required only when responding to a Quote. Optionally used when responding to a Quote. Contains the QuoteReqID(131) of the QuoteRequest(35=R). Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). Required only when responding to an IOI. Default is Indicative. May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Number of underlyings Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Optional Used to identify the source of the Account code. Type of account associated with the order (Origin) Required for multileg quote response If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. For usage of this message in a negotiation or counter quote dialog for fixed income and exchanges/marketplace see Volume 7, Fixed Income and Exchanges and Markets sections respectively. MsgType = AK Unique ID for this message Mandatory if ConfirmTransType is Replace or Cancel Only used when this message is used to respond to a confirmation request (to which this ID refers) New, Cancel or Replace Denotes whether this message represents a confirmation or a trade status message Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed. Used to communicate the status of the central clearing workflow. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Time of last execution being confirmed by this message Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). The quantity being confirmed by this message (this is at a trade level, not block or order level) Account number for the trade being confirmed by this message Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income Absence of this field indicates that default precision arranged by the broker/institution is to be used Price type for the AvgPx field Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. AllocQty(80) * AvgPx(6) Optional "next coupon date" for Fixed Income Required for Fixed Income products that trade with accrued interest Required for Fixed Income products that pay lump sum interest at maturity For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Net Money at maturity if Zero Coupon and maturity value is different from par value Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. Used to identify any commission shared with a third party (e.g. directed brokerage) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Required if any miscellaneous fees are reported. The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. MsgType = AL Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. The Clearing Business Date referred to by this maintenance request The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition Boolean - if Y then indicates you are requesting a position maintenance that acting Boolean - Y indicates you are requesting rollover of prior day's spread submissions Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. MsgType = AM Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the position maintenance request associated with this report Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest. The Clearing Business Date covered by this request The business date previous to the clearing business date referred to by this maintenance request. Valuation date of the position(s) in this report. Valuation time of the position(s) in this report. Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Position Account Type of account associated with the order (Origin) Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse). Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers. Additional payments or bullet payments. Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. MsgType = AN Unique identifier for the Request for Positions as assigned by the submitter Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security The Clearing Business Date referred to by this request Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. MsgType = AO Unique identifier for this position report Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. MsgType = AP Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. Will be 7=Net Position if the report contains net position information for margin requirements. Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Total number of Position Reports being returned Result of a Request for Position Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. The Clearing Business Date referred to by this maintenance request The business date previous to the clearing business date referred to by this maintenance request. Used to identify the event or source which gave rise to a message Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. Position Account Account may also be specified through via Parties Block using Party Role 27 which signifies Account Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account Position Settlement Date Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708). Values = Final, Theoretical For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Valuation date of the position(s) in this report Valuation time of the position(s) in this report Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. Used to indicate if a Position Report is matched or unmatched Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" RegNonRegInd Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. MsgType = AQ Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Number of trade reports returned Result of Trade Request Status of Trade Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs NoLegs > 0 identifies a Multi-leg Execution Specify type of multileg reporting to be returned. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to identify the event or source which gave rise to a message The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. MsgType = AR Indicates action to take on trade. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. The TradeReportID(571) that is being referenced for trade correction or cancelation. The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation Status of trade report. Reason description for rejecting the TradeCaptureReport(35=AE). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Exchanged assigned execution identifier (trade identifier). Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). Time this message was issued by matching system, trading system or counterparty. Must be set if EncodedText(355) field is specified and must immediately precede it. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. MsgType = AS Unique identifier for this message i.e. New, Cancel, Replace Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report Optional second identifier for this allocation instruction (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Specifies the purpose or type of Allocation Report message Required for AllocStatus = 1 (rejected) Required for AllocTransType = Replace or Cancel Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal). Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates MultiLegReportType of original trade marked for allocation. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Specifies the rounded price to quoted precision. Used to identify the event or source which gave rise to a message. Specific device number, terminal number or station where trade was entered Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Sum of AllocAccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. MsgType = AT Indicates Clearing Business Date for which transaction will be settled. Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Optional second identifier for the allocation report being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Report Ack generated Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Report were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. MsgType = AU Date/Time Allocation Instruction Ack generated Required for ConfirmStatus = 1 (rejected) Denotes whether the financial details provided on the Confirmation were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. MsgType = AV Unique message ID Date/Time this request message was generated Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise. Should not be populated if StandInstDbType is populated Required if AllocAccount populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The Settlement Instruction Request message is used to request standing settlement instructions from another party. MsgType = AW Unique identifier for the Assignment report If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. Total Number of Assignment Reports being returned to a firm Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account Customer Account Type of account associated with the order (Origin) CFI Code - Market Indicator (col 4) used to indicate Market of Assignment Number of legs that make up the Security Number of legs that make up the Security "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Settlement Price of Option Values = Final, Theoretical Settlement Price of Underlying Expiration Date of Option Method under which assignment was conducted Quantity Increment used in performing assignment Open interest that was eligible for assignment Exercise Method used to in performing assignment Values = Automatic, Manual Business date of assignment Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. MsgType = AX Unique identifier for collateral request Reason collateral assignment is being requested Time until when Respondent has to assign collateral Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Instrument that was traded for which collateral is required Details of the Agreement and Deal Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. MsgType = AY Unique Identifer for collateral assignment Identifer of CollReqID to which the Collateral Assignment is in response Reason for collateral assignment Collateral Transaction Type Collateral assignment to which this transaction refers For an Initial assignment, time by which a response is expected Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY). The clearing business date of the collateral assignment. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. MsgType = AZ Unique identifer for the collateral response Conditionally required when responding to a Collateral Assignment message Identifer of CollReqID to which the Collateral Assignment is in response Conditionally required when responding to a Collateral Assignment message Collateral Transaction Type - not recommended because it causes confusion Collateral Assignment Response Type Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Tells whether security has been restricted. The clearing business date of the assignment. The date on which the transaction was entered. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date). Number of legs that make up the Security Number of legs that make up the Security Required if any miscellaneous fees are reported. The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ). The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning). Must be set if EncodedWarningText(2521) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field. Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to a Collateral Assignment message. MsgType = BA Unique Identifer for collateral report Identifier for the collateral inquiry to which this message is a reply Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. Tells whether security has been restricted. Collateral status Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The clearing business date of the report. The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA). The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to report collateral status when responding to a Collateral Inquiry message. MsgType = BB Unique identifier for this message. Number of qualifiers to inquiry Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to inquire for collateral status. MsgType = "BC" Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. MsgType = "BD" Required when NetworkStatusResponseType=2 Specifies the number of repeating CompId's This message is sent in response to a Network (Counterparty System) Status Request Message. MsgType = "BE" Can be used to hand structures etc to other API's etc This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. MsgType = "BF" Reason a request was not carried out This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. MsgType = BG Identifier for the collateral inquiry to which this message is a reply Status of the Collateral Inquiry referenced by CollInquiryID Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings Number of qualifiers to inquiry Total number of reports generated in response to this inquiry Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Trading Session in which trade occurred Trading Session Subid in which trade occurred Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. MsgType = BH Unique identifier for this message Denotes whether this message is being used to request a confirmation or a trade status message Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Account number for the trade being confirmed by this message The Confirmation Request message is used to request a Confirmation message. MsgType = BO Unique identifier for the Contrary Intention report Time the contrary intention was received by clearing organization. Indicates if the contrary intention was received after the exchange imposed cutoff time Source of the contrary intention Business date of contrary intention Clearing Organization Clearing Firm Position Account Expiration Quantities Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. MsgType = BP Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. Used to identify the SecurityDefinitionUpdateReport(35=BP) message. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. MsgType = BK Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) Identifies a specific Security List entity Provides a reference to another Security List Identifies a list type Identifies the sourec as a listype Identifier for the Security List message. Result of the Security Request identified by the SecurityReqID. Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the type of Corporate Action that triggered the update Identifies the market which lists and trades the instrument. Identifies the segment of the market specified in MarketID(96) Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. MsgType = BL Unique identifier for this Adjusted Position report The Clearing Business Date referred to by this maintenance request Position Account Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Settlement Price Prior Settlement Price Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions MsgType = BM Unique identifier for this allocation instruction alert message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" Insert here the set of "FinancingDetails" fields defined in "common components of application messages" When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0). Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Date/time when allocation is generated Identifies status of allocation. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. MsgType = BN Conditionally required if the Execution Report message contains a ClOrdID. Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. The ExecID of the Execution Report being acknowledged. Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). Conditionally required if specified on the Execution Report Conditionally Required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if DKReason = "other" The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). MsgType = BJ Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. MsgType = BI Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of Trading Trading Session Mode The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. MsgType = BQ Settlement cycle in which the settlement obligation was generated Unique identifier for this message Used to identify the reporting mode of the settlement obligation which is either preliminary or final Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Time when the Settlemnt Obligation Report was created. The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. MsgType = BR Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. MsgType = BS Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MsgType = BT Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). Conditionally required if MarketSegmentID(1300) is specified on the request Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MsgType = BU Unique identifier for each market definition message. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MsgType = BV Unique identifier for each market definition message. Specifies the action taken Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the valid base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. MsgType = CB List of users to which the notification is directed Reason for notification - when possible provide an explanation. Explanation for user notification. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. MsgType = BZ ClOrdID provided on the Order Mass Action Request. Unique Identifier for the Order Mass Action Report Order Mass Action Request Type accepted by the system Specifies the scope of the action Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 - Indicates Order Mass Action Request was rejected. Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Action Request List of orders affected by the Order Mass Action Request. List of orders not affected by the Order Mass Action Request. List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. Mutually exclusive with MarketSegmentID(1300). TradingSessionID for which orders are to be affected TradingSessionSubID for which orders are to be affected Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). Side of the market specified on the Order Mass Action Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. MsgType = CA Unique ID of Order Mass Action Request as assigned by the institution. Specifies the type of action requested Specifies the scope of the action MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). Trading Session in which orders are to be affected Can be used to specify the parties to whom the Order Mass Action should apply. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. MsgType = BW Unique identifier for request Type of Application Message Request being made Allows user to provide reason for request This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). MsgType = BX Identifier for the Application Message Request Ack Identifier of the request associated with this ACK message Total number of messages included in transmission This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. MsgType = BY Identifier for the Application Message Report If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. Type of report This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. MsgType = CC Unique identifier of the request. Type of assignment being requested. Assignment requests In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. MsgType = CD Unique identifier of the Stream Assignment Report. Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. Stream assignments he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. MsgType = CE Can be used to provide additional information regarding the assignment report, such as reject description. This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. MsgType = CH Unique identifier for this message Type of margin requirement inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time the inquiry was submitted Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MsgType = CI Unique identifier for this message Type of margin requirement inquiry Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID � specifies any errors or warnings Total number of reports generated in response to this inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Margin Requirement Inquiry. MsgType = CJ Unique identifier for this margin requirement report Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Type of report provided Total number of reports generated in response to inquiry referenced by MarginReqmtInqID Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Base currency of the margin requirement Margin requirement amounts Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. MsgType = CF May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party role(s) Scope of the query/reqeust for specific party relationship(s) The PartyDetailsListRequest is used to request party detail information. MsgType = CG Conditionally required when responding to the PartyDetailsListRequest message. Conditionally required when responding to the PartyDetailsListRequest message. The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MsgType = CK Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. MsgType = CL Scope of risk limit information. May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies) Scope of the query/request for specific party role(s). For example, "all information for PartyRole=24." Scope of the query/request for specific securities. Absence means all instruments for a given party or party role. The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. MsgType = CM Conditionally required when responding to PartyRiskLimitsRequest(35=CL). Can be used when responding to a PartyRiskLimitsRequest(35=CL). Conditionally required when responding to a PartyRiskLimitsRequest(35=CL). Optionally includes utilization (consumption) information. The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. MsgType = CN Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. MsgType = CO Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. Identifies all securities for a security list identifier. Identifies all securities for a market. Identifies all securities for a market segment. Business day that the state change applies to. Identifies all securities for a trading session. Identifies all securities for a trading sub-session. Set to "Y" if message is sent as a result of a subscription request not a snapshot request. Used to relay changes in the book type. Used to relay changes in Market Depth. Time of state change for security list. MsgType = CQ Identifies the base reporting currency used in this report. Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) Can be used to identify mark to market information for the position. The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). The Parties component and PtysSubGrp sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the SettlementAmountGrp component. Margin requirement amounts are provided using the MarginAmountData component. The current collateral values for each valid collateral type is provided using the CollateralAmountGrp component. Likewise pay/collect information is provided using the PayCollectGrp component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments. MsgType=CR Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. MsgType=CS May be used to identify the party making the request and their role. Risk limits to be enforced for given party(-ies) and related party(-ies). PartyRiskLimitDefinitionRequest is used for defining new risk limits. MsgType=CT PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. MsgType=CU May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party roles. For example, "all information for PartyRole=24". Scope of the query/request for specific securities. The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). MsgType=CV Conditionally required when responding to PartyEntitlementsRequest(35=CU). Conditionally required when responding to Party Entitlements Request. The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). 35=CW Contains the QuoteID(117) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z). Conditionally required when QuoteAckStatus(1865) = 2(Rejected). The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. The QuoteAck(35=CW) is available for optional use to acknowledge the request to cancel an individual quote (QuoteCancel(35=Z) with QuoteCancelType(298) =5(Cancel specified sinqle quote)). MsgType=CX Can be used to identify the party making the request and their role. Specifies the parties and relationships between parties to be defined, modified, or deleted. The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. MsgType=CY The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. MsgType=CZ Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies). Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). MsgType=DA Can be used to identify the party making the request and their role. Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies). The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). The PartyEntitlementsDefinitionRequestAck(35=DB) is the response message, used to indicate whether the request was accepted or rejected. MsgType=DB The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. MsgType=DC Unique identifier common for all trades included in a match event. Used when reporting other than current day trades. Time of the match event or transaction that resulted in this match report. Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used. Conditionally required when TradeReportType(856) = Submit(0). The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. MsgType=DD Identifier of the TradeMatchReport(35=DC) being acknowledged. Conditionally required when TradeMatchAckStatus(1896) = Rejected(2). The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). MsgType=DE The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message. Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. MsgType=DE Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified. Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used. Used to specify the transaction reference for this limit check request. Identifies the type of reference specified in RefOrderID(1080) for this limit check request. Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321). May be used to identify the party making the limit check request and their role. May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. MsgType=DG Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message. Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message. Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace) Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved) Optionally used to specify when the approved credit limit being reserved will expire. The trading party identified in the limit check request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. MsgType=DH Use to reduce the scope to a market Use to reduce the scope to a market segment Use to reduce the scope of instruments May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. MsgType=DI Conditionally required when responding to a PartyActionRequest(35=DH) message. Conditionally required when PartyActionResponse(2332) = 2 (Rejected). Conditionally required if present in the PartyActionRequest(35=DH) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MsgType=DJ Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. This is party information related to the submitter. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. The behavior of individual orders within a MassOrder(35=DJ) may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest (35=G) and OrderCancelRequest(35=F). Each of the orders in the MassOrder(35=DJ) are to be treated as stand-alone individual orders. MsgType=DK For use in drop copy applications. NOT FOR USE in transactional applications. Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. Unique identifier of MassOrder(35=DJ) message as assigned by the receiver Message level request status Message level request result Level of response requested from receiver of MassOrder (35=DJ) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. The content of the acknowledgement depends on the setting of the field OrderResponseLevel(2427) in the MassOrder(35=DJ) message. Only the order status is provided and not the immediate executions which would lead to ExecutionReport messages. MsgType = DL Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer. Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. MsgType=DM The identifier of the PositionTransferInstruction(35=DL) this message is responding to. Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent. Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. The PositionTransferInstructionAck(35=DM) is intended to be a technical acknowledgment, not a business level acknowledgment which would instead be provided by the PositionTransferReport(35=DN) message. As such, TransferID(2437), a business level ID assigned by the CCP, need not be assigned when providing a technical acknowledgment to a new or rejected position transfer request. MsgType = DN Conditionally required when sent in response to a PositionTransferInstruction(35=DM). Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MsgType=DO Unique message identifier for the request or the identifier of a previous request when unsubscribing. Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. Used to specify the business date. Used to specify a single market. Used to specify a single market segment. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Used to reference an entire group of instruments for which a single set of statistics is to be calculated. Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. Used to specify the parameters for the calculation of statistics. Time that the request was submitted. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp. Fields specified in the request are used as filter criteria to restrict the resulting data returned. MsgType = DP Unique message identifier for the report. Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies the resulting statistics information and corresponding statistical parameters. Time that the report was provided. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. Identifer of the CollateralReport(35=BA) being acknowledged. Conditionally required when CollRptStatus(2488) = 2 (Rejected). Conditionally required when CollRptStatus(2488) = 2 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MsgType = DR Unique identifier for MarketDataReport(35=DR). The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle. \ No newline at end of file + Orchestra Example Millennium IT FIX Trading Community Copyright 2019, FIX Protocol, Limited 2019-01-09T16:09:16.904-06:00 Repository 2016 Edition RepositoryCompressor Buy Sell Trade Cross Broker's side of advertised trade New Cancel Replace Identifies advertisement message transaction type Amount per unit Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. Percent Absolute Total monetary amount. Percentage waived, cash discount basis For use with CIV buy orders. Percentage waived, enhanced units basis For use with CIV buy orders. Points per bond or contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. Basis points The commission is expressed in basis points in reference to the gross price of the reference asset. Amount per contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. Specifies the basis or unit used to calculate the total commission based on the rate. Stay on offer side Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bid side No cross Cross is forbidden. OK to cross Call first Percent of volume Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. Do not increase - DNI Do not reduce - DNR All or none - AON Reinstate on system failure Mutually exclusive with Q and l (lower case L). Institutions only Reinstate on trading halt Mutually exclusive with K and m. Cancel on trading halt Mutually exclusive with J and m. Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Cancel on system failure Mutually exclusive with H and l(lower case L). Primary peg Primary market - buy at bid, sell at offer. Suspend Fixed peg to local best bid or offer at time of order Customer display instruction Used in US Markets for: SEC Rule 11Ac1-1/4. Netting (for Forex) Peg to VWAP Trade along Try to stop Cancel if not best Trailing stop peg Strict limit No price improvement. Ignore price validity checks Peg to limit price Work to target strategy Intermarket sweep External routing allowed External routing not allowed Imbalance only Single execution requested for block trade Best execution Suspend on system failure Mutually exclusive with H and Q. Suspend on trading halt Mutually exclusive with J and K. Reinstate on connection loss Mutually exclusive with o and p. Cancel on connection loss Mutually exclusive with n and p. Suspend on connection loss Mutually exclusive with n and o. Release Mutually exclusive with S and w. Execute as delta neutral using volatility provided Execute as duration neutral Execute as FX neutral Minimum guaranteed fill eligible Bypass non-displayed liquidity Lock Mutually exclusive with q. Ignore notional value checks Trade at reference price In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Automated execution order, private, no Broker intervention Automated execution order, public, Broker intervention OK Manual order, best execution Instructions for order handling on Broker trading floor CUSIP SEDOL QUIK ISIN number RIC code ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Identifies class or source of the SecurityID(48) value. High Low Medium Relative quality of indication Small Medium Large Undisclosed Quantity Quantity (e.g. number of shares) in numeric form or relative size. New Cancel Replace Identifies IOI message transaction type Agent Cross as agent Cross as principal Principal Broker capacity in order execution Heartbeat The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. TestRequest The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. ResendRequest The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. Reject The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. SequenceReset The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. Logout The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. IOI Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. Advertisement Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. ExecutionReport The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade OrderCancelReject The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Logon The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. News The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. Email The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. NewOrderSingle The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. NewOrderList The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. OrderCancelRequest The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). OrderCancelReplaceRequest The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. OrderStatusRequest The order status request message is used by the institution to generate an order status message back from the broker. AllocationInstruction The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. ListCancelRequest The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. ListExecute The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. ListStatusRequest The list status request message type is used by institutions to instruct the broker to generate status messages for a list. ListStatus The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. AllocationInstructionAck In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. DontKnowTrade The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. QuoteRequest In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) Quote The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. SettlementInstructions The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MarketDataRequest Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MarketDataSnapshotFullRefresh The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MarketDataIncrementalRefresh The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MarketDataRequestReject The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. QuoteCancel The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying QuoteStatusRequest The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MassQuoteAck Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. SecurityDefinitionRequest The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. SecurityDefinition The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. SecurityStatusRequest The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. SecurityStatus The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. TradingSessionStatusRequest The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. TradingSessionStatus The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MassQuote The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). BusinessMessageReject The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. BidRequest The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. BidResponse The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. ListStrikePrice The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. XMLnonFIX RegistrationInstructions The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. RegistrationInstructionsResponse The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. OrderMassCancelRequest The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). OrderMassCancelReport The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. NewOrderCross Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. CrossOrderCancelReplaceRequest Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. CrossOrderCancelRequest Used to fully cancel the remaining open quantity of a cross order. SecurityTypeRequest The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityTypes The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityListRequest The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request SecurityList The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. DerivativeSecurityListRequest The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request DerivativeSecurityList The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. NewOrderMultileg The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MultilegOrderCancelReplace Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. TradeCaptureReportRequest The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. TradeCaptureReport The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. OrderMassStatusRequest The order mass status request message requests the status for orders matching criteria specified within the request. QuoteRequestReject The Quote Request Reject message is used to reject Quote Request messages for all quoting models. RFQRequest In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments QuoteStatusReport The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) QuoteResponse The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. Confirmation The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. PositionMaintenanceRequest The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. PositionMaintenanceReport The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. RequestForPositions The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. RequestForPositionsAck The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. PositionReport The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. TradeCaptureReportRequestAck The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. TradeCaptureReportAck The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. AllocationReport Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. AllocationReportAck The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. ConfirmationAck The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. SettlementInstructionRequest The Settlement Instruction Request message is used to request standing settlement instructions from another party. AssignmentReport Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. CollateralRequest An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. CollateralAssignment Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. CollateralResponse Used to respond to a Collateral Assignment message. CollateralReport Used to report collateral status when responding to a Collateral Inquiry message. CollateralInquiry Used to inquire for collateral status. NetworkCounterpartySystemStatusRequest This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. NetworkCounterpartySystemStatusResponse This message is sent in response to a Network (Counterparty System) Status Request Message. UserRequest This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. UserResponse This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. CollateralInquiryAck Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. ConfirmationRequest The Confirmation Request message is used to request a Confirmation message. ContraryIntentionReport The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. SecurityDefinitionUpdateReport This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. SecurityListUpdateReport The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. AdjustedPositionReport Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions AllocationInstructionAlert This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. ExecutionAck The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). TradingSessionList The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. TradingSessionListRequest The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. SettlementObligationReport The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. DerivativeSecurityListUpdateReport The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. TradingSessionListUpdateReport The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MarketDefinitionRequest The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MarketDefinition The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MarketDefinitionUpdateReport In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. ApplicationMessageRequest This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). ApplicationMessageRequestAck This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. ApplicationMessageReport This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. OrderMassActionReport The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. OrderMassActionRequest The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. UserNotification The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. StreamAssignmentRequest In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. StreamAssignmentReport he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. StreamAssignmentReportACK This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. PartyDetailsListRequest The PartyDetailsListRequest is used to request party detail information. PartyDetailsListReport The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MarginRequirementInquiry The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MarginRequirementInquiryAck Used to respond to a Margin Requirement Inquiry. MarginRequirementReport The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. PartyDetailsListUpdateReport The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. PartyRiskLimitsRequest The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. PartyRiskLimitsReport The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. SecurityMassStatusRequest SecurityMassStatus AccountSummaryReport The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). PartyRiskLimitsUpdateReport The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. PartyRiskLimitsDefinitionRequest PartyRiskLimitDefinitionRequest is used for defining new risk limits. PartyRiskLimitsDefinitionRequestAck PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. PartyEntitlementsRequest The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). PartyEntitlementsReport The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). QuoteAck The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. PartyDetailsDefinitionRequest The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. PartyDetailsDefinitionRequestAck The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. PartyEntitlementsUpdateReport The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). PartyEntitlementsDefinitionRequest The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). PartyEntitlementsDefinitionRequestAck The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. TradeMatchReport The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. TradeMatchReportAck The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). PartyRiskLimitsReportAck PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. PartyRiskLimitCheckRequest PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. PartyRiskLimitCheckRequestAck PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. PartyActionRequest The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. PartyActionReport Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MassOrder The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. MassOrderAck The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. PositionTransferInstruction The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. PositionTransferInstructionAck The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. PositionTransferReport The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MarketDataStatisticsRequest The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. MarketDataStatisticsReport The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. CollateralReportAck CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MarketDataReport The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** New Partially filled Filled Done for day Canceled Replaced (No longer used) Pending Cancel (i.e. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Accepted for Bidding Pending Replace (i.e. result of Order Cancel/Replace Request) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Market Limit Stop/Stop Loss. A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. Stop Limit. A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. Market On Close (No longer used) With Or Without Limit Or Better Limit With Or Without On Basis On Close (No longer used) Limit On Close (No longer used) Forex Market (No longer used) Previously Quoted Previously Indicated Forex Limit (No longer used) Forex Swap Forex Previously Quoted (No longer used) Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) Market If Touched (MIT) Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) Previous Fund Valuation Point (Historic pricing; for CIV) Next Fund Valuation Point (Forward pricing; for CIV) Pegged Counter-order selection Stop on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Stop Limit on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Original transmission Possible duplicate Indicates possible retransmission of message with this sequence number Buy Sell Buy minus Sell plus Sell short Sell short exempt Undisclosed Cross (orders where counterparty is an exchange, valid for all messages except IOIs) Cross short Cross short exempt "As Defined" (for use with multileg instruments) "Opposite" (for use with multileg instruments) Subscribe (e.g. CIV) Redeem (e.g. CIV) Lend (FINANCING - identifies direction of collateral) Borrow (FINANCING - identifies direction of collateral) Side of order (see Volume : "Glossary" for value definitions) Day (or session) Good Till Cancel (GTC) At the Opening (OPG) Immediate Or Cancel (IOC) Fill Or Kill (FOK) Good Till Crossing (GTX) Good Till Date (GTD) At the Close Good Through Crossing At Crossing Good for Time (GFT) Good for auction (GFA) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Normal Flash Background Urgency flag Regular / FX Spot settlement (T+1 or T+2 depending on currency) Cash (TOD / T+0) Next Day (TOM / T+1) T+2 T+3 T+4 Future When And If Issued Sellers Option T+5 Broken date Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). FX Spot Next settlement (Spot+1, aka next day) Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. New Replace Cancel Preliminary (without MiscFees and NetMoney) (Removed/Replaced) Calculated (includes MiscFees and NetMoney) (Removed/Replaced) Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) Reversal Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Close FIFO Open Rolled Close but notify on open Default Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Regular Soft Dollar Step-In Step-Out Soft-dollar Step-In Soft-dollar Step-Out Plan Sponsor Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Accepted (successfully processed) Block level reject Account level reject Received (received not yet processed) Incomplete Rejected by intermediary Allocation pending Reversed Cancelled by intermediary Claimed Refused Pending give-up approval Cancelled Pending take-up approval Reversal pending Identifies status of allocation. Unknown or missing account(s) Incorrect or missing block quantity Incorrect or missing average price Unknown executing broker mnemonic Incorrect or missing commission Unknown OrderID (37) Unknown ListID (66) Other (further in Text (58)) Incorrect or missing allocated quantity Calculation difference Unknown or stale ExecID Mismatched data Unknown ClOrdID Warehouse request rejected Duplicate or missing IndividualAllocId(467) Trade not recognized Trade previously allocated Incorrect or missing instrument Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing settlement instructions Incorrect or missing fees Incorrect or missing tax Unknown or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrrect or missing ProcessCode(81) Other Use Text(58) for further reject reasons. Identifies reason for rejection. New Reply Admin Reply Email message type. Original Transmission Possible Resend Indicates that message may contain information that has been sent under another sequence number. Too late to cancel Unknown order Broker / Exchange Option Order already in Pending Cancel or Pending Replace status Unable to process Order Mass Cancel Request OrigOrdModTime (586) did not match last TransactTime (60) of order Duplicate ClOrdID (11) received Price exceeds current price Price exceeds current price band Invalid price increment Other Code to identify reason for cancel rejection. Broker / Exchange option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Duplicate of a verbally communicated order Stale order Trade along required Invalid Investor ID Unsupported order characteristic Surveillance option Incorrect quantity Incorrect allocated quantity Unknown account(s) Price exceeds current price band Invalid price increment Reference price not available Notional value exceeds threshold Algorithm risk threshold breached A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. Short sell not permitted Short sell rejected due to security pre-borrow restriction Short sell rejected due to account pre-borrow restriction Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. All or None (AON) Market On Close (MOC) (held to close) At the close (around/not held to close) VWAP (Volume Weighted Average Price) In touch with Limit More Behind At the Open Taking a Position At the Market (previously called Current Quote) Ready to Trade Inventory or Portfolio Shown Through the Day Versus Indication - Working Away Crossing Opportunity At the Midpoint Pre-open Axe Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). Axe on bid Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) Axe on offer Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Indicates the party sending message will report trade Indicates the party receiving message must report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is not required to locate Indicates the broker is responsible for locating the stock Indicates whether the broker is to locate the stock in conjunction with a short sell order. Do Not Execute Forex After Security Trade Execute Forex After Security Trade Indicates request for forex accommodation trade to be executed along with security transaction. Unknown security Wrong side Quantity exceeds order No matching order Price exceeds limit Calculation difference No matching ExecutionReport(35=8) Other Reason for execution rejection. Not Natural Natural Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Regulatory (e.g. SEC) Tax Local Commission DEPRECATE - use <CommissionDataGrp> component instead Exchange Fees Stamp Levy Other Markup Consumption Tax Per transaction Conversion Agent Transfer Fee Security Lending Trade reporting Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. Tax on principal amount Tax on accrued interest amount New issuance fee Service fee Odd lot fee Auction fee Value Added tax - VAT Sales tax Indicates type of miscellaneous fee. New Done for day Canceled Replaced Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) Pending Replace (e.g. result of Order Cancel/Replace Request) Trade (partial fill or fill) Trade Correct Trade Cancel Order Status Trade in a Clearing Hold Trade has been released to Clearing Triggered or Activated by System Locked Released Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Multiply Divide Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Default (Replaced) Standing Instructions Provided Specific Allocation Account Overriding (Replaced) Specific Allocation Account Standing (Replaced) Specific Order for a single account (for CIV) Request reject Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** New Cancel Replace Restate Settlement Instructions message transaction type Broker's Instructions Institution's Instructions Investor (e.g. CIV use) Indicates source of Settlement Instructions US Treasury Note (Deprecated Value Use TNOTE) US Treasury Bill (Deprecated Value Use TBILL) Euro Supranational Coupons * Federal Agency Coupon Federal Agency Discount Note Private Export Funding * USD Supranational Coupons * Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Foreign Exchange Contract Non-deliverable forward FX Spot FX Forward FX Swap Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. Credit Default Swap Collar In an interest rate collar, this is a combination of a cap and a floor. Commodity swap Exotic Options on Combo Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. Forward Rate Agreement Future Derivative forward Interest Rate Swap Total return swap Loan/lease Options on Futures Options on Physical - use not recommended Option Spot forward Swap option Transmission General type for a contract based on an established index Bond basket Contract for difference Correlation swap Dividend swap Equity basket Equity forward Return swap Variance swap Common Stock Preferred Stock Repurchase Forward Buy Sellback Securities Loan Securities Pledge Delivery versus pledge Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns * Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended & Restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbriefe * To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Warrant Mutual Fund Multileg Instrument No Security Type Wildcard entry for use on Security Definition Request Cash Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Other DTC SID Thomson ALERT A Global Custodian (StandInstDBName (70) must be provided) AccountNet Identifies the Standing Instruction database used "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement FX Netting FX Swap Identifies the type of Allocation linkage when AllocLinkID (96) is used. Put Call Indicates whether an option contract is a put or call Covered Uncovered Used for derivative products, such as options Details should not be communicated Details should be communicated Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Match Forward Forward and Match Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Target Firm Target List Block Firm Block List Target Person Block Person Indicates the type of RoutingID (217) specified. EONIA EUREPO EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. FutureSWAP LIBID LIBOR (London Inter-Bank Offer) MuniAAA OTHER Pfandbriefe SONIA SWAP Treasury US Federal Reserve fed funds effective rate US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. Euro interbank offer rate Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Alternative Minimum Tax (Y/N) Auto Reinvestment at <rate> or better Bank qualified (Y/N) Bargain conditions (see StipulationValue (234) for values) Coupon range ISO Currency Code Custom start/end date Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) Valuation Discount Insured (Y/N) Year Or Year/Month of Issue (ex. 234=2002/09) Issuer's ticker issue size range Lookback Days Explicit lot identifier Lot Variance (value in percent maximum over- or under-allocation allowed) Maturity Year And Month Maturity range Maximum substitutions (Repo) Minimum denomination Minimum increment Minimum quantity Payment frequency, calendar Number Of Pieces Pools Maximum Pools per Lot Pools per Million Pools per Trade Price Range Pricing frequency Production Year Call protection Purpose Benchmark price source Rating source and range Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible Restricted (Y/N) Market Sector Security Type included or excluded Structure Substitutions frequency (Repo) Substitutions left (Repo) Freeform Text Trade Variance (value in percent maximum over- or under-allocation allowed) Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) Weighted Average Life Coupon - value in percent (exact or range) Weighted Average Loan Age - value in months (exact or range) Weighted Average Maturity - value in months (exact or range) Whole Pool (Y/N) Yield Range Original amount The original issued amount of a mortgage backed security or other loan/asset backed security. Pool effective date Pool initial factor For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. Tranche identifier Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. Substitution (Y/N) Indicates whether substitution is applicable (Y) or (N). Multiple exchange fallback (Y/N) For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. Component security fallback (Y/N) For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). Local jurisdiction (Y/N) "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. Relevant jurisdiction (Y/N) "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. Incurred recovery (Y/N) Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. Additional term Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. Modified equity delivery Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. No reference obligation (Y/N) When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. Unknown reference obligation (Y/N) When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. All guarantees (Y/N) Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. Reference price (Y/N) Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. Reference policy (Y/N) Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. Secured list (Y/N) Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. Average FICO Score Average Loan Size Maximum Loan Balance Pool Identifier Type of Roll trade reference to rolling or closing trade principal of rolling or closing trade interest of rolling or closing trade Available offer quantity to be shown to the street Broker's sales credit Offer price to be shown to internal brokers Offer quantity to be shown to internal brokers The minimum residual offer quantity Maximum order size Order quantity increment Primary or Secondary market indicator Broker sales credit override Trader's credit Discount Rate (when price is denominated in percent of par) Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) Absolute Prepayment Speed Constant Prepayment Penalty Constant Prepayment Rate Constant Prepayment Yield final CPR of Home Equity Prepayment Curve Percent of Manufactured Housing Prepayment Curve Monthly Prepayment Rate Percent of Prospectus Prepayment Curve Percent of BMA Prepayment Curve Single Monthly Mortality For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) After Tax Yield (Municipals) Annual Yield Yield At Issue (Municipals) Yield To Avg Maturity Book Yield Yield to Next Call Yield Change Since Close Closing Yield Compound Yield Current Yield Gvnt Equivalent Yield True Gross Yield Yield with Inflation Assumption Inverse Floater Bond Yield Most Recent Closing Yield Closing Yield Most Recent Month Closing Yield Most Recent Quarter Closing Yield Most Recent Year Yield to Longest Average Life Mark to Market Yield Yield to Maturity Yield to Next Refund (Sinking Fund Bonds) Open Average Yield Previous Close Yield Proceeds Yield Yield to Next Put Semi-annual Yield Yield to Shortest Average Life Simple Yield Tax Equivalent Yield Yield to Tender Date True Yield Yield Value Of 1/32 Yield To Worst Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Not Traded Flat Traded Flat Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full refresh Incremental refresh Specifies the type of Market Data update. book entries to be aggregated book entries should not be aggregated Specifies whether or not book entries should be aggregated. (Not specified) = broker option Bid Offer Trade Index value A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). Opening price Closing price Settlement price Trading session high price Trading session low price Trading session Volume Weighted Average Price (VWAP) Imbalance Trade volume Open interest Composite underlying price Simulated sell price Simulated buy price Margin rate Mid-price Empty book Settle high price Settle low price Prior settle price Session high bid Session low offer Early prices Auction clearing price Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) Daily value adjustment for long positions Cumulative value adjustment for long positions Daily value adjustment for short positions Cumulative value adjustment for short positions Fixing price Cash rate Recovery rate Recovery rate for long positions Recovery rate for short positions Market bid Market offer Short sale minimum price Previous closing price Type of market data entry. Plus Tick Zero-Plus Tick Minus Tick Zero-Minus Tick Direction of the "tick". Open/Active Closed/Inactive Exchange Best Consolidated Best Locked Crossed Depth Fast Trading Non-Firm Manual/Slow Quote Outright Price Implied Price Depth on Offer Depth on Bid Closing News Dissemination Trading Range Order Influx Due to Related News Pending Additional Info Additional Info due to related Resume View of Common Volume Alert Order Imbalance Equipment Changeover No Open / No Resume Regular ETH Automatic Execution Automatic Execution ETH Fast Market ETH Inactive ETH Rotation Rotation ETH Halt Halt ETH Due to News Dissemination Due to News Pending Trading Resume Out of Sequence Bid Specialist Offer Specialist Bid Offer Specialist End of Day SAM Forbidden SAM Frozen SAM PreOpening SAM Opening SAM Open SAM Surveillance SAM Suspended SAM Reserved SAM No Active SAM Restricted Rest of Book VWAP Better Prices in Conditional Orders Median Price Full Curve Flat Curve Space-delimited list of conditions describing a quote. Cash (only) Market Average Price Trade Cash Trade (same day clearing) Next Day (only)Market Opening/Reopening Trade Detail Intraday Trade Detail Rule 127 Trade (NYSE) Rule 155 Trade (AMEX) Sold Last (late reporting) Next Day Trade (next day clearing) Opened (late report of opened trade) Seller Sold (out of sequence) Stopped Stock (guarantee of price but does not execute the order) Imbalance More Buyers (cannot be used in combination with Q) Imbalance More Sellers (cannot be used in combination with P) Opening Price Bargain Condition (LSE) Converted Price Indicator Exchange Last Final Price of Session Ex-pit Crossed Trades resulting from manual/slow quote Trades resulting from intermarket sweep Volume Only Direct Plus Acquisition Bunched Distribution Bunched Sale Split Trade Cancel Stopped Cancel ETH Cancel Stopped ETH Out of Sequence ETH Cancel Last ETH Sold Last Sale ETH Cancel Last Sold Last Sale Cancel Open Cancel Open ETH Opened Sale ETH Cancel Only Cancel Only ETH Late Open ETH Auto Execution ETH Reopen Reopen ETH Adjusted Adjusted ETH Spread Spread ETH Straddle Straddle ETH Stopped Stopped ETH Regular ETH Combo Combo ETH Official Closing Price Prior Reference Price Cancel Stopped Sold Last Stopped Out of Sequence Offical Closing Price (duplicate enumeration - use 'AJ' instead) Crossed (duplicate enumeration - use 'X' instead) Fast Market Automatic Execution Form T Basket Index Burst Basket Trade through exempt Trade ignored prices on away markets. Quote spread Last auction price Trade represents outcome of last auction High price Trade establishes new high price for the session Low price Trade establishes new low price for the session Systematic internalizer Trade conducted by systematic internalizer Away market Trade conducted on away market Mid-point price Trade represents current midpoint price Traded before issue date Trade conducted during subscription phase of new issue Previous closing price Trade represents closing price of previous business day National Best Bid and Offer Trade price within National Best Bid and Offer (NBBO) Implied Trade Marketplace entered trade Multi-asset class multileg trade Multileg-to-Multileg Trade Short Sale Minimum Price Benchmark Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. Type of market data entry. New Change Delete Delete Thru Delete From Overlay Type of Market Data update action. Unknown symbol Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported AggregatedBook Unsupported MDEntryType Unsupported TradingSessionID Unsupported Scope Unsupported OpenCloseSettleFlag Unsupported MDImplicitDelete Insufficient credit Reason for the rejection of a Market Data request. Cancellation / Trade Bust Error Reason for deletion. Daily Open / Close / Settlement entry Session Open / Close / Settlement entry Delivery Settlement entry Expected entry Entry from previous business day Theoretical Price value Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Bankrupt Pending delisting Restricted Identifies a firm's or a security's financial status Ex-Dividend Ex-Distribution Ex-Rights New Ex-Interest Cash Dividend Stock Dividend Non-Integer Stock Split Reverse Stock Split Standard-Integer Stock Split Position Consolidation Liquidation Reorganization Merger Reorganization Rights Offering Shareholder Meeting Spinoff Tender Offer Warrant Special Action Symbol Conversion CUSIP / Name Change Leap Rollover Succession Event Identifies the type of Corporate Action. Accepted Canceled for specific securities Canceled for specific SecurityTypes(167) Canceled for underlying Canceled all Rejected Removed from market Expired Query Quote not found Pending Pass Locked market warning Crossed market warning Canceled due to locked market Canceled due to crossed market Active Canceled Unsolicited quote replenishment Pending end trade Too late to end Traded Traded and removed Identifies the status of the quote acknowledgement. Cancel for one or more securities Cancel for Security Type(s) Cancel for underlying security Cancel All Quotes Cancel specified single quote Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) Cancel by type of quote Cancel quotes by type of quote specified in QuoteType(537) Cancel for Security Issuer Cancel for Issuer of Underlying Security Identifies the type of quote cancel. Unknown symbol (security) Exchange (security) closed Quote Request exceeds limit Too late to enter Unknown quote Duplicate quote Invalid bid/ask spread Invalid price Not authorized to quote security Price exceeds current price band Quote locked - unable to update/cancel Invalid or unknown security issuer Invalid or unknown issuer of underlying security Notional value exceeds threshold Reference price not available Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: No Acknowledgement Acknowledge only negative or erroneous quotes Acknowledge each quote message Summary Acknowledgement Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Manual Automatic Confirm quote Indicates the type of Quote Request being generated Request Security identity and specifications Request Security identity for the specifications provided (name of the security is not supplied) Request List Security Types Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) Symbol SecurityType and or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Type of Security Definition Request. Accept security proposal as-is Accept security proposal with revisions as indicated in the message List of security types returned per request List of securities returned per request Reject security proposal Cannot match selection criteria Type of Security Definition message response. Message is being sent as a result of a prior request Message is being sent unsolicited Indicates whether or not message is being sent as a result of a subscription request or not. Opening delay Trading halt Resume No Open / No Resume Price indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market on Close Imbalance Buy Market on Close Imbalance Sell No Market Imbalance No Market on Close Imbalance ITS Pre-opening New Price Indication Trade Dissemination Time Ready to trade (start of session) Not available for trading (end of session) Not traded on this market Unknown or Invalid Pre-open Opening Rotation Fast Market Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion Post-close No-cancel Identifies the trading status applicable to the transaction. News Dissemination Order Influx Order Imbalance Additional Information News Pending Equipment Changeover Denotes the reason for the Opening Delay or Trading Halt. Halt was not related to a halt of the common stock Halt was due to common stock being halted Indicates whether or not the halt was due to Common Stock trading being halted. Halt was not related to a halt of the related security Halt was due to related security being halted Indicates whether or not the halt was due to the Related Security being halted. Cancel Error Correction Identifies the type of adjustment. Day HalfDay Morning Afternoon Evening After-hours Holiday Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Electronic Open Outcry Two Party Method of trading Testing Simulated Production Trading Session Mode Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected State of the trading session. Cancel New Identifies the Bid Request message type. Was not solicited Was solicited Indicates whether or not the order was solicited. GT corporate action GT renewal / restatement (no corporate action) Verbal change Repricing of order Broker option Partial decline of OrderQty (e.g. exchange initiated partial cancel) Cancel on Trading Halt Cancel on System Failure Market (Exchange) option Canceled, not best Warehouse Recap Peg Refresh Cancel On Connection Loss Cancel On Logout Assign Time Priority Cancelled, Trade Price Violation Cancelled, Cross Imbalance Other The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. Other Unknown ID Unknown Security Unsupported Message Type Application not available Conditionally required field missing Not Authorized DeliverTo firm not available at this time Throttle limit exceeded Throttle limit exceeded, session will be disconnected Throttled messages rejected on request Invalid price increment Code to identify reason for a Business Message Reject message. Related to displayed price Related to market price Related to primary price Related to local primary price Related to midpoint price Related to last trade price Related to VWAP Average Price Guarantee Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. "Non Disclosed" style (e.g. US/European) "Disclosed" sytle (e.g. Japanese) No bidding process Code to identify the type of Bid Request. Sector Country Index Code to identify the type of BidDescriptor (400). Side Value 1 Side Value 2 Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 5-day moving average 20-day moving average Normal market size Other Code to identify the type of liquidity indicator. False True Indicates whether or not to exchange for phsyical. Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. Real-time execution reports (to be discourage) Code to identify the desired frequency of progress reports. Net Gross Code to represent whether value is net (inclusive of tax) or gross. Agency VWAP Guarantee Guaranteed Close Risk Trade Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Closing price at morning session Closing price Current price SQ VWAP through a day VWAP through a morning session VWAP through an afternoon session VWAP through a day except "YORI" (an opening auction) VWAP through a morning session except "YORI" (an opening auction) VWAP through an afternoon session except "YORI" (an opening auction) Strike Open Others Code to represent the basis price type. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points spread) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Fixed cabinet trade price (primarily for listed futures and options) Variable cabinet trade price (primarily for listed futures and options) Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based. Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. Book out all trades on day of execution Accumulate executions until order is filled or expires Accumulate until verbally notified otherwise Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Ack Response Timed Exec Started All Done Alert Code to represent the status type. Net Gross Code to represent whether value is net (inclusive of tax) or gross. In bidding process Received for execution Executing Cancelling Alert All Done Reject Code to represent the status of a list order. Immediate Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) Exchange/switch CIV order - Sell driven Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) Identifies the type of ListExecInst (69). Order cancel request Order cancel/replace request Identifies the type of request that a Cancel Reject is in response to. Single security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. UK National Insurance or Pension Number US Social Security Number US Employer or Tax ID Number Australian Business Number Australian Tax File Number Tax ID Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII/FID Taiwanese Trading Acct Malaysian Central Depository (MCD) number Chinese Investor ID Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code Custom ID schema used between counterparties, trading platforms and repositories. ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) Australian Company Number Australian Registered Body Number CFTC reporting firm identifier Legal Entity Identifier (ISO 17442) LEI Interim identifier An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate / Lending Firm (for short-sales) Fund Manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buy-side firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub-custodian Beneficiary Interested party Regulatory body In the context of regulatory reporting, this identifies the regulator the trade is being reported to. Liquidity provider Entering trader Contra trader Position account The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. Contra Investor ID Transfer to Firm Contra Position Account Contra Exchange Internal Carry Account Order Entry Operator ID Secondary Account Number Foreign Firm Third Party Allocation Firm Claiming Account Asset Manager Pledgor Account Pledgee Account Large Trader Reportable Account Trader mnemonic Sender Location Session ID Acceptable Counterparty Unacceptable Counterparty Entering Unit Executing Unit Introducing Broker Quote originator Report originator Systematic internaliser (SI) Multilateral Trading Facility (MTF) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Regulated Market (RM) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market Maker Investment Firm Host Competent Authority (Host CA) Home Competent Authority (Home CA) Competent Authority of the most relevant market in terms of liquidity (CAL) Competent Authority of the Transaction (Execution) Venue (CATV) Reporting intermediary (medium/vendor via which report has been published) Execution Venue Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market data entry originator Location ID Desk ID Market data market Allocation Entity Prime Broker providing General Trade Services Step-Out Firm (Prime Broker) BrokerClearingID Central Registration Depository (CRD) Clearing Account Acceptable Settling Counterparty Unacceptable Settling Counterparty CLS Member Bank In Concert Group In Concert Controlling Entity Large Positions Reporting Account Settlement Firm Settlement account The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. Reporting Market Center Related Reporting Market Center Away Market Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Give-up (trading) firm Take-up (trading) firm Take-up clearing firm Originating Market Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. Margin account Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. Collateral asset account The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. Data repository Multiple instances of this PartyRole may appear for reporting purposes. Calculation agent Sender of exercise notice Receiver of exercise notice Rate reference bank The bank providing the reference rate. Multiple instance of this PartyRole may appear. Correspondent Beneficiary's bank or depository institution The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. Borrower Primary obligator Guarantor Excluded reference entity Determining party Hedging party Reporting entity The entity that is reporting the information. Sales person The person who is involved in the sales activities for their firm. Operator The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. Central Securities Depository (CSD) International Central Securities Depository (ICSD) Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Round to nearest Round down Round up Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Direct Credit (BECS, BACS) ACH Credit BPAY High Value Clearing System HVACS Reinvest In Fund A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Yes No - Execution Only No - Waiver agreement No - Institutional For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. Passed Not Checked Exempt - Below the Limit Exempt - Client Money Type exemption Exempt - Authorised Credit or financial institution A one character code identifying Money laundering status. Bid price Creation price Creation price plus adjustment percent Creation price plus adjustment amount Offer price Offer price minus adjustment percent Offer price minus adjustment amount Single price For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. New Cancel Replace Release Reverse Cancel Due To Back Out of Trade Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Debit Card Direct Debit (BECS) Direct Credit (BECS) Credit Card ACH Debit ACH Credit BPAY High Value Clearing System (HVACS) CHIPS S.W.I.F.T. CHAPS SIC euroSIC A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties None/Not Applicable (default) Maxi ISA (UK) TESSA (UK) Mini Cash ISA (UK) Mini Stocks And Shares ISA (UK) Mini Insurance ISA (UK) Current Year Payment (US) Prior Year Payment (US) Asset Transfer (US) Employee - prior year (US) Employee - current year (US) Employer - prior year (US) Employer - current year (US) Non-fund prototype IRA (US) Non-fund qualified plan (US) Defined contribution plan (US) Individual Retirement Account (US) Individual Retirement Account - Rollover (US) KEOGH (US) Profit Sharing Plan (US) 401(k) (US) Self-directed IRA (US) 403(b) (US) 457 (US) Roth IRA (Fund Prototype) (US) Roth IRA (Non-prototype) (US) Roth Conversion IRA (Fund Prototype) (US) Roth Conversion IRA (Non-prototype) (US) Education IRA (Fund Prototype) (US) Education IRA (Non-prototype) (US) Other For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties No Yes A one character code identifying whether the Fund based renewal commission is to be waived. Accepted Rejected Held Reminder - i.e. Registration Instructions are still outstanding Registration status as returned by the broker or (for CIV) the fund manager: Invalid/unacceptable Account Type Invalid/unacceptable Tax Exempt Type Invalid/unacceptable Ownership Type Invalid/unacceptable No Reg Details Invalid/unacceptable Reg Seq No Invalid/unacceptable Reg Details Invalid/unacceptable Mailing Details Invalid/unacceptable Mailing Instructions Invalid/unacceptable Investor ID Invalid/unaceeptable Investor ID Source Invalid/unacceptable Date Of Birth Invalid/unacceptable Investor Country Of Residence Invalid/unacceptable No Distrib Instns Invalid/unacceptable Distrib Percentage Invalid/unacceptable Distrib Payment Method Invalid/unacceptable Cash Distrib Agent Acct Name Invalid/unacceptable Cash Distrib Agent Code Invalid/unacceptable Cash Distrib Agent Acct Num Other Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: New Cancel Replace Identifies Registration Instructions transaction type Joint Investors Tenants in Common Joint Trustees The relationship between Registration parties. Commission amount (actual) Commission percent (actual) Initial Charge Amount Initial Charge Percent Discount Amount Discount Percent Dilution Levy Amount Dilution Levy Percent Exit Charge Amount Exit Charge Percent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) Fund-Based Renewal Commission Amount (based on Order value) Fund-Based Renewal Commission Amount (based on Projected Fund value) Net Settlement Amount Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Individual investor Public company Private company Individual trustee Company trustee Pension plan Custodian under Gifts to Minors Act Trusts Fiduciaries Networking sub-account Non-profit organization Corporate body Nominee Institutional customer Combined Representing more than one type of beneficial owner account. Member firm employee or associated person Market making account Proprietary account Non-broker-dealer Unknown beneficial owner type Error account of firm Identifies the type of owner. Agency Proprietary Individual Principal For some markets Principal may include Proprietary. Riskless Principal Agent for Other Member Mixed capacity Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Program Trade Index Arbitrage Non-Index Arbitrage Competing Market Maker Acting as Market Maker or Specialist in the security Acting as Market Maker or Specialist in the underlying security of a derivative security Foreign Entity (of foreign government or regulatory jurisdiction) External Market Participant External Inter-connected Market Linkage Riskless Arbitrage Issuer Holding Issue Price Stabilization Non-algorithmic Algorithmic Cross Insider Account Significant Shareholder Normal Course Issuer Bid (NCIB) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Cancel orders for a security Cancel orders for an underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Cancel Request. Cancel Request Rejected - See MassCancelRejectReason (532) Cancel orders for a security Cancel orders for an Underlying Security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel All Orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel Orders for a Securities Issuer Cancel Orders for Issuer of Underlying Security Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Mass Cancel Not Supported Invalid or Unknown Security Invalid or Unkown Underlying security Invalid or Unknown Product Invalid or Unknown CFICode Invalid or Unknown SecurityType Invalid or Unknown Trading Session Invalid or unknown Market Invalid or unkown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Cancel Request was rejected Indicative Tradeable Restricted tradeable Counter (tradeable) Initially tradeable Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. Cash Margin Open Margin Close Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. Local Market (Exchange, ECN, ATS) National Global Specifies the market scope of the market data. Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request Defines how a server handles distribution of a truncated book. Defaults to broker option. All-or-none cross A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. Immediate-or-cancel cross A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. One sided cross A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. Cross executed against book A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. Basis cross A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. Contingent cross A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. Volume-weighted-average-price (VWAP) cross A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. Special trading session cross A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. Customer to customer cross Cross order where both sides of the cross represent agency orders. Type of cross being submitted to a market None Buy side is prioritized Sell side is prioritized Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). One Side Both Sides Number of Side repeating group instances. Symbol SecurityType and/or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Identifies the type/criteria of Security List Request Valid request Invalid or unsupported request No instruments found that match selection criteria Not authorized to retrieve instrument data Instrument data temporarily unavailable Request for instrument data not supported The results returned to a Security Request message Report by mulitleg security only (do not report legs) Report by multileg security and by instrument legs belonging to the multileg security Report by instrument legs belonging to the multileg security only (do not report status of multileg security) Indicates the method of execution reporting requested by issuer of the order. Unknown or invalid TradingSessionID Other Indicates the reason a Trading Session Status Request was rejected. All Trades Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) Unmatched trades that match criteria Unreported trades that match criteria Advisories that match criteria Type of Trade Capture Report. Not reported to counterparty or market Previously reported to counterparty or market In the context of MiFID II when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). Indicates if the trade capture report was previously reported to the counterparty or market. Compared, matched or affirmed Uncompared, unmatched, or unaffirmed Advisory or alert The status of this trade with respect to matching or comparison. One-Party Trade Report (privately negotiated trade) Two-Party Trade Report (privately negotiated trade) Confirmed Trade Report (reporting from recognized markets) Auto-match Cross Auction Counter-Order Selection Call Auction Issuing/Buy Back Auction Systematic Internalizer Auto-match with last look Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. Cross auction with last look Execution that arises from a match against orders or quotes which require a confirmation during an auction. ACT Accepted Trade ACT Default Trade ACT Default After M2 ACT M6 Match Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) Compared records resulting from stamped advisories or specialist accepts/pair-offs Summarized match using A1 exact match criteria except quantity is summaried Summarized match using A2 exact match criteria except quantity is summarized Summarized match using A3 exact match criteria except quantity is summarized Summarized match using A4 exact match criteria except quantity is summarized Summarized match using A5 exact match criteria except quantity is summarized Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match Summarized match minus badges and times: ACT M2 Match OCS Locked In: Non-ACT The point in the matching process at which this trade was matched. Treat as round lot (default) Treat as odd lot This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Process normally Exclude from all netting Bilateral netting only Ex clearing Special trade Multilateral netting Clear against central counterparty Exclude from central counterparty Manual mode (pre-posting and/or pre-giveup) Automatic posting mode (trade posting to the position account number specified) Automatic give-up mode (trade give-up to the give-up destination number specified) Qualified Service Representative QSR Customer trade Self clearing Buy-in Eligibility of this trade for clearing and central counterparty processing. Account is carried on customer side of the books Account is carried on non-customer side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Equities specialist Options market maker Options firm account Type of account associated with an order Member trading for their own account Clearing firm trading for its proprietary account Member trading for another member All other Retail customer An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Status for orders for a Security Status for orders for an Underlying Security Status for orders for a Product Status for orders for a CFICode Status for orders for a SecurityType Status for orders for a trading session Status for all orders Status for orders for a PartyID Status for Security Issuer Status for Issuer of Underlying Security Mass Status Request Type Can trigger booking without reference to the order initiator ("auto") Speak with order initiator before booking ("speak first") Accumulate Indicates whether or not automatic booking can occur. Each partial execution is a bookable unit Aggregate partial executions on this order, and book one trade per order Aggregate executions for this symbol, side, and settlement date Indicates what constitutes a bookable unit. Pro rata Do not pro-rata - discuss first Indicates the method of preallocation. Pre-Trading Opening or opening auction (Continuous) Trading Closing or closing auction Post-Trading Scheduled intraday auction Quiescent Any auction Unscheduled intraday auction An unscheduled intraday auction might be triggered by a circuit breaker. Out of main session trading In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. Private auction An auction phase where only two parties participate. Public auction An auction phase where all trading parties participate. Group auction An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Calculated (includes MiscFees and NetMoney) Preliminary (without MiscFees and NetMoney) Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) Ready-To-Book single order Buyside Ready-To-Book - combined set of orders (replaced) Warehouse instruction Request to intermediary Accept Reject Accept Pending Incomplete group Complete group Reversal Pending Reopen group Cancel group Give-up Take-up Refuse take-up Initiate reversal Reverse Refuse reversal Sub-allocation give-up Approve give-up Approve take-up Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 1st year delegate trading for own account 2nd year delegate trading for own account 3rd year delegate trading for own account 4th year delegate trading for own account 5th year delegate trading for own account 6th year delegate trading for own account CBOE Member Non-member and Customer Equity Member and Clearing Member Full and Associate Member trading for own account and as floor brokers 106.H and 106.J firms GIM, IDEM and COM Membership Interest Holders Lessee 106.F Employees All other ownership types Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Order has been accepted but not yet in a working state Order is currently being worked Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Priority unchanged Lost Priority as result of order change Indicates if a Cancel/Replace has caused an order to lose book priority. Does not consitute a Legal Confirm Legal Confirm Indicates that this message is to serve as the final and legal confirmation. Unknown Symbol (Security) Exchange (Security) Closed Quote Request Exceeds Limit Too Late to enter Invalid Price Not Authorized To Request Quote No Match For Inquiry No Market For Instrument No Inventory Pass Insufficient credit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: BIC SID Code TFM (GSPTA) OMGEO (Alert ID) DTCC Code Other (custom or proprietary) Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Received Mismatched Account Missing Settlement Instructions Confirmed Request Rejected Identifies the status of the Confirmation. New Replace Cancel Identifies the Confirmation transaction type. Book Entry (default) Bearer Identifies the form of delivery. Par For Par Modified Duration Risk Proceeds For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed Amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points relative to benchmark) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Spread (swaps) Yield Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Hit/Lift Counter Expired Cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). Done away Trade was done with another quote provider. Pass End trade Timed out Tied Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. Tied cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. Identifies the type of Quote Response. Allocation Trade Qty Option Assignment As-of Trade Qty Delivery Qty Electronic Trade Qty Option Exercise Qty End-of-Day Qty Intra-spread Qty Inter-spread Qty Adjustment Qty Pit Trade Qty Start-of-Day Qty Integral Split Transaction from Assignment Total Transaction Qty Transaction Quantity Transfer Trade Qty Transaction from Exercise Cross Margin Qty Receive Quantity Corporate Action Adjustment Delivery Notice Qty Exchange for Physical Qty Privately negotiated Trade Qty (Non-regulated) Net Delta Qty Credit Event Adjustment Succession Event Adjustment Net Qty Gross Qty Intraday Qty Gross non-delta-adjusted swaption position Delta-adjusted paired swaption position Expiring quantity The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. Quantity not exercised The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. Requested exercise quantity The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. Cash futures equivalent quantity Used to identify the type of quantity that is being returned. Submitted Accepted Rejected Status of this position. Cash amount (corporate event) Cash residual amount Final mark-to-market amount Incremental mark-to-market Premium amount Start of day mark-to-market Trade variation amount Value adjusted amount Settlement value Initial trade coupon amount Accrued coupon amount Coupon amount Incremental accrued coupon Collateralized mark-to-market Incremental collateralized mark-to-market Compensation amount Total banked amount Total collateralized amount Long paired swap or swaption notional value Short paired swap or swaption notional value Start-of-day accrued coupon Net present value Start-of-day net present value Net cash flow Present value of all fees Present value of one basis points Change in value if yield curve shifts 0.01%. The five year equivalent notional amount Undiscounted mark-to-market Mark-to-model Mark-to-market variance Mark-to-model variance Upfront payment Type of Position amount Exercise Do not exercise Position adjustment Position change submission / margin disposition Pledge Large trader submission Large positions reporting submission Long holdings Internal transfer Changes due to transfer of positions within a firm. Transfer of firm Changes due to transfer of all positions of a firm. External transfer Changes due to transfer of positions between firms. Corporate action Notification Information about a position that has been chosen for assignment. Position creation Changes due to an option exercise causing a new futures position to be created. Close out Information about a position that has been closed out. Reopen Information about a position that has been reopened, i.e. reversal of a close out. Identifies the type of position transaction. New Used to increment the overall transaction quantity. Replace Used to override the overall transaction quantity or specific add messages based on the reference ID. Cancel Used to remove the overall transaction quantity or specific add messages based on the reference ID. Reverse Used to completelly back-out the transaction such that the transaction never existed. Maintenance Action to be performed. Intraday Regular Trading Hours Electronic Trading Hours End Of Day Identifies a specific settlement session Process request as margin disposition Delta plus Delta minus Final Customer specific position Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Accepted Accepted With Warnings Rejected Completed Completed With Warnings Status of Position Maintenance Request Successful Completion - no warnings or errors Rejected Other Result of Position Maintenance Request. Positions Trades Exercises Assignments Settlement Activity Backout Message Delta Positions Net Position Large Positions Reporting Exercise Position Reporting Submission Position Limit Reporting Submission Used to specify the type of position request being made. In-band (default) Transport of the request was sent over in-band. Out of band Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). Valid request Invalid or unsupported request No positions found that match criteria Not authorized to request positions Request for position not supported Other (use Text (58) in conjunction with this code for an explaination) Result of Request for Positions. Completed Completed With Warnings Rejected Status of Request for Positions Final Theoretical Type of settlement price Pro rata Random Method by which short positions are assigned to an exercise notice during exercise and assignment processing Automatic Manual Exercise Method used to in performing assignment. Successful (default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid transport type requested Invalid destination requested TradeRequestType not supported Not authorized Other Result of Trade Request Accepted Completed Rejected Status of Trade Request. Successful (default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Price exceeds current price band Reference price not available Notional value exceeds threshold Other Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Single Security (default if not specified) Individual leg of a multileg security Multileg Security Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Execution time Time in Time out Broker receipt Broker execution Desk receipt Submission to clearing Time priority Orderbook entry time Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. Order submission time Time the order was sent by the submitter. Publicly reported Public report updated Non-publicly reported Non-public report updated Submitted for confirmation Updated for confirmation Confirmed Updated for clearing Cleared Allocations submitted Allocations updated Application completed Submitted to repository Post-trade continuation event Post-trade valuation Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Status Confirmation Confirmation Request Rejected (reason can be stated in Text (58) field) Identifies the type of Confirmation message being sent. Incorrect or missing account Incorrect or missing settlement instructions Unknown or missing IndividualAllocId(467) Transaction not recognized Duplicate transaction Incorrect or missing instrument Incorrect or missing price Incorrect or missing commission Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing quantity Incorrect or missing fees Incorrect or missing tax Incorrect or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrect or missing capacity Other Use Text(58) for further reject reasons. Identifies the reason for rejecting a Confirmation. Regular booking CFD (Contract for difference) Total Return Swap Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Use default instructions Derive from parameters provided Full details provided SSI DB IDs provided Phone for instructions Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Cash Securities Used to indicate whether a delivery instruction is used for securities or cash settlement. Overnight Term Flexible Open Type of financing termination. Unable to process request Unknown account No matching settlement instructions found Other Identifies reason for rejection (of a settlement instruction request message). Preliminary request to intermediary Sellside calculated using preliminary (includes MiscFees and NetMoney) Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) Warehouse recap Request to intermediary Accept Reject Accept Pending Complete Reverse Pending Give-up Take-up Reversal Alleged reversal Sub-allocation give-up Describes the specific type or purpose of an Allocation Report message Original details incomplete/incorrect Change in underlying order details Cancelled by give-up firm Other Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Account is carried pn customer side of books Account is carried on non-customer side of books House trader Floor trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Type of account associated with a confirmation or other trade-level message Firm Person System Application Full legal name of firm Postal address Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant member code Registered address Fund account name Telex number Fax number Securities account name Cash account name Department Location desk Position account type Security locate ID Market maker Eligible counterparty Professional client Location Execution venue Currency delivery identifier Address City Address State/Province Address Postal Code Address Street Address Country (ISO country code) ISO country code Market segment Customer account type Omnibus account Funds segregation type Guarantee fund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). Swap dealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". Major participant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. Financial entity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. U.S. person A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. Reporting entity indicator Indicates the entity obligated to report to their regulator. Set PartySubID(523)=Y if true. Elected clearing requirement exception Business center Reference text Short-marking exempt account Parent firm identifier Implementation-specific identifier of this party's parent entity. Parent firm name Full name of this party's parent entity. Deal identifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. System trade identifier System trade sub-identifier Futures Commission Merchant (FCM) code The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. Delivery terminal customer account/code Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. Voluntary reporting entity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. Reporting obligation jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. Voluntary reporting jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. Company activities For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. European Economic Area domiciled ID values: Y or N Contract linked to commercial or treasury financing for this counterparty ID values: Y or N Contract above clearing threshold for this counterparty ID values: Y or N Voluntary reporting party When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. End user When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. Location or jurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Derivatives dealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Exempt from recognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Type of PartySubID(523) value. Pending Accept Pending Release Pending Reversal Accept Block Level Reject Account Level Reject Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" No Action Taken Queue Flushed Overlay Last End Session Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. No Action Taken Queue Flushed Overlay Last End Session Action to take to resolve an application message queue (backlog). No average pricing Trade is part of an average price group identified by the AvgPxGroupID(1731) Last trade is the average price group identified by the AvgPxGroupID(1731) Average Pricing Indicator Allocation not required Allocation required (give-up trade) allocation information not provided (incomplete) Use allocation provided with the trade Allocation give-up executor Allocation from executor Allocation to claim account Trade split Identifies if, and how, the trade is to be allocated or split. Expire on trading session close (default) Expire on trading session open Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) Part of trading cycle when an instrument expires. Field is applicable for derivatives. Regular trade Block trade Exchange for physical (EFP) Transfer Late trade T trade Weighted average price trade Bunched trade Late bunched trade Prior reference price trade After hours trade Exchange for risk (EFR) Exchange for swap (EFS) Exchange of futures for in market futures (EFM) For example full sized for mini. Exchange of options for options (EOO) Trading at settlement All or none Futures large order execution Exchange of futures for external market futures (EFF) Option interim trade Option cabinet trade Privately negotiated trade Substitution of futures for forwards Non-standard settlement Derivative related transaction Portfolio trade Volume weighted average trade Exchange granted trade Repurchase agreement OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. Exchange basis facility (EBF) Opening trade Netted trade Block swap trade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. Credit event trade Succession event trade Give-up Give-in trade Dark trade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. Technical trade Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. Package trade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. Error trade Special cum dividend (CD) Special ex dividend (XD) Special cum coupon (CC) Special ex coupon (XC) Cash settlement (CS) Special price (SP) Usually net or all-in price. Guaranteed delivery (GD) Special cum rights (CR) Special ex rights (XR) Special cum capital repayments (CP) Special ex capital repayments (XP) Special cum bonus (CB) Special ex bonus (XB) Block trade The same as large trade. Worked principal trade Block trades Name change Portfolio transfer Prorogation buy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. Prorogation sell See prorogation buy. Option exercise Delta neutral transaction Financing transaction Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. CMTA Internal transfer or adjustment External transfer or transfer of account Reject for submitting side Advisory for contra side Offset due to an allocation Onset due to an allocation Differential spread Implied spread leg executed against an outright Transaction from exercise Transaction from assignment ACATS Off Hours Trade On Hours Trade OTC Quote Converted SWAP Wash Trade Trade at Settlement Identifies a trade that will be priced using the settlement price. Auction Trade Trade at Marker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. Default (Credit Event) Restructuring (credit event) Merger (succession event) Spin-off (succession event) Multilateral compression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. AI (Automated input facility disabled in response to an exchange request.) B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) K (Transaction using block trade facility.) LC (Correction submitted more than three days after publication of the original trade report.) M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) NR (Non-risk transaction in a SEATS security other than an AIM security) P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) PA (Protected transaction notification) PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) PN (Worked principal notification for a portfolio transaction which includes order book securities) R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) T (If reporting a single protected transaction) WN (Worked principal notification for a single order book security) WT (Worked principal transaction (other than a portfolio transaction)) Crossed Trade (X) Interim Protected Trade (I) Large in Scale (L) Further qualification to the trade type Floating (default) Fixed Describes whether peg is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Peg Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) Type of Peg Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the peg Floating (default) Fixed Describes whether discretionay price is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Discretion Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) Type of Discretion Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the discretion VWAP Participate (i.e. aim to be x percent of the market volume) Mininize market impact The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Added Liquidity Removed Liquidity Liquidity Routed Out Auction Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Do Not Report Trade Report Trade Indicates if a trade should be reported via a market reporting service. Dealer Sold Short Dealer Sold Short Exempt Selling Customer Sold Short Selling Customer Sold Short Exempt Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short QSR or AGU Contra Side Sold Short Exempt Reason for short sale. Units (shares, par, currency) Contracts Unit of Measure per Time Unit Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Submit Alleged Accept Decline Addendum No/Was Trade Report Cancel (Locked-In) Trade Break Defaulted Invalid CMTA Pended Alleged New Alleged Addendum Alleged No/Was Alleged Trade Report Cancel Alleged (Locked-In) Trade Break Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). Type of Trade Report Not specified Explicit list provided Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Put Call Tender Sinking fund call Activation Inactivation Last eligible trade date Swap start date Swap end date Swap roll date Swap next start date Swap next roll date First delivery date Last delivery date Initial inventory due date Final inventory due date First intent date Last intent date Position removal date Minimum notice Deliver start time Delivery end time First notice date The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. Last notice date The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. First exercise date Redemption date Trade continuation effective date Other Code to represent the type of event Flat (securities pay interest on a current basis but are traded without interest) Zero coupon Interest bearing (for Euro commercial paper when not issued at discount) No periodic payments Variable rate Less fee for put Stepped coupon Coupon period (if not semi-annual) Supply redemption date in the InstrAttribValue(872) field. When [and if] issued Original issue discount Callable, puttable Escrowed to Maturity Escrowed to redemption date - callable Supply redemption date in the InstrAttribValue(872) field. Pre-refunded In default Unrated Taxable Indexed Subject To Alternative Minimum Tax Original issue discount price Supply price in the InstrAttribValue(872) field. Callable below maturity value Callable without notice by mail to holder unless registered Price tick rules for security Trade type eligibility details for security Instrument denominator Instrument numerator Instrument price precision Instrument strike price Tradeable indicator Instrument is eligible to accept anonymous orders Minimum guaranteed fill volume Minimum guaranteed fill status Trade at settlement (TAS) eligibility Test instrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. Dummy instrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. Negative settlement price eligibility Negative strike price eligibility US standard contract indicator Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf Text Supply the text value in InstrAttribValue(872). Code to represent the type of instrument attribute 3(a)(3) Arising out of a current transaction with a maturity less than 9 months. 4(2) Issued not involving any public offering. 3(a)(2) Issued or guaranteed by the US, state or territorial government. 3(a)(3) & 3(c)(7) Combination of 3(a)(3) and 3(c)(7). 3(a)(4) Religious, education, benevolent, fraternal, charitable or reformatory purposes. 3(a)(5) Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. 3(a)(7) Issued by a receiver or trustee in bankruptcy. 3(c)(7) Qualified hedge-fund under the Investment Company Act of 1940. Other The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. Absolute Per Unit Percentage Defines the unit for a miscellaneous fee. Not Last Message Last Message Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Initial Scheduled Time Warning Margin Deficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. Margin Excess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. Forward Collateral Demand Event of default Adverse tax event Transfer deposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. Transfer withdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. Reason for Collateral Assignment Trade Date GC Instrument Collateral Instrument Substitution Eligible Not Assigned Partially Assigned Fully Assigned Outstanding Trades (Today < end date) Collateral inquiry qualifiers: New Replace Cancel Release Reverse Collateral Assignment Transaction Type Received Accepted Declined Rejected Transaction pending The collateral assignment transaction is pending at the recipient. Transaction completed with warning - see Text(58) for further information. The collateral assignment transaction was accepted and completed but with warnings. Type of collateral assignment response. Unknown deal (order / trade) Unknown or invalid instrument Unauthorized transaction Insufficient collateral Invalid type of collateral Excessive substitution Other Collateral Assignment Reject Reason Unassigned Partially Assigned Assignment Proposed Assigned (Accepted) Challenged Collateral Status Not last message Last message Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment "Free": Deliver (if sell) or Receive (if buy) Free Tri-Party Hold In Custody Identifies type of settlement Log On User Log Off User Change Password For User Request Individual User Status Request Throttle Limit Indicates the action required by a User Request Message Logged In Not Logged In User Not Recognised Password Incorrect Password Changed Other Forced user logout by Exchange Session shutdown warning Throttle parameters changed Indicates the status of a user Connected Not Connected - down expected up Not Connected - down expected down In Process Indicates the status of a network connection Snapshot Subscribe Stop Subscribing Level of Detail, then NoCompID's becomes required Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Full Incremental Update Indicates the type of Network Response Message. Accepted Rejected Cancelled Accepted with errors Pending New Pending Cancel Pending Replace Terminated Pending verification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. Deemed verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. Trade Report Status Received Confirm rejected, i.e. not affirmed Affirmed Specifies the affirmation status of the confirmation. Retain Add Remove Action proposed for an Underlying Instrument instance. Accepted Accepted With Warnings Completed Completed With Warnings Rejected Status of Collateral Inquiry Successful (default) Invalid or unknown instrument Invalid or unknown collateral type Invalid Parties Invalid Transport Type requested Invalid Destination requested No collateral found for the trade specified No collateral found for the order specified Collateral inquiry type not supported Unauthorized for collateral inquiry Other (further information in Text (58) field) Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Int Length NumInGroup SeqNum TagNum float Qty Price PriceOffset Amt Percentage Char Boolean String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp Tenor Datatype of the parameter Active Instrument is active, i.e. trading is possible. Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. Active, closing orders only Instrument is active but only orders closing positions (reducing risk) are allowed. Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. Knocked-out Instrument has breached a pre-defined price threshold. Knock-out revoked Instrument reinstated, i.e. threshold has not been breached. Pending Expiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. Suspended Instrument has been temporarily disabled for trading (i.e. halted). Published Instrument information is provided prior to its first activation. Pending Deletion Instrument is awaiting deletion from security reference data. Used for derivatives. Denotes the current state of the Instrument. FIXED DIFF Used for derivatives that deliver into cash underlying. T+1 T+3 T+4 Indicates order settlement period for the underlying instrument. Add Delete Modify Auto Exercise Non Auto Exercise Final Will Be Exercised Contrary Intention Difference Expiration Quantity type Sub Allocate Third Party Allocation Identifies whether the allocation is to be sub-allocated or allocated to a third party Billion cubic feet Cubic Meters gigajoules Kilowatt hours One Million BTU Megawatt hours therms Equal to 100,000 BTU Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt-Year Kilowatt-Day Kilowatt-Hour Kilowatt-Month Kilowatt-Minute (electrical capacity) liters pounds Megawatt-Year Megawatt-Day Megawatt-Hour Megawatt-Month Megawatt-Minute Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Hour Minute Second Day Week Month Year Quarter Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Automatic Guarantor Manual Broker assigned Specifies the method under which a trade quantity was allocated. false - trade is not an AsOf trade true - trade is an AsOf trade A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Top of Book Price Depth Order Depth Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Book Off-Book Cross Quote driven market Examples for quote driven markets are market maker or specialist market models. Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Used to describe the origin of the market data entry. Phone simple Phone complex FCM provided screen Other provided screen Client provided platform controlled by FCM Client provided platform direct to exchange Algo engine Price at execution (price added at initial order entry, trading, middle office or time of give-up) Desk - electronic Desk - pit Client - electronic Client - pit Add-on order All or none Conditional order Cash not held Delivery instructions - cash Directed order Discretionary limit order Exchange for physical transaction Fill or kill Intraday cross Imbalance only Immediate or cancel Intermarket sweep order Limit on open Limit on Close Market at Open Market at close Market on open Market on close Merger related transfer position Minimum quantity Market to limit Delivery instructions - next day Not held Options related transaction Over the day Pegged Reserve size order Stop stock transaction Scale Delivery instructions - sellers option Time order Trailing stop Work Stay on offerside Go along Participate do not initiate Strict scale Try to scale Stay on bidside No cross OK to cross Call first Percent of volume Reinstate on system failure Institution only Reinstate on trading halt Cancel on trading half Last peg Mid-price peg Non-negotiable Opening peg Market peg Cancel on system failure Primary peg Suspend Fixed peg to local best bid or offer at time of order Peg to VWAP Trade along Try to stop Cancel if not best Strict limit Ignore price validity checks Peg to Limit Price Work to target strategy G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. FINRA OATS FIA Execution Source Code Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Agency Arbitrage Block trading Convertible desk Central risk books Derivatives Equity capital markets International Institutional Other Preferred trading Proprietary Program trading Sales Swaps Trading desk or system non-market maker Treasury Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. FINRA OATS Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Add-on Order All or None Cash Not Held Directed Order Exchange for Physical Transaction Fill or Kill Imbalance Only Immediate or Cancel Limit On Open Limit on Close Market at Open Market at Close Market on Open Market On Close Minimum Quantity Not Held Over the Day Pegged Reserve Size Order Stop Stock Transaction Scale Time Order Trailing Stop Work Codes that apply special information that the broker-dealer needs to report. Received, not yet processed Accepted Don't know / Rejected The status of this execution acknowledgement message. Specific Deposit General conveys how the collateral should be/has been applied Divide Multiply Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Open Close Rolled FIFO Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Agent Principal Riskless Principal Identifies role of dealer; Agent, Principal, RisklessPrincipal Pro rata Random Method under which assignment was conducted Order initiator is aggressor Order initiator is passive Used to identify whether the order initiator is an aggressor or not in the trade. Indicative Tradeable Restricted Tradeable Counter Indicative and Tradeable Identifies market data quote type. SecondaryOrderID(198) OrderID(37) MDEntryID(278) QuoteEntryID(299) Original order ID QuoteID(117) QuoteReqID(131) Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Immediate (after each fill) Exhaust (when DisplayQty = 0) Instructs when to refresh DisplayQty (1138). Initial (use original DisplayQty) New (use RefreshQty) Random (randomize value) Undisclosed (invisible order) Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Odd Lot Round Lot Block Lot Round lot based upon UnitOfMeasure(996) Defines the lot type assigned to the order. Last peg (last sale) Mid-price peg (midprice of inside quote) Opening peg Market peg Primary peg (primary market - buy at bid or sell at offer) Peg to VWAP Trailing Stop Peg Peg to Limit Price Short sale minimum price Peg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). Defines the type of peg. Partial Execution Specified Trading Session Next Auction Price Movement On Order Entry or order modification entry Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Activate Modify Cancel Defines the type of action to take when the trigger hits. Best Offer Last Trade Best Bid Best Bid or Last Trade Best Offer or Last Trade Best Mid The type of price that the trigger is compared to. None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Trigger if the price of the specified type goes UP to or through the specified Trigger Price. Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. The side from which the trigger price is reached. Market Limit The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. Order Quote Privately Negotiated Trade Multileg order Linked order Quote Request Implied Order Cross Order Streaming price (quote) Internal Cross Order Defines the type of interest behind a trade (fill or partial fill). Trade confirmation Two-party report One-party report for matching One-party report for pass through Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. Automated floor order routing Two-party report for claim One-party report Third-party report for pass through Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. FIX27 FIX30 FIX40 FIX41 FIX42 FIX43 FIX44 FIX50 FIX50SP1 FIX50SP2 Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release BIC (Bank Identification Code) (ISO 9362) Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code ISO Country Code MIC (ISO 10383 - Market Identifier Code) The ID source of ExDestination Not implied Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument Implied-out - The existence of the underlying legs are implied by the multi-leg instrument Both Implied-in and Implied-out Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Preliminary Final Used to identify the reporting mode of the settlement obligation which is either preliminary or final Cancel New Replace Restate Transaction Type - required except where SettlInstMode is 5=Reject SSI request Instructions of Broker Instructions for Institution Investor Buyer's settlement instructions Seller's settlement instructions Used to identify whether these delivery instructions are for the buyside or the sellside. Accepted Rejected Removed from Market Expired Locked Market Warning Cross Market Warning Canceled due to Lock Market Canceled due to Cross Market Active Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Private Quote Public Quote Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. All market participants Specified market participants All Market Makers Primary Market Maker(s) Specifies the type of respondents requested. Order imbalance, auction is extended Trading resumes (after Halt) Price Volatility Interruption Change of Trading Session Change of Trading Subsession Change of Security Trading Status Change of Book Type Change of Market Depth Corporate action Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Exchange Last High / Low Price Average Price (VWAP, TWAP ... ) Turnover (Price * Qty) Type of statistics Customer Quantity of retail investors. Customer professional Quantity of high-volume investors acting similar to broker-dealers. Do not trade through Quantity that cannot trade through the away markets. Specifies the type of secondary size. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. European American Bermuda Other Type of exercise of a derivatives security Standard, money per unit of a physical Index Interest rate Index Percent of Par Method for price quotation premium style futures style mark-to-market futures style with an attached cash adjustment CDS style collateralization of market to market and coupon CDS in delivery - use recovery rate to calculate obligation Specifies the type of valuation method applied. pre-listed only user requested Indicates whether instruments are pre-listed only or can also be defined via user request Regular trading Variable cabinet Fixed cabinet Traded as a spread leg Settled as a spread leg Traded as spread Basis points spread Specifies the type of tick rule which is being described Months Days Weeks Years Unit of measure for the Maturity Month Year Increment YearMonth Only (default) YearMonthDay YearMonthWeek Format used to generate the MaturityMonthYear for each option Price (default) Ticks Percentage Describes the how the price limits are expressed. Add Delete Modify Snapshot If provided, then Instrument occurrence has explicitly changed Add Delete Modify Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Trading resumes (after Halt) Change of Trading Session Change of Trading Subsession Change of Trading Status Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Suspend orders Release orders from suspension Cancel orders Specifies the type of action requested All orders for a security All orders for an underlying security All orders for a Product All orders for a CFICode All orders for a SecurityType All orders for a trading session All orders All orders for a Market All orders for a market segment (or multiple segments) All orders for a Security Group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Action Request. Rejected - See MassActionRejectReason(1376) Accepted Completed Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Mass Action Not Supported Invalid or unknown security Invalid or unknown underlying security Invalid or unknown Product Invalid or unknown CFICode Invalid or unknown SecurityType Invalid or unknown trading session Invalid or unknown Market Invalid or unknown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Action Request was rejected Predefined Multileg Security User-defined Multileg Security User-defined, Non-Securitized, Multileg Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Net Price Reversed Net Price Yield Difference Individual Contract Weighted Average Price Multiplied Price Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) One Cancels the Other (OCO) One Triggers the Other (OTO) One Updates the Other (OUO) - Absolute Quantity Reduction One Updates the Other (OUO) - Proportional Quantity Reduction Bid and Offer Bid and Offer OCO Defines the type of contingency. Broker / Exchange option Exchange closed Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Unsupported order characteristic Other Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Do Not Publish Trade Publish Trade Deferred Publication Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Retransmission of application messages for the specified Applications Subscription to the specified Applications Request for the last ApplLastSeqNum published for the specified Applications Request valid set of Applications Unsubscribe to the specified Applications Cancel retransmission Cancel retransmission and unsubscribe to the specified applications Type of Application Message Request being made. Request successfully processed Application does not exist Messages not available Used to indicate the type of acknowledgement being sent. Application does not exist Messages requested are not available User not authorized for application Used to return an error code or text associated with a response to an Application Request. Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. Application message re-send completed. Type of report Seconds (default if not specified) Tenths of a second Hundredths of a second milliseconds microseconds nanoseconds minutes hours days weeks months years Time unit in which the OrderDelay(1428) is expressed Electronic exchange Pit Ex-pit Clearinghouse Registered market Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. Off-market Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. Central limit order book Quote driven market Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Identifies the type of venue where a trade was executed GTC from previous day Partial Fill Remaining Order Changed The reason for updating the RefOrdID Member trading for their own account Clearing Firm trading for its proprietary account Member trading for another member All other The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Utility provided standard model Proprietary (user supplied) model Type of pricing model used Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. NERC Eastern Off-Peak NERC Western Off-Peak NERC Calendar-All Days in month NERC Eastern Peak NERC Western Peak The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Bloomberg Reuters Telerate ISDA Settlement Rate Option The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option Other Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Primary Secondary Indicates whether the rate source specified is a primary or secondary source. Full Restructuring Modified Restructuring Modified Mod Restructuring No Restructuring specified A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Senior Secured Senior Subordinated Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Industry Classification Trading List Market / Market Segment List Newspaper List Specifies a type of Security List. ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. GICS (Global Industry Classification Standard) published by Standards & Poor Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Company News Marketplace News Financial Market News Technical News Other News Category of news mesage. Replacement Other language Complimentary Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. Type of reference to another News(35=B) message item. Fixed strike (default if not specified) Strike set at expiration to underlying or other value (lookback floating) Strike set to average of underlying settlement price across the life of the option Strike set to optimal value Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Less than underlying price is in-the-money (ITM) Less than or equal to the underlying price is in-the-money(ITM) Equal to the underlying price is in-the-money(ITM) Greater than or equal to underlying price is in-the-money(ITM) Greater than underlying is in-the-money(ITM) Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Regular Special reference Optimal value (Lookback) Average value (Asian option) Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Vanilla Capped Binary Indicates the type of payout that will result from an in-the-money option. Capped Trigger Knock-in up Knock-in down Knock-out up Knock-out down Underlying Reset Barrier Rolling Barrier One-touch No-touch Double one-touch Double no-touch Foreign exchange composite Foreign exchange Quanto Foreign exchange cross currency Strike spread Calendar spread Price observation (Asian or Lookback) Pass-through Strike schedule Equity valuation Dividend valuation Identifies the type of complex event. Less than ComplexEventPrice(1486) Less than or equal to ComplexEventPrice(1486) Equal to ComplexEventPrice(1486) Greater than or equal to ComplexEventPrice(1486) Greater than ComplexEventPrice(1486) Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Expiration Immediate (At Any Time) Specified Date/Time Close Official closing time of the exchange on valuation date. Open Official opening time of the exchange on valuation date. Official settlement price Official settlement price determination time. Derivatives close Official closing time of the derivatives exchange. As specified in Master Confirmation Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). And Or Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Stream assignment for new customer(s) Stream assignment for existing customer(s) Type of stream assignment request. Unknown client Exceeds maximum size Unknown or Invalid currency pair No available stream Other Reason code for stream assignment request reject. Assignment Accepted Assignment Rejected Type of acknowledgement. Assignment Rejected Terminate/Unassign The type of assignment being affected in the Stream Assignment Report. Match Do Not Match Matching Instruction for the order. This order (default) Other order (use RefID) All other orders for the given security All other orders for the given security and price All other orders for the given security and side All other orders for the given security, price and side Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). Credit limit Gross position limit Net position limit Risk exposure limit Long position limit Short position limit Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). Summary Detail Excess/Deficit Net Position Qualifier for MarginRequirementInquiry to identify a specific report. Summary Detail Excess/Deficit Type of MarginRequirementReport. Successful (default) Invalid or unknown instrument Invalid or unknown margin class Invalid Parties Invalid Transport Type requested Invalid Destination requested No margin requirement found Margin requirement inquiry qualifier not supported Unauthorized for margin requirement inquiry Other (further information in Text (58) field) Result returned in response to MarginRequirementInquiry. Additional Margin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance. Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions. Adjusted Margin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. Unadjusted Margin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. Binary Add-On Amount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. Cash Balance Amount Information about cash balance posted to the clearing house to cover the current margin requirement. Concentration Margin Reflects a riskier portfolio concentration when a set of closely related products is held. Core Margin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. Delivery Margin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. Discretionary Margin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. Futures Spread Margin Long and short positions of futures with different expiration dates can be offset against each other and are called �spreads�. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day. This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow. Initial Margin The initial amount required to cover the position. Liquidating Margin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price. The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin. Margin Call Amount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. Margin Deficit Amount (Shortfall) Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. Margin Excess Amount (Surplus) Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. Option Premium Amount Premium registered on the given trading date. The amount of money that the options buyer must pay the options seller. Premium Margin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. Reserve Margin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. Security Collateral Amount Information about the security collateral posted to the clearing house to cover the current margin requirement. Stress Test Add-On Amount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. Super Margin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. Total Margin Sum of all margin amounts at value date. Variation Margin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price. Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures. Secondary Variation Margin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. Rolled up margin deficit Spread response margin Risk factor component associated with spread moves, curve shape changes and recovery rates. Systemic risk margin Risk factor component to capture parallel shift of credit spreads. Curve risk margin Risk factor captures curve shifts based on portfolio. Index spread risk margin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. Sector risk margin Risk factor component to capture sector risk. Jump-to-default risk margin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Basis risk margin Risk factor component to capture basis risk between index and index constituent reference entities. Interest rate risk margin Risk factor component associated with parallel shift movements in interest rates. Jump-to-health risk margin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Other risk margin Any other risk factors include in the Margin Model. Type of margin requirement amount being specified. "hedges for" instrument Underlier Equity equivalent Nearest exchange traded contract Retail equivalent of wholesale instrument Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. The type of instrument relationship No participation Buy participation Sell participation Both buy and sell participation Indicates market maker participation in security. Valid request Invalid or unsupported request No data found that match selection criteria Not authorized to retrieve data Data temporarily unavailable Request for data not supported Other (further information in RejectText (1328) field) Result of a request as identified by the appropriate request ID field Is also Clears for Clears through Trades for Trades through Sponsors Sponsored through Provides guarantee for Is guaranteed by Member of Has members Provides marketplace for Participant of marketplace Carries positions for Posts trades to Enters trades for Enters trades through Provides quotes to Requests quotes from Invests for Invests through Brokers trades for Brokers trades through Provides trading services for Uses trading services of Approves of Approved by Parent firm for Subsidiary of Regulatory owner of Owned by (regulatory) Controls Is controlled by Legal / titled owner of Owned by (legal / title) Beneficial owner of Owned by (beneficial) Settles for Settles through Used to specify the type of the party relationship. Credit limit The credit limit provided by one party to another for trading. Gross limit Net limit Exposure Long limit Short limit Cash margin Additional margin Total margin Limit consumed The limit used in the recent transaction. Clip size/notional limit per time period The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Maximum notional order size DV01/PV01 limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. CS01 limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". Volume limit per time period The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Volume filled as percent of ordered volume per time period The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Notional filled as percent of notional per time period The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Transaction/execution limit per time period The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Include Exclude Operator to perform on the instrument(s) specified Active (default if not specified) Suspended Halted Indicates the status of the party identified with PartyDetailID(1691). Agency Principal Riskless principal Primary trade repository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. Original trade repository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. Additional international trade repository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. Additional domestic trade repository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. Related exchange Options exchange Specified exchange Constituent exchange General clearing member Individual clearing member Preferred market maker Directed market maker Exempt from trade reporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. Bank Hub Indicates that the Intermediary party is a hub system or service provider. Current Can be used to convey an existing party identifier for the same party role in a single message. New Can be used to convey a future party identifier for the same party role in a single message. Qualifies the value of PartyRole(452) Accepted Rejected Received Used to indicate the status of the trade submission (not the trade report) Fee Credit Controls Margin Entitlement / Eligibility Market Data Account Selection Delivery Process Sector Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Options settlement Pending erosion adjustment Final erosion adjustment Tear-up coupon amount Price alignment interest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. Delivery invoice charges Delivery storage charges Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Trade Clearing at Execution Price Trade Clearing at Alternate Clearing Price Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Invalid instrument requested Instrument already exists Request type not supported System unavailable for instrument creation Ineligible instrument group Instrument ID unavailable Invalid or missing data on option leg Invalid or missing data on future leg Invalid or missing data on FX leg Invalid leg price specified Invalid instrument structure specified Identifies the reason a security definition request is being rejected. Throttle limit not exceeded, not queued Queued due to throttle limit exceeded Indicates whether a message was queued as a result of throttling. Queue inbound Queue outbound Reject Disconnect Warning Action to take should throttle limit be exceeded. Inbound Rate Outstanding Requests Type of throttle. Reject if throttle limit exceeded Queue if throttle limit exceeded Describes action recipient should take if a throttle limit were exceeded. Outstanding requests unchanged Outstanding requests decreased Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Roll up Do not roll up An indicator to override the normal procedure to roll up allocations for the same take-up firm. Completed Refused Cancelled Identifies the status of a reversal transaction. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Percent of par Deal spread Upfront points Upfront amount Percent of par and upfront amount Deal spread and upfront amount Upfront points and upfront amount Method used for negotiation of contract price. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Fixed amount (absolute value) Type of price used to determine upfront payment for swaps contracts. No restrictions Security is not shortable Security not shortable at or below the best bid Security is not shortable without pre-borrow Indicates whether a restriction applies to short selling a security. Exemption reason unknown An exemption reason not provided or received. Income sell short exempt Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. Above national best bid (broker/dealer provision) Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. Delayed delivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. Odd lot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker�s or dealer�s position by no more than a unit of trading. Domestic arbitrage The sale is connected to a bona-fide domestic arbitrage transaction. International arbitrage The sale is connected to an international arbitrage transaction. Underwriter or syndicate distribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. Riskless principal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer �long� sale on a riskless principal basis. VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Definitions(Default) Utilization Definitions and utilization Type of risk limit information. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid risk limit type(s) Invalid risk limit ID(s) Invalid risk limit amount(s) Invalid risk/warning level action(s) Invalid risk instrument scope(s) Risk limit actions not supported Warning levels not supported Warning level actions not supported Risk instrument scope not supported Risk limit not approved for party(-ies) Risk limit already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Acceptence pending Status of risk limit definition request. Accepted Accepted with changes Rejected Status of risk limit definition for one party. Queue inbound Queue outbound Reject Disconnect Warning Ping credit check model with revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. Ping credit check model without revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. Push credit check model with revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are to be cancelled. Push credit check model without revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will remain active. Suspend Suspend the Credit User from trading once limit(s) is breached. This is considered a "soft" stop. Halt trading Halt or stop the Credit User from trading once limit(s) is breached. This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability to trade. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Trade Make markets Hold positions Perform give-ups Submit Indications of Interest (IOIs) Subscribe to market data Short with pre-borrow Short sell order is allowed with pre-borrowing. Submit quote requests Entitled to submit quote requests into the market in order to receive quotes from the market. Respond to quote requests Entitled to respond to quote requests from the market. Type of entitlement. Tenor Pattern Reserved100Plus Reserved1000Plus Reserved4000Plus String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp XMLData char Boolean float Qty Price PriceOffset Amt Percentage int Length NumInGroup SeqNum TagNum DayOfMonth Datatype of the entitlement attribute. Automatic (Default) Manual Indicates how control of trading session and subsession transitions are performed. Number of units (e.g. share, par, currency, contracts) (default) Number of round lots Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Added (0=New) Modified (5=Replaced) Deleted (4=Canceled) Partially Filled (F=Trade) Filled (F=Trade) Suspended (9=Suspended) Released (N=Released) Restated (D=Restated) Locked (M=Locked) Triggered (L=Triggered or Activated by System) Activated (L=Triggered or Activated by System) The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Add order request Modify order request Delete order request Order entered out-of-band Order modified out-of-band Order deleted out-of-band Order activated or triggered Order expired Reserve order refreshed Away market better Corporate action Start of day End of day Action that caused the event to occur. Block order auction Directed order auction Exposure order auction Flash order auction Facilitation order auction Solicitation order auction Price improvement mechanism (PIM) Directed Order price improvement mechanism (PIM) Type of auction order. Automatic auction permitted (default) Automatic auction not permitted Instruction related to system generated auctions, e.g. flash order auctions. Not locked Away market better Three tick locked Locked by market maker Directed order lock Multileg lock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. Market order lock Pre-assignment lock Indicates whether an order is locked and for what reason. Intermarket Sweep Order (ISO) No Away Market Better check Instruction to define conditions under which to release a locked order or parts of it. Volume Price Side AON General General is used for bilateral agreed disclosure information type(s). Clearing account CMTA account Information subject to disclosure. No Yes Use default setting Instruction to disclose information or to use default value of the receiver. Customer Customer professional Broker-dealer Customer broker-dealer Principal Market maker Away market maker Designates the capacity in which the order is submitted for trading by the market participant. Customer Firm Market maker Designates the account type to be used for the order when submitted to clearing. NBB (National Best Bid) NBO (National Best Offer) Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Once (applies only to first execution) Multiple (applies to every execution) Indicates how the minimum quantity should be applied when executing the order. Not triggered (default) Triggered Stop order triggered One Cancels the Other (OCO) order triggered One Triggers the Other (OTO) order triggered One Updates the Other (OUO) order triggered Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. Hour Minute Second Day Week Month Year Time unit associated with the event. Order received from a customer Order received from within the firm Order received from another broker-dealer Order received from a customer or orginated with the firm Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. Not cleared Trade or position has not yet been submitted for clearing. Cleared Trade or position has been successfully cleared. Submitted Trade or position has been submitted for clearing. Rejected Trade or position was rejected by clearing. Indicates whether the trade or position being reported was cleared through a clearing organization. Two component intercommodity spread Index or basket Two component locational basis Other Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Principal Agent Customer Counterparty Used to describe the ownership of the position. Special cum dividend (CD) Special cum rights (CR) Special ex dividend (XD) Special ex rights (XR) Special cum coupon (CC) Special cum capital repayments (CP) Special ex coupon (XC) Special ex capital repayments (XP) Cash settlement (CS) Special cum bonus (CB) Special price (SP) Usually net or all-in price. Special ex bonus (XB) Guaranteed delivery (GD) Special dividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. Price improvement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. Non-price forming trade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. Trade exempted from trading obligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Pending clear Claimed Cleared Rejected Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Cleared quantity Long side claimed quantity Short side claimed quantity Long side rejected quantity Short side rejected quantity Pending quantity Transaction quantity Remaining trade quantity Used to indicate the remaining quantity of a trade after a give-up or posting action. Previous remaining trade quantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. Indicates the type of trade quantity in TradeQty(1843). Add to an existing allocation group if one exists. Do not add the trade to an allocation group. Instruction on how to add a trade to an allocation group when it is being given-up. Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. Indicates the trade is a result of an offset or onset. No average pricing Trade is part of the average price group identified by the SideAvgPxGroupID(1854) Last trade is the average price group identified by the SideAvgPxGroupID(1854) Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. Non-FIX source Trade ID Secondary trade ID Trade report ID Firm trade ID Secondary firm Trade ID Regulatory trade ID Describes the source of the identifier that RelatedTradeID(1856) represents. Position maintenance report ID - PosMaintRptID(721) Position transfer ID - TransferID(2437) Position entity ID - PositionID(2618) Describes the source of the identifier that RelatedPositionID(1862) represents. Received, not yet processed Accepted Rejected Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Price check Notional value check Type of value to be checked. Do not check Checks will not be done for the specified ValueCheckType(1869). Check Checks will be done for the specificed ValueCheckType(1869) Best effort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. Action to be taken for the ValueCheckType(1869). Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid party status(es) Not authorized Other Result party detail definition request. Accepted Accepted with changes Rejected Acceptance pending Status of party details definition request. Accepted Accepted with changes Rejected Status of party detail definition for one party. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid entitlement type(s) Invalid entitlement ID(s) / ref ID(s) Invalid entitlement attribute(s) Invalid instrument scope(s) Invalid market segment scope(s) Invalid start date Invalid end date Instrument scope not supported Market segment scope not supported Entitlement not approved for party(-ies) Entitlement already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). Requested Entitlement definition has been requested. Deferred Entitlement definition request is being postponed or delayed. Status of entitlement definition for one party. Received, not yet processed Accepted Rejected Used to indicate the status of the trade match report submission. Successful Invalid party information Unknown instrument Not authorized to report trades Invalid trade type Other Reason the trade match report submission was rejected. Amount Percentage Describes the format of the PriceMovementValue(1921). Initial block trade Allocation Determination that the block trade will not be further allocated. Clearing Compression Novation Termination Post-trade valuation Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default if not specified. Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. Block The block trade's identifier when reporting an allocated subtrade. Related The related trade identifier when reporting a mixed swap. Cleared block trade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Do not intend to clear Intend to clear Specifies the party's or parties' intention to clear the trade. Non-electronic Electronic Unconfirmed Specifies how a trade was confirmed. Non-electronic Electronic Indication of how a trade was verified. No exception Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. End-user exception In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf Inter-affiliate exception In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf Treasury affiliate exception In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf Cooperative exception Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Principal is paying fixed rate Principal is receiving fixed rate Swap is float/float or fixed/fixed Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Real-time (RT) Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. Primary economic terms (PET) Report to regulators of the full terms of a regulated transaction included in the legal confirmation. Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. Confirmation Report from a clearing organization of a cleared regulated transaction. Combination of RT and PET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. Combination of PET and confirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. Combination of RT, PET and confirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. Post-trade valuation Periodic report of the ongoing mark-to-market value of a regulated transaction. Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. Post-trade event Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. Post trade event RT reportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). Limited Details Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". Daily Aggregated Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". Volume Omission Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". Four Weeks Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". Indefinite Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". Volume Omission Trade Eligible for Subsequent Aggregated Enrichment Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". Full Details Trade of "Limited Details Trade" Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". Full Details of "Daily Aggregated Trade" Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". Full Details of "Volume Omission Trade" Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". Full Details of "Four Weeks Aggregation Trade" Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". Type of regulatory report. Uncollateralized Partially collateralized One-way collaterallization Fully collateralized Specifies how the trade is collateralized. Novation Partial novation Trade unwind "Trade" includes "Swaps". Partial trade unwind "Trade" includes "Swaps". Exercise Compression/Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. Full netting Partial netting Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. Increase Credit event Strategic restructuring Succession event reorganization Succession event renaming Porting Withdrawal One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Account transfer Give up TakeUp Average pricing Reversal Allocation/Trade posting Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. Delivery Option assignment Expiration Maturity Equal position adjustment Unequal position adjustment An adjustment to either the long or short position quantity but not both. Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. Other price-forming continuation data Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. Interest rate Currency Credit Equity Commodity Other Cash Debt Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. Loan facility The broad asset category for assessing risk exposure. Metals Bullion Energy Commodity index Agricultural Environmental Freight Single name Credit index Index tranche Credit basket Basket [for multi-currency] Government Agency Corporate Financing Money market Mortgage Municipal Common Preferred Equity index Equity basket Mutual fund Collective investment vehicle Investment program A generalized fund for major investors. Specialized account program A specialized fund setup for a particular account or group of accounts. Single currency Cross currency Term loan Bridge loan Letter of credit Exotic The subcategory description of the asset class. Basis swap Index swap Broad-based security swap Basket swap The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. Zero Fixed rate Floating rate Structured Coupon type of the bond. Day Week Month Year Hour Minute Second Term Time unit associated with the frequency of the bond's coupon payment. 1/1 If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). 30/360 (30U/360 or Bond Basis) Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). 30/360 (SIA) A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. 30/360M Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. 30E/360 (Eurobond Basis) Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). 30E/360 (ISDA) Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Act/360 The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). Act/365 (FIXED) The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). Act/Act (AFB) The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). Act/Act (ICMA) The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). Act/Act (ICSMA Ultimo) The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. Act/Act (ISDA) The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). BUS/252 Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. 30E+/360 Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. Act/365L The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). NL365 The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. NL360 This is the same as Act/360, with the exception of leap days (29th February) which are ignored. Act/364 The actual number of days between Date1 and Date2, divided by 364. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Unknown First lien Second lien Third lien Indicates the seniority level of the lien in a loan. Bridge loan Letter of credit Revolving loan Swingline funding Term loan Trade claim Specifies the type of loan when the credit default swap's reference obligation is a loan. Asian Australian and New Zealand European emerging markets Japanese North American high yield North American insurance North American investment grade Singaporean Western European Western European insurance Specifies the type of reference entity for first-to-default CDS basket contracts. Initial block trade Allocation or determination that the block trade will not be further allocated. Clearing Compression Novation Termination Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default Previous e.g. when reporting a cleared trade or novation of a previous trade. Block e.g. when reporting an allocated subtrade. Related e.g. when reporting a mixed swap Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Block to be allocated Block not to be allocated Allocated trade A sub-trade of a block trade. Indication that a block trade will be allocated. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Bid Mid Offer The type of quote used to determine the cash settlement price. Market Highest Average market Average highest Blended market Blended highest Average blended market Average blended highest The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Payment / cash settlement Physical delivery Type of swap stream. Mandatory early termination Optional early termination Cancelable Extendible Mutual early termination Type of provisions. Day Week Month Year Time unit associated with the provision's tenor period. Exercising party Non-exercising party As specified in the master agreement As specified in the standard terms supplement Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. Buy Sell If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. Cash price Cash price alternate Par yield curve adjusted Zero coupon yield curve adjusted Par yield curve unadjusted Cross currency Collateralized price An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Bid Mid Offer Exercising party pays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". Identifies the type of quote to be used. Day Week Month Year Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Day Week Month Year Time unit associated with protection term events. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Day type for events that specify a period and unit. Retructuring - multiple holding obligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. Restructuring - multiple credit event notices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. Floating rate interest shortfall Indicates compounding. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Brokerage Upfront fee Independent amount / collateral Principal exchange Novation / termination Early termination provision Cancelable provision Extendible provision Cap rate provision Floor rate provision Option premium Settlement payment Cash settlement Other Type of payment. Buy Sell The side of the party paying the payment. Standard Net Standard and net Payment settlement style. Periodic (default) Initial Single Dividend Interest Dividend return Price return Total return Variance Correlation Identifies the type of payment stream associated with the swap. Standard Forward Rate Agreement (FRA) The method of calculating discounted payment amounts None Flat Straight Spread exclusive Compounding method. Day Week Month Year Term Time unit associated with the frequency of payments. Day Week Month Year Time unit multiplier for the relative initial fixing date offset. Monday Tuesday Wednesday Thursday Friday Saturday Sunday Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Bloomberg Reuters Telerate Other The source of the payment stream floating rate index. Day Week Month Year Time unit associated with the floating rate index. Short Long Identifies whether the rate spread is applied to a long or short position. Bond equivalent yield Money market yield Specifies the yield calculation treatment for the index. Buyer of the trade Seller of the trade Reference to the buyer of the cap rate option through its trade side. Buyer of the trade Seller of the trade Reference to the buyer of the floor rate option through its trade side. Unweighted Weighted When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. Zero interest rate method Negative interest rate method The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Day Week Month Year Time unit associated with the inflation lag period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day The inflation lag period day type. None Linear zero yield The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. None International Swaps and Derivatives Association (ISDA) Australian Financial Markets Association (AFMA) The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Notional Cash flow FX linked notional Fixed rate Future value notional Known amount Floating rate multiplier Spread Cap rate Floor rate Non-deliverable settlement payment dates Non-deliverable settlement calculation dates Non-deliverable fixing dates. Settlement period notional Settlement period price Calculation period Dividend accrual rate multiplier Dividend accrual rate spread Dividend accrual cap rate Dividend accrual floor rate Compounding rate multiplier Compounding rate spread Compounding cap rate Compounding floor rate Type of schedule. Initial Previous Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. Initial Final Compounding initial Compounding final Stub type. Short Long Optional indication whether stub is shorter or longer than the regular swap period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Not applicable Business day convention is not applicable. None (current day) Following day The following business day. Floating rate note The FRN business day convention. Modified following day The modified following business day. Preceding day The preceding business day. Modified preceding day The modified preceding business day. Nearest day The nearest applicable business day. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. 1st day of the month 2nd day of the month 3rd day of the month 4th day of the month 5th day of the month 6thd day of the month 7th day of the month 8th day of the month 9th day of the month 10th day of the month 11th day of the month 12th day of the month 13th day of the month 14th day of the month 15th day of the month 16th day of the month 17th day of the month 18th day of the month 19th day of the month 20th day of the month 21st day of the month 22nd day of the month 23rd day of the month 24th day of the month 25th day of the month 26th day of the month 27th day of the month 28th day of the month 29th day of the month 30th day of the month The end of the month. Use EOM for 31st day of the month. The floating rate note convention or Eurodollar convention. The International Money Market settlement date, i.e. the 3rd Wednesday of the month. The last trading day/expiration day of the Canadian Derivatives Exchange. The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. No adjustment The 13-week and 26-week U.S. Treasury Bill auction dates. Monday Tuesday Wednesday Thursday Friday Saturday Sunday The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Base64 encoding Base64 Encoding. Unencoded binary content Unencoded binary content. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Auto spot The spot price for the reference or benchmark security is provided automatically. Negotiated spot The spot price for the reference or benchmark security is to be negotiated. The spot price for the reference or benchmark security is to be negotiated via phone or voice. The spot price for the reference of benchmark security is to be negotiated via phone or voice. Specifies the negotiation method to be used. Asian Out Asian In Barrier Cap Barrier Floor Knock Out Knock In Specifies the period type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative date offset. Close Open Official settlement Valuation time Exchange settlement time Derivatives close As specified in master confirmation Specifies when the payout is to occur. Currency 1 per currency 2 Currency 2 per currency 1 For foreign exchange Quanto option feature. Seller notifies Buyer notifies Seller or buyer notifies The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Notional Delivery Physical settlement period Specifies the type of delivery schedule. Absolute Percentage Specifies the tolerance value type. All times On peak Off peak Base Block hours Other Specifies the commodity delivery flow type. Do not include holidays Include holidays Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Monday Tuesday Wednesday Thursday Friday Saturday Sunday All weekdays All days All weekends Specifies the day or group of days for delivery. Hour of the day Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. HH:MM time format Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. Specifies the format of the delivery start and end time values. Periodic (default if not specified) Initial Single Specifies the type of delivery stream. Firm Never excused of delivery obligations. Interruptable or non-firm Excused when interrupted for any reason or for no reason without liability. Force majeure Excused when prevented by force majeure. System firm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. Unit firm Must be supplied from the generation assset specified. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Transfers with risk of loss Does not transfer with risk of loss Specifies the condition of title transfer. Buyer Seller Indicates whether the tolerance is at the seller's or buyer's option. Buyer Seller A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Amortizing Compounding The subclassification or subtype of swap. Straddle Strangle Butterfly Condor Callable inversible snowball Other Specifies the type of trade strategy. Negotiation Cancellation and payment Specifies the consequences of bullion settlement disruption events. Not applicable Applicable As specified in master agreement As specified in confirmation The consequences of market disruption events. As specified in master agreement As specified in confirmation Specifies the location of the fallback provision documentation. Basket Bond Cash Commodity Convertible bond Equity Exchange traded fund Future Index Loan Mortgage Mutual fund The type of reference price underlier. Not required Non-electronic Electronic Unknown at time of report Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Unadjusted Adjusted Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Prepaid Post-paid Variable Fixed Forward start premium type. Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. Maximum The maximum number of weather index units for any day in the calculaiton period. Minimum The minimum number of weather index units for any day in the calculaiton period. Cumulative The cumulative number of weather index units for each day in the calculaiton period. Specifies how weather index units are to be calculated. Absolute Percentage Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. All First Last Penultimate The distribution of pricing days. Every day (the default if not specified) Monday Tuesday Wednesday Thursday Friday Saturday Sunday The day of the week on which pricing takes place. Day Number of asset attribute entries in the group. Week Month Time unit associated with the nearby settlement day. Day Time unit associated with the commodity delivery date roll. City (4 character business center code) Airport (IATA standard) Weather station WBAN (Weather Bureau Army Navy) Weather index WMO (World Meteorological Organization) Type of data source identifier. Term Per business day Per calculation period Per settlement period Per calendar day Per hour Per month The commodity's notional or quantity delivery frequency. Accepted Rejected Status of risk limit report. Unknown RiskLimitReportID(1667) Unknown party Other The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). New Cancel Replace Specifies the transaction type of the risk limit check request. Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. Limit consumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. Specifies the type of limit check message. All or none (default if not specified). The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. Partial The requester will accept a partial approval of the requested credit limit amount. Specifies the type of limit amount check being requested. Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. Partially approved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. Rejected Approval pending Cancelled Indicates the status of the risk limit check request. Successful (default) Invalid party Requested amount exceeds credit limit Requested amount exceeds clip size limit Request exceeds maximum notional order amount Other Result of the credit limit check request. Suspend Halt trading Reinstate Specifies the type of action to take or was taken for a given party. Accepted The action request is accepted for processing. Completed The processing of the requested action has been successfully completed. Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Invalid party or parties Unknown requesting party Not authorized Other Specifies the reason the PartyActionRequest(35=DH) was rejected. RiskLimitRequestID(1666) RiskLimitCheckID(2319) Out of band identifier Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. None (default if not specified) No specified limit check model is defined. Limit checks for the party will be based on parameters defined. PlusOne model A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. Ping model A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. Push model A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. Specifies the type of credit limit check model workflow to apply for the specified party Accepted For use when none of the more specific status enumerations apply. Rejected For use when none of the more specific status enumerations apply. Claim required Indicates that the clearing firm is required to accept or decline the trade. Pre-defined limit check succeeded Indicates a check enforced automatically by the clearing house. Pre-defined limit check failed Indicates a check enforced automatically by the clearing house. Pre-defined auto-accept rule invoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. Pre-defined auto-reject rule invoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. Accepted by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. Rejected by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. Pending Indicates that one or more side level risk checks are in progress. Accepted by credit hub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. Rejected by credit hub Indicates that a credit hub rejected the trade. Pending credit hub check Indicates that a check is pending at a credit hub. Accepted by execution venue Indicates acceptance by an execution venue, such as a SEF. Rejected by execution venue Indicates that the trade was rejected by an execution venue, such as a SEF. Indicates the status of the risk limit check performed on a trade. None (default if not specified) The transaction does not fall under any special regulatory rule or mandate. Swap Execution Facility (SEF) required transaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. Swap Execution Facility (SEF) permitted transaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. Specifies the regulatory mandate or rule that the transaction complies with. Proprietary Energy Identification Code (EIC) Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). Identifies the class or source of DeliveryStreamDeliveryPoint(41062). ISIN or Alternate instrument identifier plus CFI Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). Interim Taxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. The type of identification taxonomy used to identify the security. Clearing member Client Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Order entry Entitle to enter new orders Hit/Lift Entitle to Hit/Lift View indicative prices Entitle to subscribe to indicative prices View executable prices Entitle to subscribe to executable prices Single quote Entitle to submit quote request for a single quote Streaming quotes Entitle to submit quote request for streaming quotes Single broker Entitle to submit quote request for a single broker Multi brokers Entitle to submit quote request for multiple brokers Subtype of an entitlement specified in EntitlementType(1775). Quote entry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote modification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote model type Undefined/unspecified - (default when not specified) Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". Automated The transaction was executed on an automated execution platform such as an automated systematic internalizer system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. Voice brokered The transaction was negotiated by voice through an intermediary. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Does not apply (default if not specified) The trade is for an for asset class that is not traded with contingency. Contingent trade The trade is terminated as soon as its paired trade is cleared or denied clearing. Non-contingent trade Identifies a trade that is not contingent but is for an asset class that may be contingent. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. Initial (principal exchange) Intermediate (principal exchange) Final (principal exchange) Prepaid (premium forward) Postpaid (premium forward) Variable (premium forward) Fixed (premium forward) Swap (premium) Indicates that the premium is to be paid in the style of payments under an IRS contract. Conditional (principal exchange on exercise) Used to further clarify the value of PaymentType(40213). Accepted Accepted with additional events Rejected Status of mass order request. Successful Response level not supported Invalid market Invalid market segment Other Request result of mass order request. No acknowledgement Responses are provided through one or more ExecutionReport(35=8) messages. Minimum acknowledgement The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. Acknowledge each order The number of entries in the response is identical to the number of entries in the request. Summary acknowledgement Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Add Modify Delete / Cancel Suspend Release Specifies the action to be taken for the given order. Order added upon request Order replaced upon request Order cancelled upon request Unsolicited order cancellation Non-resting order added upon request Order replaced with non-resting order upon request Trigger order replaced upon request Suspended order replaced upon request Suspended order canceled upon request Order cancellation pending Pending cancellation executed Resting order triggered Suspended order activated Active order suspended Order expired The initiating event when an ExecutionReport(35=8) is sent. New Replace Cancel Indicates the type of transfer transaction. Request transfer Accept transfer Decline transfer Indicates the type of transfer request. Inter-firm transfer Intra-firm transfer Clearing Member Trade Assignment Indicates the type of transfer. Received Rejected by intermediary Accept pending Accepted Declined Cancelled Status of the transfer. Success Invalid party Unknown instrument Not authorized to submit transfers Unknown position Other Reason the transfer instruction was rejected. Submit Alleged Indicates the type of transfer report. Count Simple count of entities or events, e.g. orders transactions during a period of time. Average volume Average quantity of entities, e.g. average size of incoming quotes or average trade size. Total volume Aggregated volume of entities across events, e.g. total trade volume during a period of time. Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. Volume weighted average price (VWAP) Benchmark price. Volatility Volatility of entities, e.g. price movements of incoming orders. Duration Time period of events, e.g. resting period of passive orders. Tick Price movement of an instrument in number of ticks. Average turnover Average volume multiplied by price. Total turnover Aggregated volume multiplied by price. High Highest price. Low Lowest price. Midpoint Midpoint price between bid and offer. First First price or initial value. Last Most recent price or value. Final Final price or confirmed value. Exchange best Best price of a single venue regardless of volume. Exchange best with volume Best price of a single venue with volume at or above a pre-defined threshold. Consolidated best Best price across multiple venues regardless of volume. Consolidated best with volume Best price across multiple venues with volume at or above a pre-defined threshold. Time weighted average price (TWAP) Type of statistic value. Bid prices Offer prices Bid depth Offer depth Orders Quotes Orders and Quotes Trades Trade prices Auction prices Opening prices Closing prices Settlement prices Underlying prices Open interest Index values Margin rates Entities used as basis for the statistics. Visible Only includes visible orders and/or quotes. Hidden Only includes hidden orders and/or quotes. Indicative Only includes IOIs and non-tradable quotes. Tradeable Excludes IOIs and indicative quotes. Passive Only includes resting orders and tradeable quotes. Market consensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Entry rate Modification rate Cancel rate Downward move Upward move Scope details of the statistics to reduce the number of events being used as basis for the statistics. Sliding window Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). Sliding window peak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. Fixed date range Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. Fixed time range Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). Current time unit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Previous time unit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Maximum range Use to convey record values over the lifetime of the system or venue. Maximum range up to previous time unit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) Type of interval over which statistic is calculated. Buyers to sellers Upticks to downticks Can also be used with a scope of multiple instruments representing an index. Market maker to non-market maker Use to identify share of market making activity. Automated to non-automated Use to identify ratio of orders and quotes resulting from automated trading. Orders to trades Use with scope of trades. Quotes to trades Use with scope of trades. Orders and quotes to trades Use with scope of trades. Ratios between various entities. Successful (default) Invalid or unknown market Invalid or unknown market segment Invalid or unknown security list Invalid or unknown instrument(s) Invalid parties Trade date out of supported range Statistic type not supported Scope or sub-scope not supported Scope type not supported Market depth not supported Frequency not supported Statistic interval not supported Statistic date range not supported Statistic time range not supported Ratio type not supported Invalid or unknown trade input source Invalid or unknown trading session Unauthorized for statistic request Other (further information in Text (58) field) Result returned in response to MarketDataStatisticsRequest (35=DO). Active (default) Inactive (not disseminated) Status for a statistic to indicate its availability. Absolute Percentage Type of statistical value. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Unknown trade or transaction Unknown or invalid instrument Unknown or invalid counterparty Unknown or invalid position Unacceptable or invalid type of collateral Other Reject reason code for rejecting the collateral report. Accepted (successfully processed) Received (not yet processed) Rejected The status of the collateral report. Asset Swap Spread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. Overnight Indexed Swap Spread OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). Zero Volatility Spread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). Discount Margin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. Interpolated Spread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. Option Adjusted Spread OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. G-Spread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. CDS Basis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. CDS Interpolated Basis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. Indicates the type of relative value measurement being specified. Bid Mid Offer Specifies the side of the relative value. Start of instrument reference data End of instrument reference data Start of off-market trades End of off-market trades Start of order book trades End of order book trades Start of open interest End of open interest Start of settlement prices End of settlement prices Start of statistics reference data End of statistics reference data Start of statistics End of statistics Technical event within market data feed. Active Market segment is active, i.e. trading is possible. Inactive Market segment has previously been active and is now inactive. Published Market segment information is provided prior to its first activation. Status of market segment. Pool Used when multiple market segments are being grouped or pooled together. Retail Wholesale Used to classify the type of market segment. Inter-product spread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. Used to further categorize market segments within a MarketSegmentType(2543). Market segment pool member Market segments represent constituents of the pool identified. Retail segment Retail segment related to wholesale segment identified. Wholesale segment Wholesale segment related to retail segment identified. Type of relationship between two or more market segments. Single sided quotes are not allowed Single sided quotes are allowed Indicates whether single sided quotes are allowed. No priority Unconditional priority Specifies the kind of priority given to customers. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. Automatic (default) Manual Specifies how the calculation will be made. Market valuation (the default) Portfolio value before processing pledge request Value confirmed as "locked-up" for processing a pledge request Credit value of collateral at CCP processing a pledge request The type of value in CurrentCollateralAmount(1704). Unspecified Acceptance The bank's charge for issuing a Letter of Credit. Broker The executing broker's commission. Clearing broker The clearing broker's commission. Retail Commission charged by or related to retail sales. Sales commission The commission charged by the sales desk. Local commission Commission paid to local broker in a cross-border transaction. Indicates what type of commission is being expressed in CommissionAmount(2640). Close Official closing price. Hedge Determined by the hedging party. The default election for determining settlement price. Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. Hedge election In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. Ex-date Dividend entitlement is on the dividend ex-date. Record date Dividend entitlement is on the dividend record date. Defines the contract event which the receiver of the derivative is entitled to the dividend. Record amount 100% of the gross cash dividend per share paid over record date during relevant dividend period. Ex amount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. Paid amount 100% of gross cash dividend per share paid during relevant dividend period. As specified in master confirmation The amount is determined as provided in the relevant master confirmation. Indicates how the gross cash dividend amount per share is determined. Potential adjustment event The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. Cash equivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. Defines the treatment of non-cash dividends. Equity amount receiver election The equity amount receiver determines the composition of dividends (subject to conditions). Calculation agent election The calculation agent determines the composition of dividends (subject to conditions). Defines how the composition of dividends is to be determined. Bid Mid Offer The quote side from which the index price is to be determined. Calculation agent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. Options exchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. Initial Interpolation is applicable to the initial period only. Initial and final Interpolation is applicable to the initial and final periods only. Final Interpolation is applicable to the final period only. Any period Interpolation is applicable to any non-standard period. Defines applicable periods for interpolation. Volatility Variance For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Previous For a return on day T, the observed price on T-1 must be in range. Last For a return on day T, the observed price on T must be in range. Both For a return on day T, the observed prices on both T and T-1 must be in range. Indicates which price to use to satisfy the boundary condition. Flat fee Amortized fee Funding fee Flat fee and funding fee Amortized fee and funding fee Type of fee elected for the break provision. Price valuation Dividend valuation Specifies the valuation type applicable to the return rate date. Initial Interim Final Specifies the type of price sequence of the return rate. Open The official opening time of the exchange on valuation date. Official settlement price time The time at which the official settlement price is determined. XETRA The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. Close The official closing time of the exchange on valuation date. Derivatives close The official closing time for derivative trading of the exchange on valuation date. High The high price for the day. Low The low price for the day. As specified in the master confirmation Specifies how or the timing when the quote is to be obtained. None (the default) Futures price The official settlement price as announced by the related futures exchange is applicable. Options price The official settlement price as announced by the related options exchange is applicable. Indicates whether an ISDA price option applies, and if applicable which type of price. Gross Net Accrued Clean net The basis of the return price. Absolute terms Percentage of notional Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standard The adjustments to the number of units are not governed by any specific clause. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standrd The adjustments to the number of units are not governed by any specific clause. Specifies the conditions that govern the adjustment to the number of units of the return swap. No remuneration paid Remuneration paid Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Disabled Risk limits for party is disabled. Enabled Risk limits for party is enabled. The status of risk limits for a party. Non-algorithmic trade Algorithmic trade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Pre-trade transparency waiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. Post-trade deferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). No preceding order in book as transaction price set within average spread of a liquid instrument Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, this is the "NLIQ" flag. No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OLIQ" flag. No preceding order in book as transaction price is for transaction subject to conditions other than current market price Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS 1, this is the "PRIC" flag. No public price for preceding order as public reference price was used for matching orders Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, this is the "RFPT" flag. No public price quoted as instrument is illiquid According to Article 14(1) MiFIR the systematic internaliser was not obliged to publish the quote prior to closing the trade as it was made in an illiquid instrument. For ESMA RTS 1, this is the "ILQD" flag. No public price quoted as order is above standard market size ESMA: As per Article 14(2) MiFIR, the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the instrument's standard market size. For ESMA RTS 1, this is the "SIZE" flag. Deferral due to "Large in Scale" Per MiFID Article 14, publication deferral is permitted if the transaction's volume is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. Deferral due to "Illiquid Instrument" Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. Deferral due to "Size Specific" Per MiFIR Article 11, publication deferral is permitted if the transaction's volume is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). int field representing the length in bytes. Value must be positive. int field representing a message sequence number. Value must be positive. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field typically representing a Price times a Qty float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). char field containing one of two values: 'Y' = True/Yes 'N' = False/No Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). string field containing one or more space delimited single character values (e.g. |18=2 A F| ). string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). ISO 3166-1:2013 Codes for the representation of names of countries and their subdivisions -- Part 1: Country codes string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). ISO 4217:2015 Codes for the representation of currencies string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). ISO 10383:2012 Codes for exchanges and market identification (MIC) string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing time-only in Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM:SS.s where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-60 seconds (60 only if UTC leap second), and optionally s (one or more digits representing a decimal fraction of a second). The punctuation of ":" between hours minutes and seconds are required. The "." is only required when sub-second time precision is specified. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing a date and time combination in local time with an optional offset to Univeral Time Coordinated (UTC). Its vaue space is described as the combination of date and time of day in the Chapter 5.4 of based on ISO 8601. Valid values are in the fFormat is YYYY-MM-DD-THH:MM:SS.s*[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, and optionally sss (one or more digits representing a decimal fraction of a second), hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. The "Z" or "+" or "-" are optional to denote an optional time zone offset. In FIXML, all data type fields are using base64Binary encoding. used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. ISO 639-1:2002 Codes for the representation of names of languages -- Part 1: Alpha-2 code string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. Account Reporting The PartiesAction category of messages is a set of messages that are used to take an action on party information as a result of risk management decisions made during the trading day. Required if NoLegStipulations >0 Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. Repeating group of NestedParty sub-identifiers. Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Required if NoPartyIDs(453) > 0. Identification of the party. Required if NoPartyIDs(453) > 0. Used to identify classification source. Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). Repeating group of Party sub-identifiers. Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Used when the PosAmt(708) value corresponds to a specific stream in of a swap. Number of Position Amount entries Required if NoPositions > 1 Short quantity that is considered covered, e.g. used for short option position Date associated with the quantity being reported Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. Repeating group of SettlParty sub-identifiers. Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole Required if NoStipulations >0 Required if NoTrdRegTimestamps > 1 Required if NoTrdRegTimestamps > 1 Type of Trading desk Required if NoUnderlyingStips >0 Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. Repeating group of Nested2Party sub-identifiers. Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. Repeating group of Nested3Party sub-identifiers. Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. Required if NoAllocs(78) > 0. Must be first field in repeating group. Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Used to communicate the status of central clearing workflow. Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject). Can be used here to hold text relating to the rejection of this AllocAccount(366)) Must be set if EncodedAllocText(361) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText(161) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Indicates number of allocation groups to follow. May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction). Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. Specifies the method under which a trade quantity was allocated. An indicator to override the normal procedure to roll up allocations for the same Carry Firm. Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information. Free format text field related to this AllocAccount Must be set if EncodedAllocText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15). Replaced by AllocSettlCurrAmt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided Applicable for Convertible Bonds and fixed income Applicable for securities that pay interest in lump-sum at maturity Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions. Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. Required if NoBidComponents > 0. Must be first field in repeating group. When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Indicates off-exchange type activities for Detail. Indicates Net or Gross for selling Detail. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Used if BidType="Disclosed" First element Commission required if NoBidComponents > 0. ISO Country Code When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Second element of price The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). Net/Gross Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of bid repeating groups Required if NoBidDescriptors > 0. Must be first field in repeating group. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Value between LiquidityPctLow and LiquidityPctHigh in Currency Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency Liquidity indicator or lower limit if LiquidityNumSecurities > 1 Upper liquidity indicator if LiquidityNumSecurities > 1 Eg Used in EFP (Exchange For Physical) trades 12% Used in EFP trades Used in EFP trades Used in EFP trades Used if BidType="Non Disclosed" Required if NoClearingInstructions > 0 Required if NoCollInquiryQualifier > 0 Type of collateral inquiry Number of qualifiers to inquiry Used to restrict updates/request to specific CompID Used to restrict updates/request to specific SubID Used to restrict updates/request to specific LocationID Used to restrict updates/request to specific DeskID Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. CompID that status is being report for. Required if NoCompIDs > 0, SubID that status is being report for. LocationID that status is being report for. DeskID that status is being report for. Additional Information, i.e. "National Holiday" Specifies the number of repeating CompId's Must be first field in the repeating group. Number of contract details in this message (number of repeating groups to follow) First field in repeating group. Required if NoContraBrokers > 0. Number of ContraBrokers repeating group instances. Specifies the capacity of the firm executing the order(s) The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message's AllocQty. Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15). Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type Used to identify whether the trade was executed on an agency or principal basis. Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Required if NoExecs > 0 Executions for which collateral is required Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Specifies the number of repeating symbols (instruments) specified Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Use to reference the partial execution of a multi-leg order to which this leg execution belongs. Number of leg executions. Required if NoLegs(555) > 0. Number of legs Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell Required for multileg IOIs and for each leg. Required for multileg IOIs Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Number of legs that make up the Security Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. SettlType (specifying the tenor) or SettlDate must be specified. Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. Number of symbols (instruments) requested. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group. Underlying Instruments Useful for verifying security identification Can use client order identifier or the symbol and side to uniquely identify the stock in the list. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of strike price entries Required if NoIOIQualifiers > 0 Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Repeating field, number of instances defined in LinesOfText Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating lines of text specified Must be the first field in the repeating group. Order number within the list Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Use to assign an ID to the block of individual preallocations Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Available for optional use when Side(54) = 6(Sell short exempt). Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Required for short sell orders Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Supplementary registration information for this Order within the List Number of orders in this message (number of repeating groups to follow) Required if NoMDEntries(268) > 0. Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278). Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59) = A (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades. For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use in reporting trades. For optional use in reporting trades. In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Specifies trade type when a trade is being reported. For optional use in reporting trades. For optional use in reporting trades. Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Used to report high price in association with trade, bid or ask rather than a separate entity Used to report low price in association with trade, bid or ask rather than a separate entity. Indicates the first price of a trading session; can be a bid, ask, or trade price. Indicates the last price of a trading session; can be a bid, ask, or trade price. Used to report trade volume in association with trade, bid or ask rather than a separate entity Indicates date on which instrument will settle. For NDFs required for specifying the "value date". Used to identify the sequence number within a feed type May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). Number of entries following. Must be first field in this repeating group. If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. Can be used to define a subordinate book. Can be used to define the current depth of the book. Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed. If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified. If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price). Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59)= 10 (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use when reporting trades For optional use when reporting trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Indicates the first price of a trading session; can be a bid, ask, or a trade price. Indicates the last price of a trading session; can be a bid, ask, or a trade price. Indicates date on which instrument will settle. For NDFs required for specifying the "value date". For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. For optional use in reporting Trades. Used to specify the time of matching. Entry time of the incoming order that triggered the trade Allows sequence number to be specified within a feed type Number of entries following. Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Number of MDEntryType fields requested. Alternative Market Data Source Required if NoMiscFees(136) > 0. Required if NoMiscFees(136) > 0. Required if any miscellaneous fees are reported. Indicates number of repeating entries. Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group. Can be used to provide order id used by exchange or executing system. Required for List Orders. Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades Average price for this order. For FX, if specified, expressed in terms of Currency(15). Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. For optional use with OrdStatus = 0 (New) Quantity open for further execution. LeavesQty = OrderQty - CumQty. Used if the order is rejected Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of orders statused in this message, i.e. number of repeating groups to follow. Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Values = Final, Theoretical Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. Reason Quote Entry was rejected. The number of quotes for this Symbol (QuoteSet) that follow in this message. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. Required if NoQuoteQualifiers > 1 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Can be used when QuoteRequestType(303) = 3(Confirm Quote). Can be used when QuoteRequestType(303) = 3(Confirm Quote). Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. Type of quantity specified in a quantity field. For FX, if used, should be "0". Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Required for NDFs to specify the settlement currency (fixing currency). Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for Used by the quote initiator to indicate the period of time the resulting Quote must be valid until The time when the request for quote or negotiation dialog will expire. The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price For OTC swaps, may be used to provide the estimated mid-market-mark. Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. For OTC swaps, may be used to provide the estimated mid-market mark. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message. Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message. Can be used (e.g. with forex quotes) to specify the desired "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for The time when Quote Request will expire. Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request First field in repeating group. Required if NoQuoteSets > 0 Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0 Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 Total number of quotes canceled for the quote set across all messages. Total number of quotes accepted for the quote set across all messages. Total number of quotes rejected for the quote set across all messages. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Secondary price limit rules Identifies the type of Corporate Action Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Number of related symbols (instruments) in Request Must be first field in the repeating group if NoDistribInsts > 0. Number of Distribution instructions in this message (number of repeating groups to follow) Must be first field in the repeating group Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID Number of registration details in this message (number of repeating groups to follow) Indicates type of RoutingID. Required if NoRoutingIDs is > 0. Identifies routing destination. Required if NoRoutingIDs is > 0. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Used to specify forms of product classifications Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Used to provide listing rules Used to provide listing rules Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Required if NoSecurityTypes > 0 Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions Required except where SettlInstMode is 5=Reject SSI request Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Must be 1 or 2 Required if NoSides(552) > 0. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Available for optional use when Side(54) = 6 (Sell short exempt). Use to assign an identifier to the block of preallocations Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Conditionally required when ForexReq(121) = "Y". Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. Required if NoAllocs(78) > 0. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Required when NoSides(552) > 0. Used to indicate a side specific alternate clearing price. Used to indicate the Price Differential between the first and second leg of a complex instrument. Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx) Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. Insert here the set of "LimitAmts" fields defined in "Common Components" Used to specify Step-out trades. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The customer capacity for this trade Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade. Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. Value expressed in the currency reflected by the Currency(15) field. Can be used for derivatives omnibus accounting. Can be used by the executing market to record any execution details that are particular to that market. Must be set if EncodedText field is specified and must immediately precede it. Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. Used to assign an ID to the block of preallocations. Conveys settlement account details reported as part of obligation. Optional when Side (54) = 6 (Sell short exempt) Order details for the order associated with this side of the trade. In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party. Required if NoTrades > 0 Trades for which collateral is required Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Additional attribute to store the trade or trade report identifier of the leg. Allow sequencing of legs for a strategy to be captured. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. Indicates the price type provided with each leg of a multi-leg trade For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Leg quantity type to be specified at the leg level. Can be different for each leg. Required if NoTradingSessions is > 0. Specifies the number of repeating TradingSessionIDs Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Required if NoUnderlyings > 0 Number of legs that make up the Security Required if NoUnderlyings(711) > 0. Number of underlyings Used when reporting other than current day trades. Conditionally required if NoDates > 0 To request trades for a specific time. Number of date ranges provided (must be 1 or 2 if specified) Required if NoEvents(864) > 0. Conditionally required when EventTime(1145) is specified. Conditionally required when EventTimePeriod(1826) is specified. Conditionally required when EventTimeUnit(1827) is specified. Must be set if EncodedEventText(1579) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. Name of parameter Datatype of the parameter. Value of the parameter Indicates number of strategy parameters Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Number of legs that make up the Security Amount to pay in order to receive the underlying instrument. Amount to collect in order to deliver the underlying instrument. Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Required if NoExpiration > 1 Required if NoInstrumentParties(1018) > 0. Identification of the party. Required if NoInstrumentParties(1018) > 0. Used to identify classification source. Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). Required when NoSides(552) > 0. Insert here the set of "LimitAmts" field defined in "Common Components" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Conveys settlement account details reported as part of obligation. Details of the order associated with this side of the trade. Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. Repeating group of RootParty sub-identifiers. Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. Type of Sub-identifier. Required if NoRootPartySubIDs > 0. Repeating group of RootParty sub-identifiers. Identifier for Trading Session Market for which Trading Session applies Market Segment for which Trading Session applies Method of Trading Trading Session Mode "Y" if message is sent unsolicited as a result of a previous subscription request. State of trading session. Used with TradSesStatus = "Request Rejected" Starting time of trading session Time of the opening of the trading session Time of pre-close of trading session Closing time of trading session End time of trading session Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Indicates the Source of the Settlement Instructions Carries settlement account information Number of settlement parties Unique ID for this settlement instruction New, Replace, Cancel, or Restate Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. Net flow of currency 1 Net flow of currency 2 Currency 1 in the stated currency pair, the dealt currency Currency 2 in the stated currency pair, the contra currency Derived rate of Ccy2 per Ccy1 based on netting Value Date Used to express the instrument in which settlement is taking place Effective (start) date/time for this settlement instruction Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Conveys settlement account details reported as part of obligation Number of Settlement Obligations Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. Number of statistics indicators Required if NoTickRules(1205) > 0. Can be used to limit tick rule to specific product suite. Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle Describes the maturity rules for a given set of strikes as defined by StrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Format used to generate the MMY for each option contract: enumeration specifying the increment unit: Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which maturity month year should be incremented within the specified price range. Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Required if NoMDFeedTypes(1141) > 0. Specifies the depth of book (or levels of market depth) for the feed type. Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. Conditionally required when MarketDataTimeInterval(2563) is specified. Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. Conditionally required when MDRecoveryTimeInterval(2565) is specified. Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) Minimum lot size allowed based on lot type specified in LotType(1093) Number of Lot Types Required if NoMatchRules(1235) > 0. Can be used to limit match rule to specific product suite. Can be used to give customer orders priority for the given matching algorithm. Indicates execution instructions that are valid for the specified market segment Number of execution instructions Indicates time in force techniques that are valid for the specified market segment Number of time in force techniques Indicates order types that are valid for the specified market segment. Number of order types Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id Contains trading rules specified at the trading session level Allows trading rules to be expressed by trading session Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. Number of Market Segments on which a security may trade. Used to identify party id related to instrument series Used to identify source of instrument series party id Used to identify the role of instrument series party id Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Indicates type of event describing security Specific time of event. To be used in combination with EventDate [1288] If provided, then Instrument occurrence has explicitly changed Secondary price limit rules Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs for the underlying instrument Recipient of the notification Number of usernames Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. Contraparty information Specifies the number of partial fills included in this Execution Report Number of trade publication indicators following Message sequence number of first message in range to be resent Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). Specifies number of application id occurrences Number of applications Number of applications Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. Required if NoRateSource(1445) > 0 Required if NoRateSources(1445) > 0 Conditionally required when RateSource(1446) = 99 (Other). Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. Used to identify source of target party identifier. Used to identify the role of source party identifier. Used to further qualify the role of the target party role. Repeating group of target party sub-identifiers. Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. Required if NoNewsRefIDs(2144) > 0. News item being referenced. Type of reference. Number of news item references Required if NoComplexEvents(1483) > 0. Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventTimes(1494) > 0. Required if NoComplexEventTimes(1494) > 0. Stream Assignment Requests. Stream Assignment Reports. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required when NoLimitAmts > 0 Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Number of limit amount occurences. Number of qualifier entries Total margin requirement if not provided Can be used to specify the base settlement currency if Currency(15) is not specified. Number of margin amount entries Conditionally required when NoRelatedInstruments > 0 Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. Conditionally required when RelatedSecurityID(1650) is specified. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Conditionally required when RelatedToSecurityID(2413) is specified. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0. Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. The identification of the party. Required when NoPartyDetails(1671) > 0. Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. Optionally used to specify alternate IDs to identify the party specified. May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltSubIDs > 0. Required when NoPartyDetailAltSubIDs > 0. Required if NoRiskLimitTypes(1529) > 0. Not applicable in a request. Not applicable in a request. Conditionally required when RiskLimitType(1530) = 10 (Clip size) Required when NoInstrumentScopeSecurityAltID > 0. Required when NoInstrumentScopeSecurityAltID > 0. Required if NoRiskWarningLevels(1559) > 0. Conditionally required when RiskWarningLevelAmount(1768) is not provided. Conditionally required when RiskWarningLevelPercent(1560) is not provided. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoInstrumentScopes > 0. Required when NoRiskInstrumentScopes > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartySubIDs > 0. Required when NoRequestingPartySubIDs > 0. Required if NoPartyUpdates > 0. Required if NoRequestedRiskLimitType > 0. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. Required if NoRiskLimits(1669) > 0. Required when NoPartyDetailSubIDs > 0. Required when NoPartyDetailSubIDs > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of exceptions with a trading status different from SecurityMassTradingStatus (1679). Conditionally required if NoLegPosAmt > 0. Number of Position Amount entries Conditionally required if NoSecurityClassifications > 0. Required when NoThrottles > 0. Required when NoThrottles > 0. Number of messages per time interval, or number of outstanding requests. Required when NoThrottles > 0. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is 1. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is Seconds. Indicates MsgType values that this throttle counts. If not specified, the definition is implicit based upon bilateral agreement. Indicates number of throttles to follow. Required when NoThrottleMsgType > 0. Required if NoSettlementAmounts > 0. Required if NoCollateralAmounts(1703) > 0. Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. Required if NoPayCollects > 0. Can be used to specify the base settlement currency if Currency(15) is not specified. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided. Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). Conditionally required when PartyDetailGrp component is not provided. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted. Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible. Conditionally required when PartyDetailGrp component is not provided. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPartyEntitlements(1772) > 0. Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component. Required if NoEntitlements(1773) > 0. Absence of this field indicates the meaning of the entitlement is implicit. Required if NoEntitlementAttrib(1777) > 0. If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype. Required if NoEntitlementAttrib(1777) > 0. Required if NoMarketSegments(1310) > 0. Required when NoTargetMarketSegments(1789) > 0. Required when NoAffectedMarketSegments(1791) > 0. Required when NoNotAffectedMarketSegments(1793) > 0. Required when NoOrderEvents(1795) > 0. Required when NoDisclosureInstructions(1812) > 0. Required if NoCrossLegs(1829) > 0. Quantity ordered for this leg as provided during order entry. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradePriceConditions(1838) > 0. Required if NoTradeQty(1841) > 0. Required if NoTradeQty(1841) > 0. Required if NoPositions > 0. Required if NoRelatedTrades(1855) > 0. Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. Required if NoRelatedPositions(1861) > 0. Required if NoValueChecks(1868) > 0. Required if NoValueChecks(1868) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoPartyEntitlements(1772). Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoInstrmtMatchSides(1889) > 0. LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument. Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance. Required if NoInstrmtMatchSides(1889) > 0. Required if NoInstrmtMatchSides(1889) > 0. Required if NoTrdMatchSides(1890) > 0. Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. Required if NoTrdMatchSides(1890) > 0. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. For use in derivatives omnibus accounting. Can be used if the match event results in matches across different market segments for this side. Can be used if the match event results in matches across different venue types for this side. Can be used to include text included in the order submission. Required if NoLegExecs(1892) > 0. Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. Can be used to specify whether the option is a cover, if it is different from the overall multileg security. Required if NoPriceMovements(1919) > 0. Required if NoPriceMovementValues(1919) > 0. Required if NoClearingAccountTypes(1918) > 0. Required if NoAdditionalTermBondRefs(40000) > 0. Conditionally required when AdditionalTermBondSecurityID(40001) is specified. Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. Required if NoAdditionalTerms(40019) > 0. Required if NoAllocRegulatoryTradeIDs(1908) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoCashSettlTerms(40022) > 0. Required if NoContractualDefinitions(40040) > 0. Required if NoContractualMatrices(40042) > 0. Required if NoFinancingTermSupplements(40046) > 0. Required if NoLegEvents(2059) > 0. Conditionally required when LegEventTime(2062) is specified. Conditionally required when LegEventTimePeriod(2064) is specified. Conditionally required when LegEventTimeUnit(2063) is specified. Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegPaymentSchedules(40374) > 0. Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. Required if NoLegPaymentScheduleRateSources(40414) > 0. Required if NoLegPaymentScheduleRateSources(40414) > 0. Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). Required if NoLegPaymentStubs(40418) > 0. Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisions(40448) > 0. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. Conditionally required when LegProvisionDateTenorUnit(40455) is specified. Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegSecondaryAssetClasses(2076) > 0. Required if NoLegSettlRateFallbacks(40902) > 0. Required if NoLegStreams(40241) > 0. Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPayments(40212) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. Conditionally required when PaymentDateOffsetUnit(41158) is specified. Conditionally required when PaymentDateOffsetPeriod(41157) is specified. Used to link a payment back to its parent InstrumentLeg by using the same value as the parent�s LegID(1788). Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPaymentSchedules(40828) > 0. Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. Required if NoPaymentScheduleRateSources(40868) > 0. Required if NoPaymentScheduleRateSources(40868) > 0. Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) Required if NoPaymentSettls(40230) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentStubs(40872) > 0. Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. Required if NoPhysicalSettlTerms(40204) > 0. Required if NoPhysicalSettlDeliverableObligations (40209) > 0. Required if NoProtectionTerms(40181) > 0. Required if NoProtectionTermEvents(40191) > 0. Conditionally required when ProtectionTermEventUnit(40196) is specified. Conditionally required when ProtectionTermEventPeriod(40195) is specified. Required if NoProtectionTermEventQualifiers(40199) > 0. Required if NoProtectionTermObligations(40201) > 0. Required if NoProvisionCashSettlPaymentDates (40171) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisionOptionExerciseFixedDates (40142) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisions(40090) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when ProvisionDateTenorUnit(40097) is specified. Conditionally required when ProvisionDateTenorPeriod(40096) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoRegulatoryTradeIDs(1907) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoSecondaryAssetClasses(1976) > 0. Required if NoSettlRateFallbacks(40085) > 0. Required if NoSideRegulatoryTradeIDs(1971) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoStreams(40049) > 0. Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingComplexEvents(2045) > 0. Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingEvents(1982) > 0. Conditionally required when UnderlyingEventTime(1984) is specified. Conditionally required when UnderlyingEventTimePeriod(1986) is specified. Conditionally required when UnderlyingEventTimeUnit(1985) is specified. Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheules(40664) > 0. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). Required if NoUnderlyingPaymentStubs(40708) > 0. Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. Required if NoUnderlyingSettlRateFallbacks(40659) > 0. Required if NoUnderlyingStreams(40540) > 0. Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDealers(40277) > 0. Required if NoBusinessCenters(40278) > 0. Required if NoLegBusinessCenters(40923) > 0. Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. Required if NoLegProvisionDateBusinessCenters(40939) > 0. Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. Required if NoPaymentBusinessCenters(40944) > 0. Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. Required if NoProtectionTermEventNewsSources(40951) > 0. Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. Required if NoProvisionDateBusinessCenters(40957) > 0. Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. Required if NoStreamEffectiveBusinessCenters(40960) > 0. Required if NoStreamTerminationDateBusinessCenters(40961) > 0. Required if NoUnderlyingBusinessCenters(40962) > 0. Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. Required if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Must be set if EncodedAttachment(2112) is specified and must immediately precede it. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if NoAttachmentKeywords(2113) > 0. Required if NoAssetAttributes(2304) > 0. Required if NoComplexEventAveragingObservations(40994) > 0. Required if NoComplexEventCreditEvents(40996) > 0. Conditionally required when ComplexEventCreditEventUnit(41002) is specified. Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. Required if NoComplexEventCreditEventQualifiers(41005) > 0. Required if NoComplexEventPeriodDateTimes(41007) > 0. Required if NoComplexEventPeriods(41010) > 0. Required if NoComplexEventRateSources(41013) > 0. Required if NoComplexEventRateSources(41013) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoComplexEventDateBuisinessCenters(41018) > 0. Required if NoComplexEventCreditEventSources(41029) > 0. Required if NoComplexEventSchedules(41031) > 0. Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. Required if NoDeliverySchedules(41037) > 0. Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. Required if NoDeliveryScheduleSettlDays(41051) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoDeliveryStreamCycles(41081) > 0. Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. Required if NoDeliveryStreamCommoditySources(41085) > 0. Required if NoMarketDisruptionEvents(41092) > 0. Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. Required if NoOptionExerciseBusinessCenters(41116) > 0. Required if NoOptionExerciseDates(41137) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. Required if NoOptionExpirationDates(41152) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentScheduleFixingDays(41161) > 0. Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. Required if NoPaymentStreamPaymentDates(41220) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41224) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDays(41227) > 0. Required if NoPricingDateBusinessCenters(41230) > 0. Required if NoStreamAssetAttributes(41237) > 0. Required if NoStreamCalculationPeriodDates(41241) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommoditySettlDays(41283) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoStreamCommoditySettlPeriods(41289) > 0. Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. Required if NoNoMandatoryClearingJurisdictions(41312) > 0. Required if NoLegAdditionalTermBondRefs(41316) > 0. Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. Required if NoLegAdditionalTerms(41335) > 0. Required if NoLegAssetAttributes(2308) > 0. Required if NoLegCashSettlDealers(41342) > 0. Required if NoLegCashSettlTerms(41344) > 0. Required if NoLegComplexEventAveragingObservations(41363) > 0. Required if NoLegComplexEventCreditEvents(41366) > 0. Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. Required if NoLegComplexEventPeriodDateTimes(41376) > 0. Required if NoLegComplexEventPeriods(41379) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). Required if NoLegComplexEventDateBusinessCenters(41387) > 0. Required if NoLegComplexEventCreditEventSources(41398) > 0. Required if NoLegComplexEvents(2218)) > 0. Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventScedules(41400) > 0. Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. Required if NoLegDeliverySchedules(41408) > 0. Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. Required if NoLegDeliveryScheduleSettlDays(41422) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamAssetAttributes(41452) > 0. Required if NoLegDeliveryStreamCycles(41456) > 0. Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegDeliveryStreamCommoditySources(41460) > 0. Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). Required if NoLegInstrumentPartySubIDs(2258) > 0. Required if NoLegMarketDisruptionEvents(41467) > 0. Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegOptionExerciseBusinessCenters(41491) > 0. Required if NoLegOptionExerciseDates(41512) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. Required if NoLegOptionExerciseExpirationDates(41527) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentScheduleFixingDays(41530) > 0. Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. Required if NoLegPaymentStreamPaymentDates(41589) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41593) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentStreamPricingDays(41596) > 0. Required if NoLegPhysicalSettlTerms(41599) > 0. Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. Required if NoLegPricingDateBusinessCenters(41607) > 0. Required if NoLegProtectionTermEventNewsSources(41614) > 0. Required if NoLegProtectionTerms(41616) > 0. Required if NoLegProtectionTermEvents(41625) > 0. Conditionally required when LegProtectionTermEventUnit(41630). Conditionally required when LegProtectionTermEventPeriod(41629). Required if NoLegProtectionTermEventQualifiers(41633) > 0. Required if NoLegProtectionTermObligations(41635) > 0. Required if NoLegStreamCalculationPeriodDates(41638) > 0. Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommoditySettlementDays(41680) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamCommoditySettlPeriods(41686) > 0. Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. Required if NoUnderlyingAssetAttributes(2312) > 0. Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. Required if NoUnderlyingComplexEventPeriods(41729) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. Required if NoUnderlyingComplexEventSchedules(41750) > 0. Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. Required if NoUnderlyingDeliverySchedules(41756) > 0. Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamAssetAttributes(41800) > 0. Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. Required if NoUnderlyingOptionExerciseDates(41841) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. Required if NoUnderlyingOptionExpirationDates(41856) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. Required if NoEntitlementTypes(2345) > 0. Number of Entitlement Types. Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. Required if NoUnderlyingAdditionalTerms(42036) > 0. Required if NoUnderlyingCashSettlDealers(42039) > 0. Required if NoUnderlyingCashSettlTerms(42041) > 0. Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. Required if NoUnderlyingProtectionTerms(42068) > 0. Required if NoUnderlyingProtectionTermEvents (42078) > 0. Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. Required if NoUnderlyingProtectionTermObligations(42087) > 0. Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisions(42149) > 0. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. Required if NoOrderEntries(2428) > 0. Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field. Conditionally required when OrdType(40) = 2 (Limit) Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Only subset of values permitted that do not require additional fields Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Required if NoOrderEntries(2432) > 0. Required if NoOrderEntries(2428) > 0. Required if NoOrderEntries(2428) > 0. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used. Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. Use to explicitly provide executed quantity. Use to explicitly provide remaining quantity. Use to explicitly provide cancelled quantity. Required when NoTargetPartySubIDs(2433) > 0. Required when NoTargetPartySubIDs(2433) > 0. Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use "[N/A]". Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = "[N/A]". Required if NoMDStatistics(2474) > 0. Required if NoMDStatistics(2474) > 0. Conditionally required when MDStatisticValue(2478) is specified. May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. Required if NoLegContractualDefinitions(42198) > 0. Required if NoLegFinancingTermSupplements(42200) > 0. Required if NoLegContractualMatrices(42203) > 0. Required if NoRelativeValues(2529) > 0. Required if NoRelativeValues(2529) > 0. Required if NoAuctionTypeRules(2548) > 0. Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. Required if NoFlexProductEligibilities(2560) > 0. Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. Required if NoPriceRangeRules(2550) > 0. Mutually exclusive with PriceRangePercentage(2554). Mutually exclusive with PriceRangeValue(2553). Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. Can be used to limit price range to specific product suite. Required if NoQuoteSizeRules(2558) > 0. Required if NoQuoteSizeRules(2558) > 0. Used to define the sizes applicable for fast market conditions. Number of quote size rules. Required if NoRelatedMarketSegments (2545) > 0. Number of market segments. Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. Interest rate until the instrument expires and used to calculate DiscountFactor(1592). Used to calculate AccumulatedReturnModifiedVariationMargin(2591). Number of parameter sets. Required if NoMiscFeeSubTypes(2633) > 0. Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. Required if NoCommissions(2639) > 0. Required if NoCommissions(2639) > 0. If specified, CommissionSharedIndicator(2647) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. Required if NoAllocCommissions(2653) > 0. Required if NoAllocCommissions(2653) > 0. If specified, AllocCommissionSharedIndicator(2661) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDateBusinessCenters(42214) > 0. Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. Required if NoDividendPeriods(42274) > 0. When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. Required if NoDividendPeriodBusinessCenters(42294) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoLegCashSettlDateBusinessCenters(42306) > 0. Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. Required if NoLegDividendPeriods(42366) > 0. When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. Required if NoLegDividendPeriodBusinessCenters(42386) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegPaymentStreamCompoundingDates(42405) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. Required if NoLegPaymentStreamFixingDates(42459) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. Required if NoLegReturnRateDates(42508) > 0. Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRates(42534) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with LegReturnRateQuoteTime(42548). Mutually exclusive with LegReturnRateQuoteTimeType(42547). Mutually exclusive with LegReturnRateValuationTime(42556). Mutually exclusive with LegReturnRateValuationTimeType(42555). Required if NoLegReturnRateInformationSources(42560) > 0. Required if NoLegReturnRatePrices(42564) > 0. Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. Required if NoLegReturnRateValuationDates(42571) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. Required if NoReturnRateDates(42709) > 0. Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRates(42735) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with ReturnRateQuoteTime(42749). Mutually exclusive with ReturnRateQuoteTimeType(42748). Mutually exclusive with ReturnRateValuationTime(42757). Mutually exclusive with ReturnRateValuationTimeType(42756). Required if NoReturnRateInformationSources(42761) > 0. Required if NoReturnRatePrices(42765) > 0. Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. Required if NoReturnRateValuationDates(42772) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPeriods(42862) > 0. When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingReturnRateDates(43008) > 0. Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRates(43034) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). Mutually exclusive with UnderlyingReturnRateValuationTime(43056) Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). Required if NoUnderlyingReturnRateInformationSources(43060) > 0. Required if NoUnderlyingReturnRatePrices(43064) > 0. Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. Required if NoUnderlyingReturnRateValuationDates(43071) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. Required if NoTrdRegPublications(2668) > 0. Session level messages to establish and control a FIX session Pre trade messages including reference data, market data, quoting, news and email, indication of interest Order handling and execution messages Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions Infrastructure messages for application sequencing, business reject, network and user management Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) Broker's side of advertised trade Identifies advertisement message transaction type Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1 Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. Specifies the basis or unit used to calculate the total commission based on the rate. Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) Instructions for order handling on Broker trading floor Identifies class or source of the SecurityID(48) value. Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) Relative quality of indication Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) Quantity (e.g. number of shares) in numeric form or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" Price of this (last) fill. Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) Identifies number of lines of text body Integer message sequence number. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) Indicates possible retransmission of message with this sequence number Price per unit of quantity (e.g. per share) Reference message sequence number Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) Side of order (see Volume : "Glossary" for value definitions) Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Assigned value used to identify receiving firm. Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. Free format text string (Note: this field does not have a specified maximum length) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Timestamp when the business transaction represented by the message occurred. Urgency flag Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") Free format text message containing list handling and execution instructions. Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) Indicates number of orders to be combined for average pricing and allocation. Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Number of repeating AllocAccount (79)/AllocPrice (366) entries. Sub-account mnemonic Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. Identifies status of allocation. Identifies reason for rejection. Electronic signature Length of encrypted message Actual encrypted data stream Number of bytes in signature field Email message type. Number of bytes in raw data field. Unformatted raw data, can include bitmaps, word processor documents, etc. Indicates that message may contain information that has been sent under another sequence number. Price per unit of quantity (e.g. per share) Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" Code to identify reason for cancel rejection. Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Can be used to provide an optional textual description for a financial instrument. Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Identifies party of trade responsible for exchange reporting. Indicates whether the broker is to locate the stock in conjunction with a short sell order. Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. Total amount due expressed in settlement currency (includes the effect of the forex transaction) Currency code of settlement denomination. Indicates request for forex accommodation trade to be executed along with security transaction. Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. Number of executions or trades. Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. Reason for execution rejection. Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Unique identifier for a QuoteRequest(35=R). Bid price/rate Offer price/rate Quantity of bid (Prior to FIX 4.2 this field was of type int) Quantity of offer (Prior to FIX 4.2 this field was of type int) Number of repeating groups of miscellaneous fees Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee. Previous closing price of security. Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Specifies the number of repeating symbols specified. The subject of an Email message The headline of a News message A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. NetMoney (8) for a specific AllocAccount (79) Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Free format text related to a specific AllocAccount (79). Unique identifier for Settlement Instruction. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Identifies the Standing Instruction database used Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. Identifies type of settlement Bid F/X spot rate. Bid F/X forward points added to spot rate. May be a negative value. Offer F/X spot rate. Offer F/X forward points added to spot rate. May be a negative value. OrderQty (38) of the future part of a F/X swap order. SettDate (64) of the future part of a F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. Identifies the type of Allocation linkage when AllocLinkID (96) is used. Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. Number of repeating groups of IOIQualifiers (04). Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an option contract is a put or call Strike Price for an Option. Used for derivative products, such as options Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. Market used to help identify a security. Valid values: See "Appendix 6-C" Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" Indicates the type of RoutingID (217) specified. Assigned value used to identify a specific routing destination. For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Unique identifier for Market Data Request Subscription Request Type Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) Specifies the type of Market Data update. Specifies whether or not book entries should be aggregated. (Not specified) = broker option Number of MDEntryType (269) fields requested. Number of entries in Market Data message. Type of market data entry. Price of the Market Data Entry. Quantity or volume represented by the Market Data Entry. Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) Time of Market Data Entry. Direction of the "tick". Market posting quote / trade. Valid values: See "Appendix 6-C" Space-delimited list of conditions describing a quote. Type of market data entry. Unique Market Data Entry identifier. Type of Market Data update action. Refers to a previous MDEntryID (278). Reason for the rejection of a Market Data request. Originator of a Market Data Entry Identification of a Market Maker's location Identification of a Market Maker's desk Reason for deletion. Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . Identifies a firm's or a security's financial status Identifies the type of Corporate Action. Default Bid Size. Default Offer Size. The number of quote entries for a QuoteSet. The number of sets of quotes in the message. Identifies the status of the quote acknowledgement. Identifies the type of quote cancel. Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. Reason Quote was rejected: Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Unique id for the Quote Set. Indicates the type of Quote Request being generated Total number of quotes for the quote set. Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field Underlying security's Issuer. See Issuer (06) field for description Description of the Underlying security. See SecurityDesc(107). Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) Underlying security's SecurityID. See SecurityID (48) field for description Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: Underlying security's Symbol. See Symbol (55) field for description Underlying security's SymbolSfx. See SymbolSfx (65) field for description Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description Put or call indicator of the underlying security. See PutOrCall(201). Underlying security's StrikePrice. See StrikePrice (202) field for description Underlying security's OptAttribute. See OptAttribute (206) field for description Underlying security's Currency. See Currency (5) field for description and valid values Unique ID of a Security Definition Request. Type of Security Definition Request. Unique ID of a Security Definition message. Type of Security Definition message response. Unique ID of a Security Status Request or a Security Mass Status Request message. Indicates whether or not message is being sent as a result of a subscription request or not. Identifies the trading status applicable to the transaction. Denotes the reason for the Opening Delay or Trading Halt. Indicates whether or not the halt was due to Common Stock trading being halted. Indicates whether or not the halt was due to the Related Security being halted. Quantity bought. Quantity sold. Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment. Unique ID of a Trading Session Status message. Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Identifies the trader (e.g. "badge number") of the ContraBroker. Method of trading Trading Session Mode State of the trading session. Starting time of the trading session Time of the opening of the trading session Time of the pre-closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market. Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. Byte length of encoded (non-ASCII characters) EncodedText (355) field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Reason Quote Entry was rejected: The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. The MsgType (35) of the FIX message being referenced. Identifies the Bid Request message type. Identifies contra broker. Standard NASD market-maker mnemonic is preferred. ID used to represent this transaction for compliance purposes (e.g. OATS reporting). Indicates whether or not the order was solicited. The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). The number of ContraBroker (375) entries. Number of TradingSessionIDs (336) in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. Descriptive name for list order. Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) Code to identify the type of Bid Request. Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor (400) entries. Code to identify the type of BidDescriptor (400). BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. Used in EFP trades Used in EFP trades. Represented as a percentage. Used in EFP trades Code to identify the type of liquidity indicator. Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. Indicates whether or not to exchange for phsyical. Value of stocks in Currency Percentage of program that crosses in Currency. Represented as a percentage. Code to identify the desired frequency of progress reports. Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Code to represent whether value is net (inclusive of tax) or gross. Indicates the total number of bidders on the list Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Code to represent the basis price type. Indicates the number of list entries. ISO Country Code in field Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) Quantity on a GT order that has traded today. The average price for quantity on a GT order that has traded today. Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Number of list strike price entries. Code to represent the status type. Code to represent whether value is net (inclusive of tax) or gross. Code to represent the status of a list order. Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices Identifies the type of ListExecInst (69). Identifies the type of request that a Cancel Reject is in response to. Underlying security's CouponRate. See CouponRate (223) field for description Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description Quantity traded with the ContraBroker (375). Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. The time at which current market prices are used to determine the value of a basket. Free format text string related to List Status. Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" Net change from previous day's closing price vs. last traded price. Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Number of UnderlyingSecurityAltID (458) entries. Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" Underlying security's Product. Valid values: see Product(460) field Underlying security's CFICode. Valid values: see CFICode (461) field Common reference passed to a post-trade booking process (e.g. industry matching utility). Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. The number of registration details on a Registration Instructions message Set of Correspondence address details, possibly including phone, fax, etc. The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. A one character code identifying Money laundering status. Free format text to specify mailing instruction requirements, e.g. "no third party mailings". For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) The name of the payment card holder as specified on the card being used for payment. The number of the payment card as specified on the card being used for payment. The expiry date of the payment card as specified on the card being used for payment. The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties Text indicating reason(s) why a Registration Instruction has been rejected. A one character code identifying whether the Fund based renewal commission is to be waived. Name of local agent bank if for cash distributions BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions Account number at agent bank for distributions. Free format Payment reference to assist with reconciliation of distributions. Name of account at agent bank for distributions. The start date of the card as specified on the card being used for payment. The date written on a cheque or date payment should be submitted to the relevant clearing system. Identifies sender of a payment, e.g. the payment remitter or a customer reference number. Registration status as returned by the broker or (for CIV) the fund manager: Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. Set of Registration name and address details, possibly including phone, fax etc. The number of Distribution Instructions on a Registration Instructions message Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary, expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary. Identifies Registration Instructions transaction type For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. The relationship between Registration parties. The number of Contract Amount details on an Execution Report message Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". Identifies the type of owner. Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. PartyID value within a nested repeating group. Same values as PartyID (448) PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Specifies scope of Order Mass Cancel Request. Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Reason Order Mass Cancel Request was rejected Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). Number of affected orders in the repeating group of order ids. OrderID(37) of an order affected by a mass cancel or mass action request. SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. PartyRole value within a nested repeating group. Same values as PartyRole (452) Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity. Underlying security's maturity date. See MaturityDate (541) field for description Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. PartySubID value within a nested repeating group. Same values as PartySubID (523) Specifies the market scope of the market data. Defines how a server handles distribution of a truncated book. Defaults to broker option. Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. Type of cross being submitted to a market Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. Number of Side repeating group instances. Userid or username. Password or passphrase. Number of InstrumentLeg repeating group instances. Currency associated with a particular Leg's quantity Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. Number of Security Type repeating group instances. Identifies the type/criteria of Security List Request The results returned to a Security Request message The trading lot size of a security The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. Indicates the method of execution reporting requested by issuer of the order. PositionEffect for leg of a multileg See PositionEffect (77) field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description Price for leg of a multileg See Price (44) field for description Indicates the reason a Trading Session Status Request was rejected. Trade Capture Report Request ID Type of Trade Capture Report. Indicates if the trade capture report was previously reported to the counterparty or market. Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types. The status of this trade with respect to matching or comparison. The point in the matching process at which this trade was matched. This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Number of clearing instructions Eligibility of this trade for clearing and central counterparty processing. Type of input device or system from which the trade was entered. Specific device number, terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Refer to description for SettlDate[64] Indicates whether or not automatic booking can occur. Indicates what constitutes a bookable unit. Indicates the method of preallocation. Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description Underlying security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual security's Symbol. See Symbol (55) field for description Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description Multileg instrument's individual security's Product. See Product (460) field for description Multileg instrument's individual security's CFICode. See CFICode (461) field for description Refer to definition of SecurityType(167) Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description Multileg instrument's individual security's Issuer. See Issuer (106) field for description Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description Description of a leg of a multileg instrument. See SecurityDesc(107). Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description The ratio of quantity for this individual leg relative to the entire multileg security. The side of this individual leg (multileg security). See Side (54) field for description and values Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Number of HopCompID entries in repeating group. Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Bid yield Mid yield Offer yield Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values Indicates if a Cancel/Replace has caused an order to lose book priority. Amount of price improvement. Price of the future part of a F/X swap order. See Price (44) for description. F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. RFQ Request ID - used to identify an RFQ Request. Used to indicate the best bid in a market Used to indicate the best offer in a market Used to indicate a minimum quantity for a bid. Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. Unique identifier for Quote Status Request. Indicates that this message is to serve as the final and legal confirmation. The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). Unique indicator for a specific leg for the ContraBroker (375). Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Reason Quote was rejected: ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. Specifies the price of the benchmark. Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. Message reference for Confirmation Identifies the status of the Confirmation. Identifies the Confirmation transaction type. Specifies when the contract (i.e. MBS/TBA) will settle. Identifies the form of delivery. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). Number of Allocations for the leg Allocation Account for the leg See AllocAccount (79) for description and valid values. Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. Leg allocation quantity. See AllocQty (80) for description and valid values. The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values. Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. The price type of the LegBenchmarkPrice(679). Bid price of this leg. See BidPx (32) for description and valid values. Leg-specific IOI quantity. See IOIQty (27) for description and valid values Number of leg stipulation entries Offer price of this leg. See OfferPx (133) for description and valid values Quantity ordered of this leg. See OrderQty (38) for description and valid values The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version. For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. For Fixed Income, identifies MBS / ABS pool. Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Message reference for Quote Response Identifies the type of Quote Response. Code to qualify Quote use See IOIQualifier (104) for description and valid values. Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). Price to which the yield has been calculated. The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. Indicates a trade that reverses a previous trade. Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. Number of position entries. Used to identify the type of quantity that is being returned. Long quantity. Short quantity. Status of this position. Type of Position amount Position amount Identifies the type of position transaction. Unique identifier for the position maintenance request as assigned by the submitter Number of underlying legs that make up the security. Maintenance Action to be performed. Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. The business date for which the trade is expected to be cleared. Identifies a specific settlement session SubID value associated with SettlSessID(716) Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Used to indicate when a contrary instruction for exercise or abandonment is being submitted Indicates if requesting a rollover of prior day's spread submissions. Unique identifier for this position report Status of Position Maintenance Request Result of Position Maintenance Request. Used to specify the type of position request being made. Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards" Total number of Position Reports being returned. Result of Request for Positions. Status of Request for Positions Settlement price Type of settlement price Underlying security's SettlPrice. See SettlPrice (730) field for description Underlying security's SettlPriceType. See SettlPriceType (731) field for description Previous settlement price Number of repeating groups of QuoteQualifiers (695). Currency code of settlement denomination for a specific AllocAccount (79). Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). Amount of interest (i.e. lump-sum) at maturity. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. Amount of interest (i.e. lump-sum) at maturity at the account-level. Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. Date of delivery. Method by which short positions are assigned to an exercise notice during exercise and assignment processing Quantity Increment used in performing assignment. Open interest that was eligible for assignment. Exercise Method used to in performing assignment. Total number of trade reports returned. Result of Trade Request Status of Trade Request. Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Number of position amount entries. Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. Unique identifier for Allocation Report message. Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. Underlying security's SecuritySubType. See SecuritySubType (762) field for description SecuritySubType of the leg instrument. See SecuritySubType (762) field for description The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. Number of TrdRegTimestamp (769) entries Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel Identifies the type of Confirmation message being sent. Identifies the reason for rejecting a Confirmation. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) Unique identifier for Settlement Instruction message. Number of settlement instructions within repeating group. Timestamp of last update to data item (or creation if no updates made since creation). Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) PartyRole value within a settlement parties component. Same values as PartyRole (452) PartySubID value within a settlement parties component. Same values as PartySubID (523) Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) Used to indicate whether a delivery instruction is used for securities or cash settlement. Type of financing termination. Can be used to uniquely identify a specific Order Status Request message. Unique ID of settlement instruction request message Identifies reason for rejection (of a settlement instruction request message). Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). Describes the specific type or purpose of an Allocation Report message Reference identifier to be used with AllocTransType (7) = Replace or Cancel Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Indicates whether or not this message is a drop copy of another message. Type of account associated with a confirmation or other trade-level message Average price for a specific order Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries Number of PartySubID (523)and PartySubIDType (803) entries Type of PartySubID(523) value. Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" Underlying price associate with a derivative instrument. The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. Current number of application messages that were queued at the time that the message was created by the counterparty. Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. Action to take to resolve an application message queue (backlog). Number of alternative market data sources Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). Secondary trade report identifier - can be used to associate an additional identifier with a trade. Average Pricing Indicator Used to link a group of trades together. Specific device number, terminal number or station where order was entered Trading Session in which the underlying instrument trades Trading Session sub identifier in which the underlying instrument trades Reference to the leg of a multileg instrument to which this trade refers Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. Identifies if, and how, the trade is to be allocated or split. Part of trading cycle when an instrument expires. Field is applicable for derivatives. Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. Further qualification to the trade type Reason trade is being transferred Total Number of Assignment Reports being returned to a firm Unique identifier for the Assignment Report Amount that a position has to be in the money before it is exercised. Describes whether peg is static or floats Type of Peg Offset value Type of Peg Limit If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive The price the order is currently pegged at The scope of the peg Describes whether discretionay price is static or floats Type of Discretion Offset value Type of Discretion Limit If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive The current discretionary price of the order The scope of the discretion The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Indicates if a trade should be reported via a market reporting service. Reason for short sale. Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Additional TrdType(828) assigned to a trade by trade match system. Type of Trade Report Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Unique identifier for a Confirmation Request message Used to express average price as percent of par (used where AvgPx field is expressed in some other way) Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) Number of repeating OrderCapacity entries. Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) Number of repeating EventType entries. Code to represent the type of event Date of event Predetermined price of issue at event, if applicable Comments related to the event. Percent at risk due to lowest possible call. Number of repeating InstrAttribType entries. Code to represent the type of instrument attribute Attribute value appropriate to the InstrAttribType (87) field. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". The program under which the underlying commercial paper is issued The registration type of the underlying commercial paper issuance Unit amount of the underlying security (par, shares, currency, etc.) Identifier assigned to a trade by a matching system. Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Currency value attributed to this collateral at the start of the agreement Currency value currently attributed to this collateral Currency value attributed to this collateral at the end of the agreement Number of underlying stipulation entries Type of stipulation. Same values as StipulationType (233) Value of stipulation. Same values as StipulationValue (234) Net Money at maturity if Zero Coupon and maturity value is different from par value Defines the unit for a miscellaneous fee. Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Collateral Request Identifier Reason for Collateral Assignment Collateral inquiry qualifiers: Number of trades in repeating group. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. Excess margin amount (deficit if value is negative) TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) Starting consideration less repayments Collateral Assignment Identifier Collateral Assignment Transaction Type Collateral Response Identifier Type of collateral assignment response. Collateral Assignment Reject Reason Collateral Assignment Identifier to which a transaction refers Collateral Report Identifier Collateral Inquiry Identifier Collateral Status Total number of reports returned in response to a request. Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. Identifies type of settlement Accrued Interest Amount applicable to a financing transaction on the End Date. Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. Unique identifier for a User Request. Indicates the action required by a User Request Message New Password or passphrase Indicates the status of a user A text description associated with a user status. Indicates the status of a network connection A text description associated with a network status. Assigned value used to identify a firm. Assigned value used to identify specific elements within a firm. Unique identifier for a network response. Unique identifier for a network resquest. Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Number of CompID entries in a repeating group. Indicates the type of Network Response Message. Number of CollInquiryQualifier entries in a repeating group. Trade Report Status Specifies the affirmation status of the confirmation. Currency in which the strike price of an underlying instrument is denominated Currency in which the strike price of a instrument leg of a multileg instrument is denominated A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. Action proposed for an Underlying Instrument instance. Status of Collateral Inquiry Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Currency in which the StrikePrice is denominated. Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) Number of Nested3PartySubIDs (953) entries PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) Specifies when the contract (i.e. MBS/TBA) will settle. The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date Indicates number of strategy parameters Name of parameter Datatype of the parameter Value of the parameter Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. Unique identifier for the Market Data Report. Identifies a Security List message. Used for derivatives. Denotes the current state of the Instrument. Indicator to determine if instrument is settle on open Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Minimum price increase for a given exchange-traded Instrument Position Limit for a given exchange-traded product. Position Limit in the near-term contract for a given exchange-traded product. Percent of the Strike Price that this underlying represents. Cash amount associated with the underlying component. Used for derivatives that deliver into cash underlying. Indicates order settlement period for the underlying instrument. Date associated to the quantity that is being reported for the position. Unique identifier for the Contrary Intention report Indicates if the contrary intention was received after the exchange imposed cutoff time Originating source of the request. Number of Expiration Qty entries Expiration Quantity type Expiration Quantity associated with the Expiration Type Total number of occurrences of Amount to pay in order to receive the underlying instrument Amount to pay in order to receive the underlying instrument Amount to collect in order to deliver the underlying instrument Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Will allow the intermediary to specify an allocation ID generated by their system. Additional attribute to store the Trade ID of the Leg. Specifies average price rounded to quoted precision. Identifies whether the allocation is to be sub-allocated or allocated to a third party Capacity of customer in the allocation block. The Tier the trade was matched by the clearing system. The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Refer to defintion of UnitOfMeasure(996) Refer to defintion of UnitOfMeasure(996) Same as TimeUnit. Same as TimeUnit. Specifies the method under which a trade quantity was allocated. The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. Used on a multi-sided trade to designate the ReportID Used on a multi-sided trade to convey order routing information Used on a multi-sided trade to convey reason for execution Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). Used to indicate the quantity on one side of a multi-sided trade. Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house Same as TrdRegTimeStampType Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Indicates number of SideTimestamps contained in group Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 Identifies the number of parties identified with an instrument PartyID value within an instrument party repeating group. Same values as PartyID (448) Used to report volume with a trade Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level Used to describe the origin of the market data entry. Indicates the first trade price of the day/session The spot rate for an FX entry Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. Identifies the broker-dealer department that first took the order. Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Codes that apply special information that the broker-dealer needs to report. The status of this execution acknowledgement message. Indicates the underlying position amount to be delivered Maximum notional value for a capped financial instrument Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Used to carry an internal trade entity ID which may or may not be reported to the firm The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary conveys how the collateral should be/has been applied Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Identifies role of dealer; Agent, Principal, RisklessPrincipal Method under which assignment was conducted PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an instrument party repeating group. Same values as PartySubID (523) Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The Currency in which the position Amount is denominated Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Used to identify whether the order initiator is an aggressor or not in the trade. Identifies the number of parties identified with an underlying instrument PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Identifies market data quote type. For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. Time of security's maturity expressed in local time with offset to UTC specified The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Instructs when to refresh DisplayQty (1138). Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" Defines the lower quantity limit to a randomized refresh of DisplayQty. Defines the upper quantity limit to a randomized refresh of DisplayQty. Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). Defines the quantity used to refresh DisplayQty. Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. Defines the type of price protection the customer requires on their order. Defines the lot type assigned to the order. Defines the type of peg. The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) Defines the identity of the security off whose prices the order will peg. Defines the common, 'human understood' representation of the security off whose prices the order will Peg. Security description of the security off whose prices the order will Peg. Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Defines the type of action to take when the trigger hits. The price at which the trigger should hit. Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). Defines the security description of the security whose prices will be tracked by the trigger logic. The type of price that the trigger is compared to. Defines the type of price protection the customer requires on their order. The side from which the trigger price is reached. The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. The Quantity the order should have after the trigger has hit. Defines the trading session at which the order will be activated. Defines the subordinate trading session at which the order will be activated. Defines the type of interest behind a trade (fill or partial fill). Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries PartyID value within a root parties component. Same values as PartyID (448) PartyIDSource value within a root parties component. Same values as PartyIDSource (447) PartyRole value within a root parties component. Same values as PartyRole (452) Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries PartySubID value within a root parties component. Same values as PartySubID (523) Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release Specifies a custom extension to a message being applied at the message level. Enumerated field Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID Specifies a custom extension to a message being applied at the session level. Transact time in the local date-time stamp with a TZ offset to UTC identified The ID source of ExDestination Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType Indicates the system or medium on which the report has been published ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Free format text string related to exchange. Time of security's maturity expressed in local time with offset to UTC specified Time of security's maturity expressed in local time with offset to UTC specified The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. The number of feed types and corresponding book depths associated with a security The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Specific time of event. To be used in combination with EventDate [866] Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Allow sequencing of Legs for a Strategy to be captured Settlement cycle in which the settlement obligation was generated Used to identify the trading currency on the Trade Capture Report Side Used to identify the settlement currency on the Trade Capture Report Side Net flow of Currency 1 Used to group Each Settlement Party Used to identify the reporting mode of the settlement obligation which is either preliminary or final Message identifier for Settlement Obligation Report Unique ID for this settlement instruction. Transaction Type - required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Used to identify whether these delivery instructions are for the buyside or the sellside. Number of settlement obligations Unique identifier for a quote message. Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Specifies the number of canceled quotes Specifies the number of accepted quotes Specifies the number of rejected quotes Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. Specifies the type of respondents requested. Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Number of statistics indicator repeating group entries Type of statistics The number of secondary sizes specifies in this entry Specifies the type of secondary size. A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). Identifies the application with which a message is associated. Used only if application sequencing is in effect. Data sequence number to be used when FIX session is not in effect Beginning range of application sequence numbers Ending range of application sequence numbers The length of the SecurityXML(1185) data block. XML definition for the security. The schema used to validate the contents of SecurityXML(1185). Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required Annualized volatility for option model calculations Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. Interest rate. Usually some form of short term rate. Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Type of exercise of a derivatives security Type of exercise of a derivatives security Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation Specifies the type of valuation method applied. Indicates whether instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price range. Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security Starting price range for specified tick increment Ending price range for the specified tick increment Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded Specifies the type of tick rule which is being described Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSoruce(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition of LowLimitPrice(1148) Refer to definition of HighLimitPrice(1149) Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Ending maturity month year for an option class Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. Refer to ProductComplex(1227) Increment between successive maturities for an option class Minimum lot size allowed based on lot type specified in LotType(1093) Number of execution instructions Number of Lot Type Rules Number of Match Rules Number of maturity rules in MarurityRules component block Number of order types Number of time in force techniques Refer to definition for TradingReferencePrice(1150) Starting maturity month year for an option class Used to indicate if a product or group of product supports the creation of flexible securities Refer to FlexProductEligibilityIndicator(1242) Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. Used when the trading currency can differ from the price currency Refer to definition SecurityXMLLen(1184) Refer to definition of SecurityXML(1185) Refer to definition of SecurityXMLSchema(1186) Refer to definition of NoParties(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) REfer to definition of PartyRole(452) Refer to definition for NoPartySubIDs(802) Refer to definition for PartySubID(523) Refer to definition for PartySubIDType(803) Type of exercise of a derivatives security Identifies the market segment Identifies the market Unit of measure for the Maturity Month Year Increment Format used to generate the MaturityMonthYear for each option Expiration Style for an option class: Describes the how the price limits are expressed Describes the how the price limits are expressed. Indicates execution instructions that are valid for the specified market segment Allows trading rules to be expressed by trading session Number of Market Segments on which a security may trade. Refer to definition of InstrAttribType(871) Refer to definition of InstrAttribValue(872) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Refer to definition of PriceQuoteMethod(1196) Refer to definition of ValuationMethod(1197). Indicates whether instruments are pre-listed only or can also be defined via user request Refer to definition of CapPrice(1199) Refer to definition of FloorPrice(1200) Indicates whether an Option is for a put or call If provided, then Instrument occurrence has explicitly changed Put or call indicator of the leg security. See PutOrCall(201). Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Unique ID of a Market Definition Request message. Market Definition message identifier. Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Description or name of Market Segment Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. Reference to a parent Market Segment. See MarketSegmentID(1300) Trading Session description Specifies the action taken for the specified trading sessions. Identifies the reason for rejection. This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSource(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition for SecurityType(167) Refer to definition for SecuritySubType(762) Refer to definition for MaturityMonthYear(200) Refer to definition for PutOrCall(201) Refer to definition for StrikePrice(202) Refer to definition for SecurityExchange(207) Number of Underlyings, Identifies the Underlying of the Leg Refer to definition for CFICode(461) Date of maturity. Time of security's maturity expressed in local time with offset to UTC specified Refer to definition of OptAttribute(206) Refer to definition of SecurityDesc(107) Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. Length of the EncryptedPassword(1402) field Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) Length of the EncryptedNewPassword(1404) field Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) The extension pack number associated with an application message. The extension pack number associated with an application message. Number of Usernames to which this this response is directed Identifies settlement currency for the leg level allocation. Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, Price of Fill. Refer to LastPx(31). Quantity of Fill. Refer to LastQty(32). The AllocID(70) of an individual leg of a multileg order. Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) Number of not affected orders in the repeating group of order ids. OrderID(37) of an order not affected by a mass cancel or mass action request. ClOrdID(11) of an order not affected by a mass cancel or mass action request. Specifies the type of action requested Specifies scope of Order Mass Action Request. Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Reason Order Mass Action Request was rejected Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) Specifies the volatility of an instrument leg. The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. Refer to definition for DividendYield(1380). Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 Refer to ExecInst(18) Same values as ExecInst(18) Defines the type of contingency. Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Number of trade reporting indicators Identifies the type of party for trade reporting. Same values as PartyRole(452). Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Unique identifier for request Type of Application Message Request being made. Used to indicate the type of acknowledgement being sent. Total number of messages included in transmission. Application sequence number of last message in transmission Specifies number of application id occurrences Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request Identifier for the Applicaton Message Request Ack Used to return an error code or text associated with a response to an Application Request. Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component Identifier for the Application Sequence Reset Application sequence number of last message in transmission. Used to specify a new application sequence number. Type of report Refer to definition of PartySubIDType(803) Refer to definition of PartySubID(523) Refer to definition of NoPartySubIDs(802) Refer to definition of NoPartyIDs(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) Refer to definition of PartyRole(452) Fill quantity for the leg instrument When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). Time unit in which the OrderDelay(1428) is expressed Identifies the type of venue where a trade was executed The reason for updating the RefOrdID The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) Type of pricing model used Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Number of rate sources being specified. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). See RestructuringType(1449) See Seniority(1450) See NotionalPercentageOutstanding(1451) See OriginalNotionalPercentageOutstanding(1452) Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. See AttachmentPoint(1457). See DetachmentPoint(1458). Identifies the number of target parties identified in a mass action. PartyID value within an target party repeating group. PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) PartyRole value within an target party repeating group. Same values as PartyRole (452) Specifies an identifier for a Security List Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. Specifies a description or name of a Security List. Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. Specifies a type of Security List. Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Unique identifier for a News message Category of news mesage. The national language in which the news item is provided. Number of News reference items Reference to another News message identified by NewsID(1474). Type of reference to another News(35=B) message item. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Indicates the type of payout that will result from an in-the-money option. Number of complex event occurrences. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of complex event date occurrences for a given complex event. Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. Unique identifier for the stream assignment request provided by the requester. Type of stream assignment request. Number of assignment requests. The identifier or name of the price stream. Unique identifier of the stream assignment report provided by the respondent. Reason code for stream assignment request reject. Type of acknowledgement. The type of assignment being affected in the Stream Assignment Report. See TransactTime(60) Yield Type, using same values as YieldType (235) Yield Percentage, using same values as Yield (236) Number of Instructions in the <MatchingInstructions> repeating group. Matching Instruction for the order. Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. Value of MatchAttribTagID(1626) on which to apply the matching instruction. Identifies the market to which the matching instruction applies. Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). The number of limit amount entries. Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. Unique identifier of the MarginRequirementInquiry. Number of margin requirement inquiry qualifiers. Qualifier for MarginRequirementInquiry to identify a specific report. Type of MarginRequirementReport. Identifier for group of instruments with similar risk profile. Status of MarginRequirementInquiry. Result returned in response to MarginRequirementInquiry. Identifier for the MarginRequirementReport message. Number of margin requirement amounts. Type of margin requirement amount being specified. Amount of margin requirement. Currency of the MarginAmt(1645). Number of related instruments The type of instrument relationship Ticker symbol of the related security. Common "human understood" representation of the security. Related security identifier value of RelatedSecurityIDSource(1651) type. Identifies class or source of the RelatedSecurityID (1650) value. Security type of the related instrument. Expiration date for the related instrument contract. Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). Indicates market maker participation in security. Unique identifier for PartyDetailsListRequest. Number of requested party roles. Identifies the type or role of party that has been requested. Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. Result of a request as identified by the appropriate request ID field Total number of PartyListGrp returned. Number of party relationships. Used to specify the type of the party relationship. Number of party alternative identifiers. An alternate party identifier for the party specified in PartyDetailID(1691) Identifies the source of the PartyDetailAltID(1517) value. Number of party detail alternate sub-identifiers. Sub-identifier for the party specified in PartyDetailAltID(1517). Type of PartyDetailAltSubID(1520) value. Number of risk limits with associated warning levels. Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Specifies the risk limit amount. Used to specify the currency of the risk limit amount. The area to which risk limit is applicable. This can be a trading platform or an offering. Number of risk instrument scopes. Operator to perform on the instrument(s) specified Used to limit instrument scope to specified symbol. See Symbol(55) field for description. Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for description. Used to limit instrument scope to specified instrument product category. See Product (460) field for description. Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. Used to limit instrument scope to specified security type. See SecurityType(167) field for description). Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. Number of risk warning levels. Percent of risk limit at which a warning is issued. Name or error message associated with the risk warning level. Number of related party detail identifiers. Party identifier for the party related to the party specified in PartyDetailID(1691). Identifies the source of the RelatedPartyDetailID(1563). Identifies the type or role of the RelatedPartyDetailID(1563) specified. Number of related party detail sub-identifiers. Sub-identifier for the party specified in RelatedPartyID(1563). Type of RelatedPartyDetailSubID(1567) value. Number of related party detail alternate identifiers. An alternate party identifier for the party specified in RelatedPartyID(1563). Identifies the source of the RelatedPartyDetailAltID(1570) value. Number of related party detail alternate sub-identifiers. Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). Type of RelatedPartyDetailAltSubID(1573) value. Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. Number of instrument scopes. Number of requesting party identifiers. Party identifier for the requesting party. Identifies the source of the RequestingPartyID(1658) value. Identifies the type or role of the RequestingPartyID(1658) specified. Number of requesting party sub-identifiers. Sub-identifier for the party specified in RequestingPartyID(1658). Type of RequestingPartySubID(1662) value. Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. Unique identifier for the PartyRiskLimitsRequest Identifier for the PartyRiskLimitsReport Number of risk limit types requested. Number of risk limits for different instrument scopes. Unique reference identifier for a specific risk limit defined for the specified party. Number of party details. Indicates the status of the party identified with PartyDetailID(1691). Qualifies the value of PartyRole(452) Qualifies the value of RelatedPartyRole(1565) Number of party updates. Number of party risk limits. Party identifier within Parties Reference Data messages. Source of the identifier of the PartyDetailID(1691) specified. Identifies the type or role of PartyDetailID(1691) specified. Number of party detail sub-identifiers. Sub-identifier for the party specified in PartyDetailID(1691). Type of PartyDetailSubID(1695) value. Identifies the trading status applicable to a group of instruments. Identifies an event related to the mass trading status. Denotes the reason for the Opening Delay or Trading halt of a group of securities. Identifies the trading status applicable to the instrument in the market data message. Describes a sub-class for a given class of service defined by MDFeedType (1022) Denotes the reason for the Opening Delay or Trading Halt. Used to represent the trade ID for each side of the trade assigned by an intermediary. Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType (tag 442) will be set to 2 (Individual leg of a multi-leg security) in this case. Used to indicate the status of the trade submission (not the trade report) Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Number of Security Classifications. Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Specifies the product classification value which further details the manner in which the instrument participates in the class. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Number of TrdInstrmtLegPosAmt values. Leg position amount. Type of leg position amount. Leg position currency. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. Used to calculate the present value of an amount to be paid in the future. Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn�t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. Risk adjusted price used to calculate variation margin on a position. Alternate clearing price Alternate clearing price for the side being reported. Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Price Differential between the front and back leg of a spread or complex instrument. Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. Identifies the reason a security definition request is being rejected. Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. Indicates whether a message was queued as a result of throttling. Indicates number of repeating groups to follow. Action to take should throttle limit be exceeded. Type of throttle. Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. Value of the time interval in which the rate throttle is applied. Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). Number of ThrottleMsgType fields. The MsgType (35) of the FIX message being referenced. Describes action recipient should take if a throttle limit were exceeded. Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Unique identifier for the AccountSummaryReport(35=CQ). Number of settlement amount entries. The amount of settlement. The currency of the reported settlement amount. Number of collateral amount entries. Currency denomination of value in CurrentCollateralAmount (1704). If not specified, default to currency specified in SettlementAmountCurrency(1702). Currency of the collateral; optional, defaults to the Settlement Currency if not specified. Type of collateral on deposit being reported. Number of pay collect entries. Amount to be paid by the clearinghouse to the clearing firm. Amount to be collected by the clearinghouse from the clearing firm. Category describing the reason for funds paid to, or the funds collected from the clearing firm. Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). Market segment associated with the pay collect amount. Market associated with the pay collect amount. Market segment associated with the margin amount. Market associated with the margin amount Firm assigned group allocation entity identifier. Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. An indicator to override the normal procedure to roll up allocations for the same take-up firm. Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Identifies the status of a reversal transaction. Type of reference obligation for credit derivatives contracts. Method used for negotiation of contract price. Type of price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts reported for a deal (trade). Indicates whether a restriction applies to short selling a security. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy The market data entry identifier of the bid side of a quote The market data entry identifier of the offer side of a quote. Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. Specifies the total bid size. Specifies the total offer size. Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. Type of risk limit information. Result of risk limit definition request. Status of risk limit definition request. Status of risk limit definition for one party. Result of risk limit definition for one party. Percentage of utilization of a party's set risk limit. Absolute amount of utilization of a party's set risk limit. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Amount at which a warning is issued. Action to take should warning level be exceeded. Unique identifier for PartyEntitlementsRequest(35=CU). Identifier for the PartyEntitlementsReport(35=CV). Number of party entitlement values. Number of entitlement values. Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. Type of entitlement. Unique identifier for a specific NoEntitlements(1773) repeating group instance. Number of entitlement attributes. Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Datatype of the entitlement attribute. Value of the entitlement attribute. Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. Indicates the starting date of the entitlement. Indicates the ending date of the entitlement. The area to which the entitlement is applicable. This can be a trading platform or an offering. Indicates how control of trading session and subsession transitions are performed. Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Spread table code referred by the security or symbol. Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). Number of market segments upon which a mass action is to be taken. Market segment within a target market segment repeating group. Number of market segments affected by a mass action. Market segment within an affected market repeating segment group. Number of market segments left unaffected by a mass action. Market segment within an unaffected market repeating segment group. Number of order events. The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. Action that caused the event to occur. Price associated with the event. Quantity associated with the event. Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). Additional information about the event. Type of auction order. Percentage of matched quantity to be allocated to the submitter of the response to an auction order. Instruction related to system generated auctions, e.g. flash order auctions. Used to reference an order via ClOrdID(11). Indicates whether an order is locked and for what reason. Locked order quantity. Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. Instruction to define conditions under which to release a locked order or parts of it. Quantity to be made available, i.e. released from a lock. Number of disclosure instructions. Information subject to disclosure. Instruction to disclose information or to use default value of the receiver. Designates the capacity in which the order is submitted for trading by the market participant. Designates the account type to be used for the order when submitted to clearing. Designates the capacity in which the order will be submitted to clearing. Qualifies the value of TargetPartyRole (1464). Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Indicates how the minimum quantity should be applied when executing the order. Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. OrigClOrdID(41) of an order affected by a mass cancel or mass action request. SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. Number of legs in the side of a cross order. Time unit multiplier for the event. Time unit associated with the event. When LastQty is an estimated value, e.g. for a Repo �circled� trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. An identifier representing the department or desk within the firm that originated the order. An identifier representing the department or desk within the firm that received the order. The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. Settlement price increment for stated price range. Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. Indicates whether the trade or position being reported was cleared through a clearing organization. Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Used to describe the ownership of the position. Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. Indicates the unit of measure of the position quantity when not expressed in contracts. Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. Number of trade price conditions. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Number of trade quantities. Indicates the type of trade quantity in TradeQty(1843). Trade quantity. Number of trade allocation amount entries. Type of the amount associated with a trade allocation. The amount associated with a trade allocation. Currency denomination of the trade allocation amount. Instruction on how to add a trade to an allocation group when it is being given-up. Indicates the trade is a result of an offset or onset. Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. Calculated average price for this side of the trade. Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). Number of related trades. Identifier of a related trade. Describes the source of the identifier that RelatedTradeID(1856) represents. Date of a related trade. Market of execution of related trade. Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. Number of related positions. Identifier of a related position. Describes the source of the identifier that RelatedPositionID(1862) represents. Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Unique identifier for the ask side of the quote assigned by the quote issuer. Number of value check entries. Type of value to be checked. Action to be taken for the ValueCheckType(1869). The length of the LegSecurityXML(1872) data block. XML definition for the leg security. The schema used to validate the contents of LegSecurityXML(1872). The length of the UnderlyingSecurityXML(1875) data block. XML definition for the underlying security. The schema used to validate the contents of UnderlyingSecurityXML(1875). Result party detail definition request. Status of party details definition request. Status of party detail definition for one party. Result of party detail definition for one party. Result of risk limit definition request. Status of party entitlements definition request. Status of entitlement definition for one party. Result of entitlement definition for one party. Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. Used to express the unit of measure of the settlement price if different from the contract. Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. Number of instrument match sides. Number of trade match sides. Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. Number of instrument leg executions. The ExecID(17) value corresponding to a trade leg. The TradeID(1003) value corresponding to a trade leg. The TradeReportID(571) value corresponding to a trade leg. Used to indicate the status of the trade match report submission. Reason the trade match report submission was rejected. Identifies the market segment of the side. Identifies the type of venue where the trade was executed for the side. Used to reference the value from SideExecID(1427). Used to reference the value from LegExecID(1893). Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). Time unit in which the ExposureDuration(1629) is expressed. The best quoted price received among those not traded. Number of clearing account type entries. Number of price movement entries. Number of price movement value entries. Value at specific price movement point. Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. Describes the format of the PriceMovementValue(1921). Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Number of regulatory IDs in the repeating group. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. Specifies the party's or parties' intention to clear the trade. Specifies the eligibility of this trade for clearing and central counterparty processing. Indicates that the trade being reported occurred in the past and is still in effect or active. Specifies how a trade was confirmed. An indication that the trade is flagged for mandatory clearing. An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). An indication that the price is off-market. Indication of how a trade was verified. Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Type of regulatory report. Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). Specifies how the trade is collateralized. Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. The broad asset category for assessing risk exposure. The subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. The version of the master agreement The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. The date that an annex to the master confirmation was executed between the parties. Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Indication that a block trade will be allocated. Number of events in the repeating group. Code to represent the type of event. The date of the event. The time of the event. To be used in combination with UnderlyingEventDate(1983). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. Specifies the coupon type of the underlying bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). Identifies the source scheme of the UnderlyingObligationID(1994). Specifies the equity in which a convertible bond can be converted. Identifies the source of the UnderlyingEquityID(1996). Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. The series identifier of a credit default swap index. The version identifier of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap index series annex. Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicator to determine if Instrument is Settle on Open. Method under which assignment was conducted Gives the current state of the instrument Type of reference obligation for credit derivatives contracts. The broad asset category for assessing risk exposure. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation. Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. Used to indicate if a product or group of product supports the creation of flexible securities. Position limit for the instrument. Position Limit in the near-term contract for a given exchange-traded product. Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. If different from IssueDate() If different from IssueDate and DatedDate Indicates whether a restriction applies to short selling a security. Spread table code referred by the security or symbol. Number of complex events in the repeating group. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of underlying complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). Number of events in the repeating group Code to represent the type of event. The date of the event. Specific time of event. To be used in combination with LegEventDate(2061). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. Free form text to specify additional information or enumeration description when a standard value does not apply. The broad asset category for assessing risk exposure. The general subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Swap type. Free form text to specify comments related to the event. Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of elements in the repeating group. Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date The time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of financing definitions in the repeating group. Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of contractual matrices in the repeating group. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of financing terms supplements in the repeating group. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. The publication date of the applicable version of the contractual supplement. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of the rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option�s exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. Free form text to specify additional information or enumeration description when a standard value does not apply. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). Specifies the type of date (e.g. adjusted for holidays). Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies class or source of the ProvisionPartyID(40175) value. Identifies the type or role of ProvisionPartyID(40175) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for ProvisionPartyID(40175). The type of ProvisionPartySubID(40179). Number of protection terms in the repeating group. The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of entries in the repeating group. Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of additional settlement or bullet payments. Type of payment. The side of the party paying the payment. The side of the party receiving the payment. Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. The total payment amount. The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. The unadjusted payment date. The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted payment date. The value representing the discount factor used to calculate the present value of the cash flow. The amount representing the present value of the forecast payment. Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. Payment settlement style. Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). Number of additional settlements or bullet payments. The payment settlement amount. Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. Number of parties identified in the additional settlement or bullet payment. The payment settlement party identifier. Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). Qualifies the value of PaymentSettlPartyRole(40236). Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). The type of PaymentSettlPartySubID(40239) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of dealers in the repeating group. Number of business centers in the repeating group. Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts. Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the LegPaymentStreamDiscountRate(40286). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the payment stream's floating rate index curve period. Time unit multiplier for the payment stream's floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the inflation index level from multiple points. The most common is linear method. The inflation index reference source. The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the source of rate information. Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Number of swap schedules in the repeating group Specifies the type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step schedule, or amount of a cashflow payment. The currency for this step schedule. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fxing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the stub floating rate index. Time unit multiplier for the floating rate index. Time unit associated with the floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source for the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the leg provision's tenor period. Time unit associated with the leg provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Free form text to specify additional information or enumeration description when a standard value does not apply. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. The first date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies the class or source of LegProvisionPartyID(40534). Identifies the type or role of LegProvisionPartyID(40534) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). The type of LegProvisionPartySubID(40538) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted termination date. The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). Compounding Method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream's floating rate index. The source of the payment stream floating rate index. Time unit associated with the underlying instrument�s floating rate index. Time unit multiplier for the underlying instrument�s floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies a short or long spread value. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the underlying payment stub floating rate index. Time unit multiplier for the underlying payment stub floating rate index. Time unit associated with the underlying payment stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Identifies the type of payment stream associated with the swap. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the PaymentStreamDiscountRate(40745). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit multiplier for the relative initial fixing date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of resets. Time unit associated with the frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the floating rate index. Time unit multiplier for the floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cash flow payment. The side of the party paying the step schedule. The side of the party receiving the stepf schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of swap schedule rate sources. Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source of the stub floating rate index. Time unit multiplier for the stub floating rate index. Time unit associated with the stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the payment stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. The unadjusted effective date. The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Specifies the type of price for PaymentPrice(40218). Specifies the day type of the relative payment date offset. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of event news sources in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. Identifies the reference "page" from the quote source. Identifies the reference "page" from the quote source. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. The date of the previous clearing business day. The valuation date of the trade. The valuation time of the trade. Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). Specifies whether or not CollateralFXRate(2090) should be multipled or divided. Market segment associated with the collateral amount. Market associated with the collateral amount. Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. Corresponds to the value in StreamDesc(40051) in the StreamGrp component. Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). Specifies whether or not PositionFXRate(2097) should be multipled or divided. Market segment associated with the position amount. Market associated with the position amount. Indicates if the position has been terminated. Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. Specifies the identifier of the reporting entity as assigned by regulatory agency. The number of attached files. Specifies the file name of the attachment. The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet Used to specify an external URL where the attachment can be obtained. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Unencoded content length in bytes. Can be used to validate successful unencoding. Byte length of encoded the EncodedAttachment(2112) field. The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. The number of attachment keywords. Can be used to provide data or keyword tagging of the content of the attachment. Specifies the negotiation method to be used. The time of the next auction. The number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the asset attribute. Limit or lower acceptable value of the attribute. The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. The commission rate unit of measure. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. The number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). The number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. The number of periods in the repeating group. Specifies the period type. The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. The number of business centers in the repeating group. The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted complex event date. The local market fixing time. The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. The subclassification or subtype of swap. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Indicator to determine if the instrument is to settle on open. Specifies the method under which assignment was conducted. Used for derivatives. Denotes the current state of the InstrumentLeg. A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. Type of reference obligation for credit derivatives contracts. The subclassification or subtype of swap. The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Specifies the method for price quotation. Specifies the type of valuation method applied. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Indicates whether instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. Used to indicate if a product or group of product supports the creation of flexible securities. Position Limit for a given exchange-traded product. Position limit in the near-term contract for a given exchange-traded product. The program under which a commercial paper is issued. The registration type of a commercial paper issuance. Indicates whether a restriction applies to short selling a security. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. The fee amount due if different from MiscFeeAmt(137). A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the day type of the relative earliest option exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. Last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also OptionExerciseEarliestTime(41134). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. An adjusted or unadjusted fixed option exercise expiration date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Forward start premium type. Number of fixing days in the repeating group. The day of the week on which fixing will take place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this PaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction �Fixed�. If 'N' it is taken on each Pricing Date �Floating�. Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Specifies the fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Secondary time unit associated with the payment stream's floating rate index curve. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Species the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadjusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. The adjusted pricing or fixing date. Specifies the local market time of the pricing or fixing. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Data source identifier. Type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in StreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodities settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this Stream for cross referencing elsewhere in the message. Cross reference to another Stream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery stream quantity unit of measure (UOM). Total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of mandatory clearing jurisdictions. Identifier of the regulatory jurisdiction requiring the trade to be cleared. The positive or negative change in quantity when this report is a trade correction or continuation. Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. Specifies the bond's payment priority in the event of a default. Specifies the coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. A named string value referenced by UnderlyingSettlTermXIDRef(41315). The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). Number of entries in the date-time repeating group. Averaging date for an Asian option. Trigger date for a Barrier or Knock option. Averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of complex events in the repeating group. Identifies the type of complex event. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of commodity sources in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. Number of parties in the repeating group. Used to identify party id related to instrument. Used to identify source of instrument party id. Used to identify the role of instrument party id. Number of parties sub-IDs in the repeating group. PartySubID value within an instrument party repeating group. Type of LegInstrumentPartySubID (2259) value. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also LegOptionExerciseEarliestTime(41509). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. The fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream's floating rate index curve. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place.. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of entries in the repeating group. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of protection terms in the repeating group. A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Specifies the day type for protection term events. Rate source for events that specify a rate source, e.g. floating rate interest shortfall. Number of qualifiers in the repeating group. Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Specifies the data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in LegStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. The settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this LegStream for cross referencing elsewhere in the message. Cross reference to another LegStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). Number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. The time when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the currency pairing for the quote. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the title transfer condition. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. The limit or lower acceptable value of the attribute. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). The subclassification or subtype of swap. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of underlying security. Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream�s floating rate index curve. Secondary time unit multiplier for the payment stream�s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. An adjusted or unadjusted fixed pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of commodity data sources in the repeating group. Data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this UnderlyingStream for cross referencing elsewhere in the message. Cross reference to another UnderlyingStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Total amount traded for this account (i.e. quantity * price) expressed in units of currency. Status of risk limit report. The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. The unique and static identifier, at the business entity level, of a risk limit check request. Specifies the transaction type of the risk limit check request. Specifies the type of limit check message. Specifies the message reference identifier of the risk limit check request message. Specifies the type of limit amount check being requested. Specifies the amount being requested for approval. Indicates the status of the risk limit check request. Result of the credit limit check request. The credit/risk limit amount approved. The unique identifier of the PartyActionRequest(35=DH) message. Specifies the type of action to take or was taken for a given party. Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Specifies the reason the PartyActionRequest(35=DH) was rejected. The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. Qualifies the value of RequestingPartyRole(1660). Specifies the type of credit limit check model workflow to apply for the specified party Indicates the status of the risk limit check performed on a trade. Indicates the status of the risk limit check performed on the side of a trade. Number of entitlement types in the repeating group. Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Specifies the regulatory mandate or rule that the transaction complies with. Identifier of the collateral portfolio when reporting on a portfolio basis. Identifies the class or source of DeliveryStreamDeliveryPoint(41062). Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates action that triggered the Position Report. FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). The type of identification taxonomy used to identify the security. Used to further qualify the value of PartyRole(452). Used to further qualify the value of DerivativeInstrumentPartyRole(1295). Used to further qualify the value of InstrumentPartyRole(1051). Used to further qualify the value of LegInstrumentPartyRole(2257). Used to further qualify the value of LegProvisionPartyRole(40536). Used to further qualify the value of Nested2PartyRole(759). Used to further qualify the value of Nested3PartyRole(951). Used to further qualify the value of Nested4PartyRole(1417). Used to further qualify the value of NestedPartyRole(538). Used to further qualify the value of ProvisionPartyRole(40177). Used to further qualify the value of RequestedPartyRole(1509). Used to further qualify the value of RootPartyRole(1119). Used to further qualify the value of SettlPartyRole(784). Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Subtype of an entitlement specified in EntitlementType(1775). Quote model type Free text for compliance information required for regulatory reporting. Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. FX spot rate. FX forward points added to spot rate. May be a negative value. FX spot rate. FX forward points added to spot rate. May be a negative value. Identifies the page heading from the rate source. The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. Identifies class or source of the RelatedToSecurityID(2413) value. StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. An identifier created by the trading party for the life cycle event associated with this report. FX spot rate. FX forward points added to spot rate. May be a negative value. Applicable value for LegMarketDisruptionEvent(41468). Applicable value for LegMarketDisruptionFallbackType(41470). Applicable value for MarketDisruptionEvent(41093). Applicable value for MarketDisruptionFallbackType(41095). Used to further clarify the value of PaymentType(40213). Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). Applicable value for UnderlyingMarketDisruptionEvent(41865). Applicable value for UnderlyingMarketDisruptionFallbackType(41867). Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Name referenced from UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Currency of physical settlement. Uses ISO 4217 currency codes. A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of protection terms in the repeating group. The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of event news sources in the repeating group. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. Last date in range when a settlement date range is provided. Number of UnderlyingProvision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). Specifies the type of date (e.g. adjusted for holidays). Identifies the source of quote information. Identifies the reference "page" from the quote source. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of UnderlyingProvision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). Number of provisions in the repeating group. Type of provision. The unadjusted date of the provision. The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision's exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Free form text to specify additional information or enumeration description when a standard value does not apply. Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. Number of parties identified in the contract provision. The party identifier for the payment settlement party. Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. Used to further qualify the value of UnderlyingProvisionPartyRole(42176). Number of sub-party IDs to be reported for the party. Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). The type of UnderlyingProvisionPartySubID(42178). Number of business centers in the repeating group. The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. Unique message identifier for an order request as assigned by the submitter of the request. Unique message identifier for a mass order request as assigned by the submitter of the orders. Unique message identifier for a mass order request as assigned by the receiver of the orders. Status of mass order request. Request result of mass order request. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Number of order entries. Specifies the action to be taken for the given order. Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. The initiating event when an ExecutionReport(35=8) is sent. Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. Number of target party sub IDs in the repeating group. Party sub-identifier value within a target party repeating group. Type of TargetPartySubID(2434) value. Unique identifier for the transfer instruction assigned by the submitter. The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. Unique identifier for the transfer report message. Indicates the type of transfer transaction. Indicates the type of transfer request. Indicates the type of transfer. Status of the transfer. Reason the transfer instruction was rejected. Indicates the type of transfer report. Timestamp of aggressive order or quote resulting in match event. Side of aggressive order or quote resulting in match event. Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. Indicate whether linkage handling is in effect for an instrument or not. Number of buy orders involved in a trade. Number of sell orders involved in a trade. Calculation method used to determine settlement price. Message identifier for a statistics request. Message identifier for a statistics report. The short name or acronym for a set of statistic parameters. Can be used to provide an optional textual description for a statistic. Type of statistic value. Entities used as basis for the statistics. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Scope details of the statistics to reduce the number of events being used as basis for the statistics. Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). Time unit for MDStatisticFrequencyPeriod(2460). Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. Time unit for MDStatisticDelayPeriod(2462). Type of interval over which statistic is calculated. Time unit for MDStatisticIntervalType(2464). Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. Time unit for MDStatisticIntervalPeriod(2466). First day of range for which statistical data is collected. Last day of range for which statistical data is collected. Start time of the time range for which statistical data is collected. End time of the time range for which statistical data is collected. Ratios between various entities. Result returned in response to MarketDataStatisticsRequest (35=DO). Number of market data statistics. Unique identifier for a statistic. Time of calculation of a statistic. Status for a statistic to indicate its availability. Statistical value. Type of statistical value. Unit of time for statistical value. Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. Indicates the status of the risk limit check performed on a trade for this allocation instance. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of financing definitions in the repeating group. Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of contractual matrices in the repeating group. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. The version of the master agreement. Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identifies type of settlement. A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. The date that an annexation to the master confirmation was executed between the parties. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. Type of financing termination. Specifies the publication date of the applicable version of the contractual supplement. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. Number of financing terms supplements in the repeating group. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The unique transaction entity identifier assigned by the firm. The unique transaction entity identifier. The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". Reject reason code for rejecting the collateral report. The status of the collateral report. Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. Ordinal number of the trade within a series of related trades. Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. An encoded collateral request processing instruction to the receiver. A unique identifier to link together a set or group of requests. Ordinal number of the request within a set or group of requests. Total number of request messages within a set or group of requests. Communicates the underlying condition when the request response indicates "warning". Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. Number of relative value metrics entries in the repeating group. Indicates the type of relative value measurement being specified. The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. Specifies the side of the relative value. Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Clearing settlement price. Technical event within market data feed. Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. Total number of reports related to market segments. Total number of reports related to instruments. Total number of reports related to party detail information. Total number of reports related to party entitlement information. Total number of reports related to party risk limit information. Status of market segment. Used to classify the type of market segment. Used to further categorize market segments within a MarketSegmentType(2543). Number of related market segments. Identifies a related market segment. Type of relationship between two or more market segments. Number of auction order types. Identifies an entire suite of products for which the auction order type rule applies. Number of rules related to price ranges. Lower boundary for price range. Upper boundary for price range. Maximum range expressed as absolute value. Maximum range expressed as percentage. Identifies an entire suite of products in the context of trading rules related to price ranges. Identifier for a price range rule. The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. Number of rules related to quote sizes. Indicates whether single sided quotes are allowed. Number of eligibility indicators for the creation of flexible securities. Identifies an entire suite of products which are eligible for the creation of flexible securities. Represents the total number of multileg securities or user defined securities that make up the security. Specifies the time interval used for netting market data in a price depth feed. The time unit associated with the time interval of the netting of market data in a price depth feed. Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. Primary service location identifier. Secondary or alternate service location identifier. Identifies an entire suite of products for which the matching rule applies. Specifies the kind of priority given to customers. Identifies an entire suite of products for which the price tick rule applies. Previous day's adjusted open interest. Previous day's unadjusted open interest. Indicates if a given option instrument permits low exercise prices (LEPO). Indicates if a given instrument is eligible for block trading. Specifies the number of decimal places for instrument prices. Specifies the number of decimal places for exercise price. Original exercise price, e.g. after corporate action requiring changes. Specifies a suitable settlement sub-method for a given settlement method. Number of parameter sets for clearing prices. Relative identification of a business day. Constant value required for the calculation of the clearing price, e.g. for variance futures. Constant value required for the calculation of the clearing quantity, e.g. for variance futures. Number of trading business days in a year. Number of trading business days over the lifetime of an instrument. Number of actual trading business days of an instrument. Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. Closing price of the underlying required to calculate the RealizedVariance(2587). Overnight interest rate. The economic cost of the variation margin from one trading day to the next. Specifies how the calculation will be made. Specifies the number of miscellaneous fee sub-types. Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. The amount of the specified MiscFeeSubType(2634). Can be used to provide an optional textual description of the fee sub-type. Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. The type of value in CurrentCollateralAmount(1704). Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in CommissionAmount(2640). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in AllocCommissionAmount(2654). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. Indicates that the party has taken a position on both a put and a call on the same underlying asset. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in DividendFloatingRateIndex(42218). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the DividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the DividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in the DividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the LegDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. The number of entries in the LegDividendPeriodBusinessCentersGrp component. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. Number of dates in the repeating group. The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). Specifies the type of payment compounding date (e.g. adjusted for holidays). The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the LegPaymentStreamFormulaImage(42452) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. Number of fixing dates in the repeating group. The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). Specifies the type of fixing date (e.g. adjusted for holidays). The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). Specifies the type of return rate valuation date (e.g. adjusted for holidays). The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the LegStreamVersion(42583). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the PaymentStreamFormulaImage(42563) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the StreamVersion(42784). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the repeating group. Specifies the date that the dividend or coupon payment is due. The amount of the dividend or coupon payment. Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. Accrued interest on the dividend or coupon payment. Specifies the actual dividend payout ratio associated with the equity or bond underlier. Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. Number of entries in the UnderlyingDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Notional value for the equity or bond underlier. Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. Specifies the conditions that govern the adjustment to the number of units of the return swap. Cross reference to another notional amount for duplicating its properties. In the case of an index underlier specifies the unique identifier for the referenced futures contract. Identifies the source of the UnderlyingFutureID(2620). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The limit of average percentage of individual securities traded in a day or a number of days. Specifies the limitation period for average daily trading volume in number of days. Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. Side value of the party electing the settlement method. The date through which the option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Specifies the initial rate spread for a basket underlier. Number of entries in the repeating group. The date that the rate spread step takes affect. The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the UnderlyingStreamVersion(43083). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. The status of risk limits for a party. A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Number of regulatory publication rules in repeating group. Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. An order originator that intends to make a profit or mitigate risk No orders or quotes may be entered. Authorities resume a market after a halt. Order matching is suspended due to unexpected conditions or by a circuit-breaker rule. Continuous trading Quotes and orders can be entered, changed or deleted, but orders are not matched. Closing auction Phases of the market as a state machine in.OrdType in {^Stop, ^StopLimit} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} Repeating group of security status by SecurityID Matches orders entered by buy-side participants The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed. This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. What the discretionary price is related to (e.g. primary price, display price etc) Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType Describes whether discretion price is static/fixed or floats Type of Discretion Offset (e.g. price offset, tick offset etc) Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) The scope of "related to" price of the discretion (e.g. local, global etc) The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal A common reference to the applicable standing agreement between the principals A reference to the date the underlying agreement was executed. Currency of the underlying agreement. Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. For Repos the timing or method for terminating the agreement. Settlement date of the beginning of the deal Repayment / repurchase date Delivery or custody arrangement for the underlying securities Percentage of cash value that underlying security collateral must meet. Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan � Amended 1998, for example. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date interest is to be paid. Used in identifying Corporate Bond issues. Conditionally required when MthToDefault(1943) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] 0 Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Method for price quotation Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Used to indicate if a product or group of product supports the creation of flexible securities Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) For Fixed Income. Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing the instrument. Identifies MBS / ABS pool Must be present for MBS/TBA The program under which a commercial paper is issued The registration type of a commercial paper issuance Number of repeating EventType group entries. If different from IssueDate If different from IssueDate and DatedDate Used to identify the parties related to a specific instrument. Spread table code referred by the security or symbol. The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. Identifies the form of delivery. Percent at risk due to lowest possible call. Number of repeating InstrAttrib group entries. The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. Conditionally required when LegMthToDefault(2158) is specified. Conditionally required when LegCouponFreqUnit(2164) is specified. Conditionally required when LegCouponFreqPeriod(2163) is specified. Conditionally required when LegConvertibleBondEquityID(2166) is specified. Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). Embedded XML document describing the leg instrument. Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Identifies MBS / ABS pool Used to express option right LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. For CIV - Optional. One of CashOrderQty, OrderQty or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. For CIV - Optional For CIV - Optional The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType Defines the type of peg. Describes whether peg is static/fixed or floats Type of Peg Offset (e.g. price offset, tick offset etc) Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) The scope of the "related to" price of the peg (e.g. local, global etc) Required if PegSecurityID is specified. Requires PegSecurityIDSource if specified. The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. Required if AllocSettlInstType = 1 or 2 Required if AllocSettlInstType = 3 (should not be populated otherwise) Required if AllocSettlInstType = 3 (should not be populated otherwise) Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties For Fixed Income Must be present if BenchmarkPrice is used. The identifier of the benchmark security, e.g. Treasury against Corporate bond. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. Embedded XML document describing the underlying instrument. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. Specific to the <UnderlyingInstrument> (not in <Instrument>) Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). Used to express option right Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. Conditionally required when UnderlyingObligationID(1994) is specified. Conditionally required when UnderlyingEquityID(1996) is specified. Required if UnderlyingFutureID(2620) is specified. Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingMthToDefault(2018) is specified. Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. The YieldData component block conveys yield information for a given Fixed Income security. FIXT.1.1 (Always unencrypted, must be first field in message) (Always unencrypted, must be second field in message) (Always unencrypted, must be third field in message) Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. Used to support bilaterally agreed custom functionality (Always unencrypted) (Always unencrypted) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Required to identify length of encrypted section of message. (Always unencrypted) Required when message body is encrypted. Always immediately follows SecureDataLen field. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. The standard FIX message header Required when trailer contains signature. Note: Not to be included within SecureData field Note: Not to be included within SecureData field (Always unencrypted, always last field in message) The standard FIX message trailer Only to be used in the ExecutionReport Required when DisplayMethod = 3 Required when DisplayMethod = 3 Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 Required when DisplayMethod = 2 The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. Required if any other Triggering tags are specified. Conditionally required when TriggerAction(1101)=3 (Cancel). Only relevant and required for TriggerAction = 1 Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Should be specified if the order changes Price. Should be specified if the order changes type. Required if the order should change quantity Only relevant and required for TriggerType = 2. Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. This block contains the base trading rules This block contains the trading rules specific to a trading session Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. Must be provided if SecurityXML(1185) field is specified and must immediately precede it. The SecurityXML component is used to provide a definition in an XML format for the instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Describes the how the price limits are expressed Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session Specifies price tick rules for the security. Specifies the lot types that are valid for trading. Specifies the price limits that are valid for trading. Specifies the valid price range tables for trading. Specifies the valid quote sizes for trading. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. Used for multileg security only. Used for multileg security only. Defines the default price type used for trading. Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. Trading rules that are applicable to a market, market segment or individual security independent of a trading session. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Required if SecurityID is specified. Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc Used to indicate if a product or group of product supports the creation of flexible securities An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] Settlement method for a contract. Can be used as an alternative to CFI Code value Method for price quotation For futures, indicates type of valuation method applied Indicates whether strikes are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing security. Must be present for MBS or TBA Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. Additional attribution for the instrument series Security trading and listing attributes for the series level Used to specify forms of product classifications Must be set if SecurityXML field is specified andd must immediately precede it. XML Data Stream describing the Security. XML Schema used to validate the XML used to describe the Security. Identifies the application with which a message is associated. Used only if application sequencing is in effect. Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. The reason for updating the RefOrdID Order type from the order associated with the trade Order price at time of trade Stop/Limit order price Execution Instruction from the order associated with the trade Status of order as of this trade report Order quantity at time of trade The order expiration date/time in UTC May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). Can be used to specify FX tenors. Used to specify the instrument Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap. Mutually exclusive with LegPaymentStreamFixedAmount(40327). Mutually exclusive with LegPaymentStreamRate(40326). LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream. Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap. Mutually exclusive with PaymentStreamFixedAmount(40785). Mutually exclusive with PaymentStreamRate(40784). PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap. Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). Mutually exclusive with UnderlyingPaymentStreamRate(40615). UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream. DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere. LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component. Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in MarketDisruptionEventGrp. Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap. Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. Conditionally required when StreamCommoditySecurityID(41253) is specified. Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity. Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap. Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. Conditionally required when LegStreamCommoditySecurityID(41650) is specified. Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity. Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap. Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule. If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision. The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision. Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the market depth up to specified level. Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. Conditionally required when MDStatisticDelayUnit(2463) is specified. Conditionally required when MDStatisticDelayPeriod(2462) is specified. Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). Conditionally required when MDStatisticIntervalPeriod(2466) is specified. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. Conditionally required when MDStatisticType(2456) = 5(Ratio). This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited. The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range. MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided. It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades. Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when CashSettlDateOffsetUnit(42211) is specified. Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date. The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date. The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered. LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date. OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when PaymentStreamFormulaImage(42653) is specified. Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date. The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered. UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier. UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub. UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date. MsgType = 6 Required for Cancel and Replace IOITransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152) The value zero is used if NoLegs repeating group is used Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" Required for multileg IOIs Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. MsgType = 7 Required for Cancel and Replace AdvTransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Describes the purpose of the execution report. Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Expired MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Rejected For optional use with ExecType = 8 (Rejected) Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp is used. Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 9 If CxlRejReason="Unknown order", specify "NONE". Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. Can be used to provide order id used by exchange or executing system. Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected. For optional use with OrdStatus = 0 (New) Required for rejects against orders which were submitted as part of a list. Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. MsgType = B Unique identifer for News message News items referenced by this News message Used to optionally specify the national language used for the News item. Specifies the headline text Must be set if EncodedHeadline field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Used to optionally specify the market to which this News applies. Used to optionally specify the market segment to which this News applies. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. MsgType = C Unique identifier for the email message thread Specifies the Subject text Must be set if EncodedSubject field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Type of account associated with the order (Origin) Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Useful for verifying security identification Available for optional use when Side(54) = 6(Sell short exempt). Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required for auction orders ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" $Market.Phase == "Closed" BusinessRejectRefID(379) correlates to ClOrdId(11) field in the order message !exists $Market.SecMassStatGrp[SecurityID==in.SecurityID]" ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID and ExecID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" One or more fills may occur; the first one may be synchronous. The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. MsgType = E Must be unique, by customer, for the day Should refer to an earlier program if bidding took place. e.g. Non Disclosed Model, Disclosed Model, No Bidding Process For CIV - Optional Reference to Registration Instructions message applicable to all Orders in this List. Controls when execution should begin For CIV Orders indicates order of execution.. Free-form text. Used for contingency orders. Must be set if EncodedListExecInst field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. Number of orders in this message (number of repeating groups to follow) The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. MsgType = F Required if provided on the order being cancelled. Echo back the value provided by the requester. ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Unique ID of cancel request as assigned by the institution. Required for List Orders Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request. Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). MsgType = G Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Required for List Orders TransactTime of the last state change that occurred to the original order Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt Available for optional use when Side(54) = 6(Sell short exempt). Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must match original order. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. For use in derivatives omnibus accounting For use with derivatives, such as options Required for short sell orders For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Conditionally required for auction orders. The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. MsgType = H Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Unique identifier for this allocation instruction message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. MsgType = K Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. MsgType = L Must be unique, by customer, for the day Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. MsgType = M Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The list status request message type is used by institutions to instruct the broker to generate status messages for a list. MsgType = N Total number of messages required to status complete list. Sequence number of this report message. Must be set if EncodedListStatusText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders statused in this message, i.e. number of repeating groups to follow. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. MsgType = P Optional second identifier for the allocation instruction being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Instruction Ack generated Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Instruction were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow. In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required if specified on the ExecutionRpt Required if specified on the ExecutionRpt Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. MsgType = R For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) MsgType = S Required when quote is in response to a QuoteRequest(35=R) message. Unique identifier for the bid side of the quote. Unique identifier for the ask side of the quote. Can be used when modifying an existing quote. Optionally used to supply a message identifier for a quote. Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Required for Tradeable or Counter quotes of single instruments Required for Tradeable quotes or Counter quotes of single instruments Can be used with forex quotes to specify a specific "value date". For NDFs this is required. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Required for NDFs to specify the settlement currency (fixing currency). Required for multileg quotes If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. For use in private/directed quote negotiations. The time when the quote will expire Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets SpreadOrBenchmarkCurveData component may be used to specify the benchmark. SpreadOrBenchmarkCurveData component may be used to specify the benchmark. Spread(218) may be used for a mid-spread value. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. MsgType = T Unique identifier for this message Only used when this message is used to respond to a settlement instruction request (to which this ID refers) 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Date/time this message was generated Required except where SettlInstMode is 5=Reject SSI request The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request). SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Required if SubscriptionRequestType(263) = 1(Snapshot + Updates). Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). Defines the scope(s) of the request Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh). Can be used to limit the result set to the specified markets or market segments. Action to take if application level queuing exists Maximum application queue depth that must be exceeded before queuing action is taken. Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MsgType = W Total number or reports returned in response to a request. Unique identifier for the market data report. Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Can be used to define a subordinate book. Can be used to define the current depth of the book. Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a MarketDataRequest(35=V). Required for multileg quotes Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MsgType = X Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a Market Data Request. Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MsgType = Y Must refer to the MDReqID of the request. Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. MsgType = Z Required when quote is in response to a Quote Request message Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. Optionally used to supply a message identifier for a quote cancel. Identifies the type of Quote Cancel request. Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote). Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Cancel should be applied. Type of account associated with the order (Origin) The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying MsgType = a (lowercase) Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. Conditionally required when requesting status of a single security quote. Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Status Request should apply. Type of account associated with the order (Origin) Used to subscribe for Quote Status Report messages The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MsgType = b (lowercase) Required when acknowledgment is in response to a Quote Request message Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: - QuoteID(117) of a Mass Quote - QuoteMsgID(1166) of Quote Cancel - QuoteStatusReqID(649) of Quote Status Request Status of the mass quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. Type of Quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. Type of account associated with the order (Origin) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The number of sets of quotes in the message Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. MsgType = c (lowercase) Identifies the market for which the security definition request is being made. Identifies the segment of the market for which the security definition request is being made. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. MsgType = d (lowercase) Used to identify the SecurityDefinition(35=d) message. Used to identify the response to a SecurityDefinitionRequest(35=c) message. Allow result of query request to be returned to requester Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). Used to specify forms of product classifications Currency in which the price is denominated Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. MsgType = f (lowercase) Business day that the state change applies to. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Used to relay changes in the book type Used to relay changes in market depth. Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. Time of status information. Represents the price of the first fill of the trading session. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. MsgType = g (lowercase) Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of trading Trading Session Mode The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. MsgType = h (lowercase) Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) Market for which trading session applies Market Segment for which trading session applies Business day for which trading session applies to. Identifier for trading session Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. Identifies an event related to the trading status of a trading session Indicates if trading session is in fast market. TradSesStatus==^RequestRejected Use with TradSesStatus(340) = 6(Request Rejected). Starting time of the trading session Time of the opening of the trading session Time of the pre-close of the trading session Closing time of the trading session End time of the trading session Indicates how control of trading session and subsession transitions are performed Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument. The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MsgType = i (lowercase) Required when quote is in response to a Quote Request message Type of Quote Default is Indicative if not specified Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Default Bid Size for quote contained within this quote message - if not explicitly provided. Default Offer Size for quotes contained within this quote message - if not explicitly provided. The number of sets of quotes in the message Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). MsgType = j (lowercase) MsgSeqNum of rejected message The MsgType of the FIX message being referenced. Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. MsgType = k (lowercase) Required to relate the bid response Identifies the Bid Request message transaction type e.g. "Non Disclosed", "Disclosed", No Bidding Process Total number of tickets/allocations assuming fully executed Used to represent the currency of monetary amounts. Expressed in Currency Expressed in Currency Used if BidType="Non Disclosed" Used if BidType="Disclosed" Overall weighted average liquidity expressed as a % of average daily volume % value of stocks outside main country in Currency % of program that crosses in Currency Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Net/Gross Is foreign exchange required Indicates the total number of bidders on the list Used when BasisPxType = "C" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. MsgType = l (lowercase L) Number of bid repeating groups The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. MsgType = m (lowercase) Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of strike price entries The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. MsgType = o (lowercase O) Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary to which Registration relates Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of registration details in this message (number of repeating groups to follow) Number of Distribution instructions in this message (number of repeating groups to follow) The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. MsgType = p (lowercase P) Unique identifier of the original Registration Instructions details Identifies original Registration Instructions transaction type Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. MsgType = q (lowercase Q) Unique ID of Order Mass Cancel Request as assigned by the institution. Specifies the type of cancellation requested Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Can be used to specify the parties to whom the Order Mass Cancel should apply. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required for MassCancelRequestType = 8 (Cancel orders for a market) Required for MassCancelRequestType = 9 (Cancel orders for a market segment) Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). MsgType = r (lowercase R) ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. Order Mass Cancel Request Type accepted by the system Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected. Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request List of orders affected by the Order Mass Cancel Request List of orders not affected by Order Mass Cancel Request. Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Side of the market specified on the Order Mass Cancel Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. MsgType = s (lowercase S) Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. MsgType = t (lowercase T) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. MsgType = u (lowercase U) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being cancelled. Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Leg Time this order request was initiated/released by the trader, trading system, or intermediary. Used to fully cancel the remaining open quantity of a cross order. MsgType = v (lowercase V) Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Used to qualify which security types are returned Used to qualify which security type is returned Used to qualify which security types are returned The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = w (lowercase W) Identifier for the security response message The result of the security request identified by SecurityReqID Indicates total number of security types in the event that multiple Security Type messages are used to return results Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = x (lowercase X) Type of Security List Request being made Identifies a specific list Indentifies a list type Identifies the source a list type Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = y (lowercase Y) Identifies a specific Security List Entry Provides a reference to another Security List Identifies a list type Identifies the source of a list type Identifier for the Security List message Result of the Security Request identified by the SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. MsgType = z (lowercase Z) Specifies the underlying instrument Group block which contains all information for an option family. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = AA (2 A's) Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. MsgType = AB Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MsgType = AC Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. MsgType = AD Unique identifier for the trade request. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Can be used to request a specific trade report. To request a specific trade report To request all trades based on secondary execution identifier Can be used to request all trades of a specific execution type. Can be used to request all trades of a specific trade type. Can be used to request all trades of a specific trade sub type. Can be used to request all trades for a specific transfer reason. Can be used to request all trades of a specific secondary trade type. Can be used to request all trades of a specific trade link identifier. Can be used to request a trade matching a specific TrdMatchID(880). Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator Number of date ranges provided (must be 1 or 2 if specified) Can be used to request trades for a specific clearing business date. Can be used to request trades for a specific trading session. Can be used to request trades for a specific trading session. Can be used to request trades within a specific time bracket. Can be used to request trades for a specific side of a trade. Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. Can be used to requests trades that were submitted from a specific trade input source. Can be used to request trades that were submitted from a specific trade input device. Used to match specific values within Text(58) fields. The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. MsgType = AE TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified. Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a "give-up" (also known as "claim") model. Identifier for the trade capture report request associated with this trade capture report. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. Set to 'Y' if message is sent as a result of a subscription request or out of band configuration. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. The TradeReportID(571) that is being referenced for trade correction or cancelation. Market (exchange) assigned execution identifier. Can be used to indicate cabinet trade pricing. Used for acting parties that applies to the whole message, not individual legs, sides, etc. Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades Used to specify the differential price when reporting the individual leg of a spread trade. Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381). Applicable for F/X orders Applicable for F/X orders Used when clearing price differs from execution price. Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Used when reporting other than current day trades. If used then the LastPx(31) will contain the original price on the execution. Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security). Identifies a multileg execution if present and non-zero. Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades. Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values. The settlement date for the underlying instrument of a derivatives security. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. Indicates the reason that a trade report was rejected. Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. MsgType = AF Unique ID of mass status request as assigned by the institution. Specifies the scope of the mass status request Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Order Mass Status Request should apply. Account Trading Session Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders will be returned. The order mass status request message requests the status for orders matching criteria specified within the request. MsgType = AG For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Reason Quote was rejected Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote Request Reject message is used to reject Quote Request messages for all quoting models. MsgType = AH Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES Number of related symbols (instruments) in Request Used to subscribe for Quote Requests that are sent into a market Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments MsgType = AI Required when quote is in response to a Quote Request message Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Contains the BidID(390) of a single Quote(35=S). Contains the QuoteID(1867) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). Required when responding to a QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). Conditionally required when reporting status of a single security quote. Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Conditionally required for multileg quote status reports. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets Reason description for rejecting the quote. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) MsgType = AJ Unique ID as assigned by the Initiator Required only when responding to a Quote. Optionally used when responding to a Quote. Contains the QuoteReqID(131) of the QuoteRequest(35=R). Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). Required only when responding to an IOI. Default is Indicative. May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Number of underlyings Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Optional Used to identify the source of the Account code. Type of account associated with the order (Origin) Required for multileg quote response If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. For usage of this message in a negotiation or counter quote dialog for fixed income and exchanges/marketplace see Volume 7, Fixed Income and Exchanges and Markets sections respectively. MsgType = AK Unique ID for this message Mandatory if ConfirmTransType is Replace or Cancel Only used when this message is used to respond to a confirmation request (to which this ID refers) New, Cancel or Replace Denotes whether this message represents a confirmation or a trade status message Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed. Used to communicate the status of the central clearing workflow. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Time of last execution being confirmed by this message Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). The quantity being confirmed by this message (this is at a trade level, not block or order level) Account number for the trade being confirmed by this message Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income Absence of this field indicates that default precision arranged by the broker/institution is to be used Price type for the AvgPx field Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. AllocQty(80) * AvgPx(6) Optional "next coupon date" for Fixed Income Required for Fixed Income products that trade with accrued interest Required for Fixed Income products that pay lump sum interest at maturity For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Net Money at maturity if Zero Coupon and maturity value is different from par value Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. Used to identify any commission shared with a third party (e.g. directed brokerage) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Required if any miscellaneous fees are reported. The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. MsgType = AL Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. The Clearing Business Date referred to by this maintenance request The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition Boolean - if Y then indicates you are requesting a position maintenance that acting Boolean - Y indicates you are requesting rollover of prior day's spread submissions Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. MsgType = AM Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the position maintenance request associated with this report Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest. The Clearing Business Date covered by this request The business date previous to the clearing business date referred to by this maintenance request. Valuation date of the position(s) in this report. Valuation time of the position(s) in this report. Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Position Account Type of account associated with the order (Origin) Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse). Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers. Additional payments or bullet payments. Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. MsgType = AN Unique identifier for the Request for Positions as assigned by the submitter Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security The Clearing Business Date referred to by this request Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. MsgType = AO Unique identifier for this position report Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. MsgType = AP Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. Will be 7=Net Position if the report contains net position information for margin requirements. Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Total number of Position Reports being returned Result of a Request for Position Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. The Clearing Business Date referred to by this maintenance request The business date previous to the clearing business date referred to by this maintenance request. Used to identify the event or source which gave rise to a message Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. Position Account Account may also be specified through via Parties Block using Party Role 27 which signifies Account Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account Position Settlement Date Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708). Values = Final, Theoretical For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Valuation date of the position(s) in this report Valuation time of the position(s) in this report Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. Used to indicate if a Position Report is matched or unmatched Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" RegNonRegInd Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. MsgType = AQ Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Number of trade reports returned Result of Trade Request Status of Trade Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs NoLegs > 0 identifies a Multi-leg Execution Specify type of multileg reporting to be returned. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to identify the event or source which gave rise to a message The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. MsgType = AR Indicates action to take on trade. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. The TradeReportID(571) that is being referenced for trade correction or cancelation. The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation Status of trade report. Reason description for rejecting the TradeCaptureReport(35=AE). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Exchanged assigned execution identifier (trade identifier). Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). Time this message was issued by matching system, trading system or counterparty. Must be set if EncodedText(355) field is specified and must immediately precede it. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. MsgType = AS Unique identifier for this message i.e. New, Cancel, Replace Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report Optional second identifier for this allocation instruction (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Specifies the purpose or type of Allocation Report message Required for AllocStatus = 1 (rejected) Required for AllocTransType = Replace or Cancel Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal). Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates MultiLegReportType of original trade marked for allocation. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Specifies the rounded price to quoted precision. Used to identify the event or source which gave rise to a message. Specific device number, terminal number or station where trade was entered Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Sum of AllocAccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. MsgType = AT Indicates Clearing Business Date for which transaction will be settled. Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Optional second identifier for the allocation report being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Report Ack generated Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Report were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. MsgType = AU Date/Time Allocation Instruction Ack generated Required for ConfirmStatus = 1 (rejected) Denotes whether the financial details provided on the Confirmation were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. MsgType = AV Unique message ID Date/Time this request message was generated Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise. Should not be populated if StandInstDbType is populated Required if AllocAccount populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The Settlement Instruction Request message is used to request standing settlement instructions from another party. MsgType = AW Unique identifier for the Assignment report If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. Total Number of Assignment Reports being returned to a firm Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account Customer Account Type of account associated with the order (Origin) CFI Code - Market Indicator (col 4) used to indicate Market of Assignment Number of legs that make up the Security Number of legs that make up the Security "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Settlement Price of Option Values = Final, Theoretical Settlement Price of Underlying Expiration Date of Option Method under which assignment was conducted Quantity Increment used in performing assignment Open interest that was eligible for assignment Exercise Method used to in performing assignment Values = Automatic, Manual Business date of assignment Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. MsgType = AX Unique identifier for collateral request Reason collateral assignment is being requested Time until when Respondent has to assign collateral Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Instrument that was traded for which collateral is required Details of the Agreement and Deal Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. MsgType = AY Unique Identifer for collateral assignment Identifer of CollReqID to which the Collateral Assignment is in response Reason for collateral assignment Collateral Transaction Type Collateral assignment to which this transaction refers For an Initial assignment, time by which a response is expected Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY). The clearing business date of the collateral assignment. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. MsgType = AZ Unique identifer for the collateral response Conditionally required when responding to a Collateral Assignment message Identifer of CollReqID to which the Collateral Assignment is in response Conditionally required when responding to a Collateral Assignment message Collateral Transaction Type - not recommended because it causes confusion Collateral Assignment Response Type Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Tells whether security has been restricted. The clearing business date of the assignment. The date on which the transaction was entered. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date). Number of legs that make up the Security Number of legs that make up the Security Required if any miscellaneous fees are reported. The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ). The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning). Must be set if EncodedWarningText(2521) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field. Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to a Collateral Assignment message. MsgType = BA Unique Identifer for collateral report Identifier for the collateral inquiry to which this message is a reply Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. Tells whether security has been restricted. Collateral status Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The clearing business date of the report. The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA). The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to report collateral status when responding to a Collateral Inquiry message. MsgType = BB Unique identifier for this message. Number of qualifiers to inquiry Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to inquire for collateral status. MsgType = "BC" Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. MsgType = "BD" Required when NetworkStatusResponseType=2 Specifies the number of repeating CompId's This message is sent in response to a Network (Counterparty System) Status Request Message. MsgType = "BE" Can be used to hand structures etc to other API's etc This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. MsgType = "BF" Reason a request was not carried out This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. MsgType = BG Identifier for the collateral inquiry to which this message is a reply Status of the Collateral Inquiry referenced by CollInquiryID Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings Number of qualifiers to inquiry Total number of reports generated in response to this inquiry Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Trading Session in which trade occurred Trading Session Subid in which trade occurred Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. MsgType = BH Unique identifier for this message Denotes whether this message is being used to request a confirmation or a trade status message Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Account number for the trade being confirmed by this message The Confirmation Request message is used to request a Confirmation message. MsgType = BO Unique identifier for the Contrary Intention report Time the contrary intention was received by clearing organization. Indicates if the contrary intention was received after the exchange imposed cutoff time Source of the contrary intention Business date of contrary intention Clearing Organization Clearing Firm Position Account Expiration Quantities Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. MsgType = BP Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. Used to identify the SecurityDefinitionUpdateReport(35=BP) message. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. MsgType = BK Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) Identifies a specific Security List entity Provides a reference to another Security List Identifies a list type Identifies the sourec as a listype Identifier for the Security List message. Result of the Security Request identified by the SecurityReqID. Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the type of Corporate Action that triggered the update Identifies the market which lists and trades the instrument. Identifies the segment of the market specified in MarketID(96) Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. MsgType = BL Unique identifier for this Adjusted Position report The Clearing Business Date referred to by this maintenance request Position Account Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Settlement Price Prior Settlement Price Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions MsgType = BM Unique identifier for this allocation instruction alert message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" Insert here the set of "FinancingDetails" fields defined in "common components of application messages" When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0). Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Date/time when allocation is generated Identifies status of allocation. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. MsgType = BN Conditionally required if the Execution Report message contains a ClOrdID. Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. The ExecID of the Execution Report being acknowledged. Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). Conditionally required if specified on the Execution Report Conditionally Required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if DKReason = "other" The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). MsgType = BJ Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. MsgType = BI Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of Trading Trading Session Mode The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. MsgType = BQ Settlement cycle in which the settlement obligation was generated Unique identifier for this message Used to identify the reporting mode of the settlement obligation which is either preliminary or final Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Time when the Settlemnt Obligation Report was created. The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. MsgType = BR Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. MsgType = BS Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MsgType = BT Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). Conditionally required if MarketSegmentID(1300) is specified on the request Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MsgType = BU Unique identifier for each market definition message. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MsgType = BV Unique identifier for each market definition message. Specifies the action taken Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the valid base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. MsgType = CB List of users to which the notification is directed Reason for notification - when possible provide an explanation. Explanation for user notification. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. MsgType = BZ ClOrdID provided on the Order Mass Action Request. Unique Identifier for the Order Mass Action Report Order Mass Action Request Type accepted by the system Specifies the scope of the action Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 - Indicates Order Mass Action Request was rejected. Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Action Request List of orders affected by the Order Mass Action Request. List of orders not affected by the Order Mass Action Request. List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. Mutually exclusive with MarketSegmentID(1300). TradingSessionID for which orders are to be affected TradingSessionSubID for which orders are to be affected Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). Side of the market specified on the Order Mass Action Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. MsgType = CA Unique ID of Order Mass Action Request as assigned by the institution. Specifies the type of action requested Specifies the scope of the action MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). Trading Session in which orders are to be affected Can be used to specify the parties to whom the Order Mass Action should apply. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. MsgType = BW Unique identifier for request Type of Application Message Request being made Allows user to provide reason for request This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). MsgType = BX Identifier for the Application Message Request Ack Identifier of the request associated with this ACK message Total number of messages included in transmission This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. MsgType = BY Identifier for the Application Message Report If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. Type of report This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. MsgType = CC Unique identifier of the request. Type of assignment being requested. Assignment requests In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. MsgType = CD Unique identifier of the Stream Assignment Report. Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. Stream assignments he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. MsgType = CE Can be used to provide additional information regarding the assignment report, such as reject description. This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. MsgType = CH Unique identifier for this message Type of margin requirement inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time the inquiry was submitted Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MsgType = CI Unique identifier for this message Type of margin requirement inquiry Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID � specifies any errors or warnings Total number of reports generated in response to this inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Margin Requirement Inquiry. MsgType = CJ Unique identifier for this margin requirement report Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Type of report provided Total number of reports generated in response to inquiry referenced by MarginReqmtInqID Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Base currency of the margin requirement Margin requirement amounts Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. MsgType = CF May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party role(s) Scope of the query/reqeust for specific party relationship(s) The PartyDetailsListRequest is used to request party detail information. MsgType = CG Conditionally required when responding to the PartyDetailsListRequest message. Conditionally required when responding to the PartyDetailsListRequest message. The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MsgType = CK Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. MsgType = CL Scope of risk limit information. May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies) Scope of the query/request for specific party role(s). For example, "all information for PartyRole=24." Scope of the query/request for specific securities. Absence means all instruments for a given party or party role. The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. MsgType = CM Conditionally required when responding to PartyRiskLimitsRequest(35=CL). Can be used when responding to a PartyRiskLimitsRequest(35=CL). Conditionally required when responding to a PartyRiskLimitsRequest(35=CL). Optionally includes utilization (consumption) information. The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. MsgType = CN Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. MsgType = CO Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. Identifies all securities for a security list identifier. Identifies all securities for a market. Identifies all securities for a market segment. Business day that the state change applies to. Identifies all securities for a trading session. Identifies all securities for a trading sub-session. Set to "Y" if message is sent as a result of a subscription request not a snapshot request. Used to relay changes in the book type. Used to relay changes in Market Depth. Time of state change for security list. MsgType = CQ Identifies the base reporting currency used in this report. Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) Can be used to identify mark to market information for the position. The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). The Parties component and PtysSubGrp sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the SettlementAmountGrp component. Margin requirement amounts are provided using the MarginAmountData component. The current collateral values for each valid collateral type is provided using the CollateralAmountGrp component. Likewise pay/collect information is provided using the PayCollectGrp component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments. MsgType=CR Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. MsgType=CS May be used to identify the party making the request and their role. Risk limits to be enforced for given party(-ies) and related party(-ies). PartyRiskLimitDefinitionRequest is used for defining new risk limits. MsgType=CT PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. MsgType=CU May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party roles. For example, "all information for PartyRole=24". Scope of the query/request for specific securities. The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). MsgType=CV Conditionally required when responding to PartyEntitlementsRequest(35=CU). Conditionally required when responding to Party Entitlements Request. The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). 35=CW Contains the QuoteID(117) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z). Conditionally required when QuoteAckStatus(1865) = 2(Rejected). The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. The QuoteAck(35=CW) is available for optional use to acknowledge the request to cancel an individual quote (QuoteCancel(35=Z) with QuoteCancelType(298) =5(Cancel specified sinqle quote)). MsgType=CX Can be used to identify the party making the request and their role. Specifies the parties and relationships between parties to be defined, modified, or deleted. The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. MsgType=CY The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. MsgType=CZ Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies). Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). MsgType=DA Can be used to identify the party making the request and their role. Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies). The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). The PartyEntitlementsDefinitionRequestAck(35=DB) is the response message, used to indicate whether the request was accepted or rejected. MsgType=DB The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. MsgType=DC Unique identifier common for all trades included in a match event. Used when reporting other than current day trades. Time of the match event or transaction that resulted in this match report. Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used. Conditionally required when TradeReportType(856) = Submit(0). The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. MsgType=DD Identifier of the TradeMatchReport(35=DC) being acknowledged. Conditionally required when TradeMatchAckStatus(1896) = Rejected(2). The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). MsgType=DE The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message. Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. MsgType=DE Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified. Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used. Used to specify the transaction reference for this limit check request. Identifies the type of reference specified in RefOrderID(1080) for this limit check request. Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321). May be used to identify the party making the limit check request and their role. May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. MsgType=DG Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message. Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message. Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace) Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved) Optionally used to specify when the approved credit limit being reserved will expire. The trading party identified in the limit check request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. MsgType=DH Use to reduce the scope to a market Use to reduce the scope to a market segment Use to reduce the scope of instruments May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. MsgType=DI Conditionally required when responding to a PartyActionRequest(35=DH) message. Conditionally required when PartyActionResponse(2332) = 2 (Rejected). Conditionally required if present in the PartyActionRequest(35=DH) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MsgType=DJ Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. This is party information related to the submitter. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. The behavior of individual orders within a MassOrder(35=DJ) may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest (35=G) and OrderCancelRequest(35=F). Each of the orders in the MassOrder(35=DJ) are to be treated as stand-alone individual orders. MsgType=DK For use in drop copy applications. NOT FOR USE in transactional applications. Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. Unique identifier of MassOrder(35=DJ) message as assigned by the receiver Message level request status Message level request result Level of response requested from receiver of MassOrder (35=DJ) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. The content of the acknowledgement depends on the setting of the field OrderResponseLevel(2427) in the MassOrder(35=DJ) message. Only the order status is provided and not the immediate executions which would lead to ExecutionReport messages. MsgType = DL Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer. Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. MsgType=DM The identifier of the PositionTransferInstruction(35=DL) this message is responding to. Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent. Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. The PositionTransferInstructionAck(35=DM) is intended to be a technical acknowledgment, not a business level acknowledgment which would instead be provided by the PositionTransferReport(35=DN) message. As such, TransferID(2437), a business level ID assigned by the CCP, need not be assigned when providing a technical acknowledgment to a new or rejected position transfer request. MsgType = DN Conditionally required when sent in response to a PositionTransferInstruction(35=DM). Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MsgType=DO Unique message identifier for the request or the identifier of a previous request when unsubscribing. Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. Used to specify the business date. Used to specify a single market. Used to specify a single market segment. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Used to reference an entire group of instruments for which a single set of statistics is to be calculated. Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. Used to specify the parameters for the calculation of statistics. Time that the request was submitted. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp. Fields specified in the request are used as filter criteria to restrict the resulting data returned. MsgType = DP Unique message identifier for the report. Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies the resulting statistics information and corresponding statistical parameters. Time that the report was provided. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. Identifer of the CollateralReport(35=BA) being acknowledged. Conditionally required when CollRptStatus(2488) = 2 (Rejected). Conditionally required when CollRptStatus(2488) = 2 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MsgType = DR Unique identifier for MarketDataReport(35=DR). The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle. \ No newline at end of file diff --git a/pom.xml b/pom.xml index 391a95cc..2e1539a2 100644 --- a/pom.xml +++ b/pom.xml @@ -5,7 +5,7 @@ 4.0.0 io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT pom ${project.groupId}:${project.artifactId} Parent project for FIX Orchestra diff --git a/repository-util/README.md b/repository-util/README.md index 0b9a25c0..cc76567f 100644 --- a/repository-util/README.md +++ b/repository-util/README.md @@ -49,6 +49,6 @@ This Maven module may be included as a dependency in a project as follows (subst io.fixprotocol.orchestra repository-util - 1.6.10 + 1.8.0 ``` diff --git a/repository-util/pom.xml b/repository-util/pom.xml index 1c49b0cf..d8cdfb23 100644 --- a/repository-util/pom.xml +++ b/repository-util/pom.xml @@ -5,7 +5,7 @@ io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT repository-util ${project.groupId}:${project.artifactId} diff --git a/repository-util/src/main/java/io/fixprotocol/orchestra/repository/BasicRepositoryValidator.java b/repository-util/src/main/java/io/fixprotocol/orchestra/repository/BasicRepositoryValidator.java index 7dd7db9a..576e0d91 100644 --- a/repository-util/src/main/java/io/fixprotocol/orchestra/repository/BasicRepositoryValidator.java +++ b/repository-util/src/main/java/io/fixprotocol/orchestra/repository/BasicRepositoryValidator.java @@ -78,7 +78,7 @@ private String intOrUnknown(int number) { } - static final String REPOSITORY_NAMESPACE = "http://fixprotocol.io/2020/orchestra/repository"; + static final String REPOSITORY_NAMESPACE = "http://fixprotocol.io/2022/orchestra/repository"; private static final NamespaceContext nsContext = new NamespaceContext() { @Override diff --git a/repository-util/src/main/java/io/fixprotocol/orchestra/repository/RepositoryValidator.java b/repository-util/src/main/java/io/fixprotocol/orchestra/repository/RepositoryValidator.java index 2d328972..418b153f 100644 --- a/repository-util/src/main/java/io/fixprotocol/orchestra/repository/RepositoryValidator.java +++ b/repository-util/src/main/java/io/fixprotocol/orchestra/repository/RepositoryValidator.java @@ -1,5 +1,5 @@ /* - * Copyright 2019-2020 FIX Protocol Ltd + * Copyright 2019-2022 FIX Protocol Ltd * * Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except * in compliance with the License. You may obtain a copy of the License at diff --git a/repository-util/src/main/java/io/fixprotocol/orchestra/transformers/RepositoryCompressor.java b/repository-util/src/main/java/io/fixprotocol/orchestra/transformers/RepositoryCompressor.java index 0af1a457..a68a8f7a 100644 --- a/repository-util/src/main/java/io/fixprotocol/orchestra/transformers/RepositoryCompressor.java +++ b/repository-util/src/main/java/io/fixprotocol/orchestra/transformers/RepositoryCompressor.java @@ -1,5 +1,5 @@ /* - * Copyright 2017-2020 FIX Protocol Ltd + * Copyright 2017-2022 FIX Protocol Ltd * * Licensed under the Apache License, Version 2.0 (the "License"); you may not use this file except * in compliance with the License. You may obtain a copy of the License at @@ -43,25 +43,25 @@ import org.purl.dc.elements._1.ObjectFactory; import org.purl.dc.elements._1.SimpleLiteral; import org.purl.dc.terms.ElementOrRefinementContainer; -import io.fixprotocol._2020.orchestra.repository.Actors; -import io.fixprotocol._2020.orchestra.repository.Categories; -import io.fixprotocol._2020.orchestra.repository.CategoryType; -import io.fixprotocol._2020.orchestra.repository.CodeSetType; -import io.fixprotocol._2020.orchestra.repository.CodeSets; -import io.fixprotocol._2020.orchestra.repository.ComponentRefType; -import io.fixprotocol._2020.orchestra.repository.ComponentType; -import io.fixprotocol._2020.orchestra.repository.Components; -import io.fixprotocol._2020.orchestra.repository.Datatypes; -import io.fixprotocol._2020.orchestra.repository.FieldRefType; -import io.fixprotocol._2020.orchestra.repository.FieldType; -import io.fixprotocol._2020.orchestra.repository.Fields; -import io.fixprotocol._2020.orchestra.repository.GroupRefType; -import io.fixprotocol._2020.orchestra.repository.GroupType; -import io.fixprotocol._2020.orchestra.repository.Groups; -import io.fixprotocol._2020.orchestra.repository.MessageType; -import io.fixprotocol._2020.orchestra.repository.Messages; -import io.fixprotocol._2020.orchestra.repository.Repository; -import io.fixprotocol._2020.orchestra.repository.Sections; +import io.fixprotocol._2022.orchestra.repository.Actors; +import io.fixprotocol._2022.orchestra.repository.Categories; +import io.fixprotocol._2022.orchestra.repository.CategoryType; +import io.fixprotocol._2022.orchestra.repository.CodeSetType; +import io.fixprotocol._2022.orchestra.repository.CodeSets; +import io.fixprotocol._2022.orchestra.repository.ComponentRefType; +import io.fixprotocol._2022.orchestra.repository.ComponentType; +import io.fixprotocol._2022.orchestra.repository.Components; +import io.fixprotocol._2022.orchestra.repository.Datatypes; +import io.fixprotocol._2022.orchestra.repository.FieldRefType; +import io.fixprotocol._2022.orchestra.repository.FieldType; +import io.fixprotocol._2022.orchestra.repository.Fields; +import io.fixprotocol._2022.orchestra.repository.GroupRefType; +import io.fixprotocol._2022.orchestra.repository.GroupType; +import io.fixprotocol._2022.orchestra.repository.Groups; +import io.fixprotocol._2022.orchestra.repository.MessageType; +import io.fixprotocol._2022.orchestra.repository.Messages; +import io.fixprotocol._2022.orchestra.repository.Repository; +import io.fixprotocol._2022.orchestra.repository.Sections; /** * Selectively compresses an Orchestra file
diff --git a/repository-util/src/main/resources/xsl/ISO11404_datatypes.xslt b/repository-util/src/main/resources/xsl/ISO11404_datatypes.xslt index 08e2f575..889f1f41 100644 --- a/repository-util/src/main/resources/xsl/ISO11404_datatypes.xslt +++ b/repository-util/src/main/resources/xsl/ISO11404_datatypes.xslt @@ -3,7 +3,7 @@ xmlns:xsl="http://www.w3.org/1999/XSL/Transform" xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:fn="http://www.w3.org/2005/xpath-functions" - xmlns:fixr="http://fixprotocol.io/2020/orchestra/repository" xmlns:dc="http://purl.org/dc/elements/1.1" exclude-result-prefixes="fn dc xs"> + xmlns:fixr="http://fixprotocol.io/2022/orchestra/repository" xmlns:dc="http://purl.org/dc/elements/1.1" exclude-result-prefixes="fn dc xs"> diff --git a/repository-util/src/main/resources/xsl/orchestra2unified.xslt b/repository-util/src/main/resources/xsl/orchestra2unified.xslt index b4a80701..c22c2475 100644 --- a/repository-util/src/main/resources/xsl/orchestra2unified.xslt +++ b/repository-util/src/main/resources/xsl/orchestra2unified.xslt @@ -1,5 +1,5 @@ - + diff --git a/repository-util/src/main/resources/xsl/unified2orchestra.xslt b/repository-util/src/main/resources/xsl/unified2orchestra.xslt index ab8dfe3b..8b3a9aa8 100644 --- a/repository-util/src/main/resources/xsl/unified2orchestra.xslt +++ b/repository-util/src/main/resources/xsl/unified2orchestra.xslt @@ -4,7 +4,7 @@ xmlns:xs="http://www.w3.org/2001/XMLSchema" xmlns:fn="http://www.w3.org/2005/xpath-functions" xmlns:functx="http://www.functx.com" - xmlns:fixr="http://fixprotocol.io/2020/orchestra/repository" + xmlns:fixr="http://fixprotocol.io/2022/orchestra/repository" xmlns:dc="http://purl.org/dc/elements/1.1/" version="2.0" exclude-result-prefixes="fn functx"> diff --git a/repository-util/src/test/resources/OrchestraFIXLatest.xml b/repository-util/src/test/resources/OrchestraFIXLatest.xml index 06b6ea4f..dd9acc8a 100644 --- a/repository-util/src/test/resources/OrchestraFIXLatest.xml +++ b/repository-util/src/test/resources/OrchestraFIXLatest.xml @@ -1,6 +1,6 @@ Orchestra Example Millennium IT FIX Trading Community Copyright 2019, FIX Protocol, Limited 2019-01-09T16:09:16.904-06:00 Repository 2016 Edition Buy Sell Trade Cross Broker's side of advertised trade New Cancel Replace Identifies advertisement message transaction type Amount per unit Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. Percent Absolute Total monetary amount. Percentage waived, cash discount basis For use with CIV buy orders. Percentage waived, enhanced units basis For use with CIV buy orders. Points per bond or contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. Basis points The commission is expressed in basis points in reference to the gross price of the reference asset. Amount per contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. Specifies the basis or unit used to calculate the total commission based on the rate. Stay on offer side Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bid side No cross Cross is forbidden. OK to cross Call first Percent of volume Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. Do not increase - DNI Do not reduce - DNR All or none - AON Reinstate on system failure Mutually exclusive with Q and l (lower case L). Institutions only Reinstate on trading halt Mutually exclusive with K and m. Cancel on trading halt Mutually exclusive with J and m. Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Cancel on system failure Mutually exclusive with H and l(lower case L). Primary peg Primary market - buy at bid, sell at offer. Suspend Fixed peg to local best bid or offer at time of order Customer display instruction Used in US Markets for: SEC Rule 11Ac1-1/4. Netting (for Forex) Peg to VWAP Trade along Try to stop Cancel if not best Trailing stop peg Strict limit No price improvement. Ignore price validity checks Peg to limit price Work to target strategy Intermarket sweep External routing allowed External routing not allowed Imbalance only Single execution requested for block trade Best execution Suspend on system failure Mutually exclusive with H and Q. Suspend on trading halt Mutually exclusive with J and K. Reinstate on connection loss Mutually exclusive with o and p. Cancel on connection loss Mutually exclusive with n and p. Suspend on connection loss Mutually exclusive with n and o. Release Mutually exclusive with S and w. Execute as delta neutral using volatility provided Execute as duration neutral Execute as FX neutral Minimum guaranteed fill eligible Bypass non-displayed liquidity Lock Mutually exclusive with q. Ignore notional value checks Trade at reference price In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Automated execution order, private, no Broker intervention Automated execution order, public, Broker intervention OK Manual order, best execution Instructions for order handling on Broker trading floor CUSIP SEDOL QUIK ISIN number RIC code ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Identifies class or source of the SecurityID(48) value. High Low Medium Relative quality of indication Small Medium Large Undisclosed Quantity Quantity (e.g. number of shares) in numeric form or relative size. New Cancel Replace Identifies IOI message transaction type Agent Cross as agent Cross as principal Principal Broker capacity in order execution Heartbeat The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. TestRequest The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. ResendRequest The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. Reject The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. SequenceReset The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. Logout The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. IOI Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. Advertisement Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. ExecutionReport The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade OrderCancelReject The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Logon The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. News The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. Email The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. NewOrderSingle The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. NewOrderList The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. OrderCancelRequest The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). OrderCancelReplaceRequest The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. OrderStatusRequest The order status request message is used by the institution to generate an order status message back from the broker. AllocationInstruction The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. ListCancelRequest The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. ListExecute The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. ListStatusRequest The list status request message type is used by institutions to instruct the broker to generate status messages for a list. ListStatus The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. AllocationInstructionAck In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. DontKnowTrade The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. QuoteRequest In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) Quote The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. SettlementInstructions The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MarketDataRequest Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MarketDataSnapshotFullRefresh The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MarketDataIncrementalRefresh The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MarketDataRequestReject The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. QuoteCancel The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying QuoteStatusRequest The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MassQuoteAck Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. SecurityDefinitionRequest The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. SecurityDefinition The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. SecurityStatusRequest The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. SecurityStatus The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. TradingSessionStatusRequest The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. TradingSessionStatus The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MassQuote The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). BusinessMessageReject The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. BidRequest The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. BidResponse The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. ListStrikePrice The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. XMLnonFIX RegistrationInstructions The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. RegistrationInstructionsResponse The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. OrderMassCancelRequest The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). OrderMassCancelReport The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. NewOrderCross Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. CrossOrderCancelReplaceRequest Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. CrossOrderCancelRequest Used to fully cancel the remaining open quantity of a cross order. SecurityTypeRequest The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityTypes The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityListRequest The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request SecurityList The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. DerivativeSecurityListRequest The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request DerivativeSecurityList The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. NewOrderMultileg The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MultilegOrderCancelReplace Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. TradeCaptureReportRequest The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. TradeCaptureReport The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. OrderMassStatusRequest The order mass status request message requests the status for orders matching criteria specified within the request. QuoteRequestReject The Quote Request Reject message is used to reject Quote Request messages for all quoting models. RFQRequest In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments QuoteStatusReport The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) QuoteResponse The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. Confirmation The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. PositionMaintenanceRequest The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. PositionMaintenanceReport The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. RequestForPositions The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. RequestForPositionsAck The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. PositionReport The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. TradeCaptureReportRequestAck The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. TradeCaptureReportAck The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. AllocationReport Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. AllocationReportAck The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. ConfirmationAck The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. SettlementInstructionRequest The Settlement Instruction Request message is used to request standing settlement instructions from another party. AssignmentReport Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. CollateralRequest An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. CollateralAssignment Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. CollateralResponse Used to respond to a Collateral Assignment message. CollateralReport Used to report collateral status when responding to a Collateral Inquiry message. CollateralInquiry Used to inquire for collateral status. NetworkCounterpartySystemStatusRequest This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. NetworkCounterpartySystemStatusResponse This message is sent in response to a Network (Counterparty System) Status Request Message. UserRequest This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. UserResponse This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. CollateralInquiryAck Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. ConfirmationRequest The Confirmation Request message is used to request a Confirmation message. ContraryIntentionReport The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. SecurityDefinitionUpdateReport This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. SecurityListUpdateReport The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. AdjustedPositionReport Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions AllocationInstructionAlert This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. ExecutionAck The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). TradingSessionList The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. TradingSessionListRequest The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. SettlementObligationReport The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. DerivativeSecurityListUpdateReport The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. TradingSessionListUpdateReport The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MarketDefinitionRequest The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MarketDefinition The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MarketDefinitionUpdateReport In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. ApplicationMessageRequest This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). ApplicationMessageRequestAck This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. ApplicationMessageReport This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. OrderMassActionReport The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. OrderMassActionRequest The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. UserNotification The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. StreamAssignmentRequest In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. StreamAssignmentReport he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. StreamAssignmentReportACK This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. PartyDetailsListRequest The PartyDetailsListRequest is used to request party detail information. PartyDetailsListReport The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MarginRequirementInquiry The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MarginRequirementInquiryAck Used to respond to a Margin Requirement Inquiry. MarginRequirementReport The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. PartyDetailsListUpdateReport The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. PartyRiskLimitsRequest The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. PartyRiskLimitsReport The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. SecurityMassStatusRequest SecurityMassStatus AccountSummaryReport The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). PartyRiskLimitsUpdateReport The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. PartyRiskLimitsDefinitionRequest PartyRiskLimitDefinitionRequest is used for defining new risk limits. PartyRiskLimitsDefinitionRequestAck PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. PartyEntitlementsRequest The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). PartyEntitlementsReport The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). QuoteAck The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. PartyDetailsDefinitionRequest The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. PartyDetailsDefinitionRequestAck The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. PartyEntitlementsUpdateReport The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). PartyEntitlementsDefinitionRequest The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). PartyEntitlementsDefinitionRequestAck The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. TradeMatchReport The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. TradeMatchReportAck The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). PartyRiskLimitsReportAck PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. PartyRiskLimitCheckRequest PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. PartyRiskLimitCheckRequestAck PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. PartyActionRequest The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. PartyActionReport Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MassOrder The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. MassOrderAck The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. PositionTransferInstruction The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. PositionTransferInstructionAck The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. PositionTransferReport The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MarketDataStatisticsRequest The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. MarketDataStatisticsReport The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. CollateralReportAck CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MarketDataReport The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** New Partially filled Filled Done for day Canceled Replaced (No longer used) Pending Cancel (i.e. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Accepted for Bidding Pending Replace (i.e. result of Order Cancel/Replace Request) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Market Limit Stop/Stop Loss. A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. Stop Limit. A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. Market On Close (No longer used) With Or Without Limit Or Better Limit With Or Without On Basis On Close (No longer used) Limit On Close (No longer used) Forex Market (No longer used) Previously Quoted Previously Indicated Forex Limit (No longer used) Forex Swap Forex Previously Quoted (No longer used) Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) Market If Touched (MIT) Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) Previous Fund Valuation Point (Historic pricing; for CIV) Next Fund Valuation Point (Forward pricing; for CIV) Pegged Counter-order selection Stop on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Stop Limit on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Original transmission Possible duplicate Indicates possible retransmission of message with this sequence number Buy Sell Buy minus Sell plus Sell short Sell short exempt Undisclosed Cross (orders where counterparty is an exchange, valid for all messages except IOIs) Cross short Cross short exempt "As Defined" (for use with multileg instruments) "Opposite" (for use with multileg instruments) Subscribe (e.g. CIV) Redeem (e.g. CIV) Lend (FINANCING - identifies direction of collateral) Borrow (FINANCING - identifies direction of collateral) Side of order (see Volume : "Glossary" for value definitions) Day (or session) Good Till Cancel (GTC) At the Opening (OPG) Immediate Or Cancel (IOC) Fill Or Kill (FOK) Good Till Crossing (GTX) Good Till Date (GTD) At the Close Good Through Crossing At Crossing Good for Time (GFT) Good for auction (GFA) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Normal Flash Background Urgency flag Regular / FX Spot settlement (T+1 or T+2 depending on currency) Cash (TOD / T+0) Next Day (TOM / T+1) T+2 T+3 T+4 Future When And If Issued Sellers Option T+5 Broken date Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). FX Spot Next settlement (Spot+1, aka next day) Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. New Replace Cancel Preliminary (without MiscFees and NetMoney) (Removed/Replaced) Calculated (includes MiscFees and NetMoney) (Removed/Replaced) Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) Reversal Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Close FIFO Open Rolled Close but notify on open Default Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Regular Soft Dollar Step-In Step-Out Soft-dollar Step-In Soft-dollar Step-Out Plan Sponsor Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Accepted (successfully processed) Block level reject Account level reject Received (received not yet processed) Incomplete Rejected by intermediary Allocation pending Reversed Cancelled by intermediary Claimed Refused Pending give-up approval Cancelled Pending take-up approval Reversal pending Identifies status of allocation. Unknown or missing account(s) Incorrect or missing block quantity Incorrect or missing average price Unknown executing broker mnemonic Incorrect or missing commission Unknown OrderID (37) Unknown ListID (66) Other (further in Text (58)) Incorrect or missing allocated quantity Calculation difference Unknown or stale ExecID Mismatched data Unknown ClOrdID Warehouse request rejected Duplicate or missing IndividualAllocId(467) Trade not recognized Trade previously allocated Incorrect or missing instrument Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing settlement instructions Incorrect or missing fees Incorrect or missing tax Unknown or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrrect or missing ProcessCode(81) Other Use Text(58) for further reject reasons. Identifies reason for rejection. New Reply Admin Reply Email message type. Original Transmission Possible Resend Indicates that message may contain information that has been sent under another sequence number. Too late to cancel Unknown order Broker / Exchange Option Order already in Pending Cancel or Pending Replace status Unable to process Order Mass Cancel Request OrigOrdModTime (586) did not match last TransactTime (60) of order Duplicate ClOrdID (11) received Price exceeds current price Price exceeds current price band Invalid price increment Other Code to identify reason for cancel rejection. Broker / Exchange option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Duplicate of a verbally communicated order Stale order Trade along required Invalid Investor ID Unsupported order characteristic Surveillance option Incorrect quantity Incorrect allocated quantity Unknown account(s) Price exceeds current price band Invalid price increment Reference price not available Notional value exceeds threshold Algorithm risk threshold breached A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. Short sell not permitted Short sell rejected due to security pre-borrow restriction Short sell rejected due to account pre-borrow restriction Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. All or None (AON) Market On Close (MOC) (held to close) At the close (around/not held to close) VWAP (Volume Weighted Average Price) In touch with Limit More Behind At the Open Taking a Position At the Market (previously called Current Quote) Ready to Trade Inventory or Portfolio Shown Through the Day Versus Indication - Working Away Crossing Opportunity At the Midpoint Pre-open Axe Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). Axe on bid Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) Axe on offer Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Indicates the party sending message will report trade Indicates the party receiving message must report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is not required to locate Indicates the broker is responsible for locating the stock Indicates whether the broker is to locate the stock in conjunction with a short sell order. Do Not Execute Forex After Security Trade Execute Forex After Security Trade Indicates request for forex accommodation trade to be executed along with security transaction. Unknown security Wrong side Quantity exceeds order No matching order Price exceeds limit Calculation difference No matching ExecutionReport(35=8) Other Reason for execution rejection. Not Natural Natural Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Regulatory (e.g. SEC) Tax Local Commission DEPRECATE - use <CommissionDataGrp> component instead Exchange Fees Stamp Levy Other Markup Consumption Tax Per transaction Conversion Agent Transfer Fee Security Lending Trade reporting Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. Tax on principal amount Tax on accrued interest amount New issuance fee Service fee Odd lot fee Auction fee Value Added tax - VAT Sales tax Indicates type of miscellaneous fee. New Done for day Canceled Replaced Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) Pending Replace (e.g. result of Order Cancel/Replace Request) Trade (partial fill or fill) Trade Correct Trade Cancel Order Status Trade in a Clearing Hold Trade has been released to Clearing Triggered or Activated by System Locked Released Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Multiply Divide Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Default (Replaced) Standing Instructions Provided Specific Allocation Account Overriding (Replaced) Specific Allocation Account Standing (Replaced) Specific Order for a single account (for CIV) Request reject Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** New Cancel Replace Restate Settlement Instructions message transaction type Broker's Instructions Institution's Instructions Investor (e.g. CIV use) Indicates source of Settlement Instructions US Treasury Note (Deprecated Value Use TNOTE) US Treasury Bill (Deprecated Value Use TBILL) Euro Supranational Coupons * Federal Agency Coupon Federal Agency Discount Note Private Export Funding * USD Supranational Coupons * Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Foreign Exchange Contract Non-deliverable forward FX Spot FX Forward FX Swap Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. Credit Default Swap Collar In an interest rate collar, this is a combination of a cap and a floor. Commodity swap Exotic Options on Combo Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. Forward Rate Agreement Future Derivative forward Interest Rate Swap Total return swap Loan/lease Options on Futures Options on Physical - use not recommended Option Spot forward Swap option Transmission General type for a contract based on an established index Bond basket Contract for difference Correlation swap Dividend swap Equity basket Equity forward Return swap Variance swap Common Stock Preferred Stock Repurchase Forward Buy Sellback Securities Loan Securities Pledge Delivery versus pledge Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns * Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended & Restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbriefe * To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Warrant Mutual Fund Multileg Instrument No Security Type Wildcard entry for use on Security Definition Request Cash Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Other DTC SID Thomson ALERT A Global Custodian (StandInstDBName (70) must be provided) AccountNet Identifies the Standing Instruction database used "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement FX Netting FX Swap Identifies the type of Allocation linkage when AllocLinkID (96) is used. Put Call Indicates whether an option contract is a put or call Covered Uncovered Used for derivative products, such as options Details should not be communicated Details should be communicated Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Match Forward Forward and Match Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Target Firm Target List Block Firm Block List Target Person Block Person Indicates the type of RoutingID (217) specified. EONIA EUREPO EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. FutureSWAP LIBID LIBOR (London Inter-Bank Offer) MuniAAA OTHER Pfandbriefe SONIA SWAP Treasury US Federal Reserve fed funds effective rate US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. Euro interbank offer rate Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Alternative Minimum Tax (Y/N) Auto Reinvestment at <rate> or better Bank qualified (Y/N) Bargain conditions (see StipulationValue (234) for values) Coupon range ISO Currency Code Custom start/end date Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) Valuation Discount Insured (Y/N) Year Or Year/Month of Issue (ex. 234=2002/09) Issuer's ticker issue size range Lookback Days Explicit lot identifier Lot Variance (value in percent maximum over- or under-allocation allowed) Maturity Year And Month Maturity range Maximum substitutions (Repo) Minimum denomination Minimum increment Minimum quantity Payment frequency, calendar Number Of Pieces Pools Maximum Pools per Lot Pools per Million Pools per Trade Price Range Pricing frequency Production Year Call protection Purpose Benchmark price source Rating source and range Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible Restricted (Y/N) Market Sector Security Type included or excluded Structure Substitutions frequency (Repo) Substitutions left (Repo) Freeform Text Trade Variance (value in percent maximum over- or under-allocation allowed) Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) Weighted Average Life Coupon - value in percent (exact or range) Weighted Average Loan Age - value in months (exact or range) Weighted Average Maturity - value in months (exact or range) Whole Pool (Y/N) Yield Range Original amount The original issued amount of a mortgage backed security or other loan/asset backed security. Pool effective date Pool initial factor For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. Tranche identifier Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. Substitution (Y/N) Indicates whether substitution is applicable (Y) or (N). Multiple exchange fallback (Y/N) For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. Component security fallback (Y/N) For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). Local jurisdiction (Y/N) "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. Relevant jurisdiction (Y/N) "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. Incurred recovery (Y/N) Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. Additional term Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. Modified equity delivery Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. No reference obligation (Y/N) When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. Unknown reference obligation (Y/N) When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. All guarantees (Y/N) Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. Reference price (Y/N) Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. Reference policy (Y/N) Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. Secured list (Y/N) Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. Average FICO Score Average Loan Size Maximum Loan Balance Pool Identifier Type of Roll trade reference to rolling or closing trade principal of rolling or closing trade interest of rolling or closing trade Available offer quantity to be shown to the street Broker's sales credit Offer price to be shown to internal brokers Offer quantity to be shown to internal brokers The minimum residual offer quantity Maximum order size Order quantity increment Primary or Secondary market indicator Broker sales credit override Trader's credit Discount Rate (when price is denominated in percent of par) Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) Absolute Prepayment Speed Constant Prepayment Penalty Constant Prepayment Rate Constant Prepayment Yield final CPR of Home Equity Prepayment Curve Percent of Manufactured Housing Prepayment Curve Monthly Prepayment Rate Percent of Prospectus Prepayment Curve Percent of BMA Prepayment Curve Single Monthly Mortality For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) After Tax Yield (Municipals) Annual Yield Yield At Issue (Municipals) Yield To Avg Maturity Book Yield Yield to Next Call Yield Change Since Close Closing Yield Compound Yield Current Yield Gvnt Equivalent Yield True Gross Yield Yield with Inflation Assumption Inverse Floater Bond Yield Most Recent Closing Yield Closing Yield Most Recent Month Closing Yield Most Recent Quarter Closing Yield Most Recent Year Yield to Longest Average Life Mark to Market Yield Yield to Maturity Yield to Next Refund (Sinking Fund Bonds) Open Average Yield Previous Close Yield Proceeds Yield Yield to Next Put Semi-annual Yield Yield to Shortest Average Life Simple Yield Tax Equivalent Yield Yield to Tender Date True Yield Yield Value Of 1/32 Yield To Worst Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Not Traded Flat Traded Flat Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full refresh Incremental refresh Specifies the type of Market Data update. book entries to be aggregated book entries should not be aggregated Specifies whether or not book entries should be aggregated. (Not specified) = broker option Bid Offer Trade Index value A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). Opening price Closing price Settlement price Trading session high price Trading session low price Trading session Volume Weighted Average Price (VWAP) Imbalance Trade volume Open interest Composite underlying price Simulated sell price Simulated buy price Margin rate Mid-price Empty book Settle high price Settle low price Prior settle price Session high bid Session low offer Early prices Auction clearing price Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) Daily value adjustment for long positions Cumulative value adjustment for long positions Daily value adjustment for short positions Cumulative value adjustment for short positions Fixing price Cash rate Recovery rate Recovery rate for long positions Recovery rate for short positions Market bid Market offer Short sale minimum price Previous closing price Type of market data entry. Plus Tick Zero-Plus Tick Minus Tick Zero-Minus Tick Direction of the "tick". Open/Active Closed/Inactive Exchange Best Consolidated Best Locked Crossed Depth Fast Trading Non-Firm Manual/Slow Quote Outright Price Implied Price Depth on Offer Depth on Bid Closing News Dissemination Trading Range Order Influx Due to Related News Pending Additional Info Additional Info due to related Resume View of Common Volume Alert Order Imbalance Equipment Changeover No Open / No Resume Regular ETH Automatic Execution Automatic Execution ETH Fast Market ETH Inactive ETH Rotation Rotation ETH Halt Halt ETH Due to News Dissemination Due to News Pending Trading Resume Out of Sequence Bid Specialist Offer Specialist Bid Offer Specialist End of Day SAM Forbidden SAM Frozen SAM PreOpening SAM Opening SAM Open SAM Surveillance SAM Suspended SAM Reserved SAM No Active SAM Restricted Rest of Book VWAP Better Prices in Conditional Orders Median Price Full Curve Flat Curve Space-delimited list of conditions describing a quote. Cash (only) Market Average Price Trade Cash Trade (same day clearing) Next Day (only)Market Opening/Reopening Trade Detail Intraday Trade Detail Rule 127 Trade (NYSE) Rule 155 Trade (AMEX) Sold Last (late reporting) Next Day Trade (next day clearing) Opened (late report of opened trade) Seller Sold (out of sequence) Stopped Stock (guarantee of price but does not execute the order) Imbalance More Buyers (cannot be used in combination with Q) Imbalance More Sellers (cannot be used in combination with P) Opening Price Bargain Condition (LSE) Converted Price Indicator Exchange Last Final Price of Session Ex-pit Crossed Trades resulting from manual/slow quote Trades resulting from intermarket sweep Volume Only Direct Plus Acquisition Bunched Distribution Bunched Sale Split Trade Cancel Stopped Cancel ETH Cancel Stopped ETH Out of Sequence ETH Cancel Last ETH Sold Last Sale ETH Cancel Last Sold Last Sale Cancel Open Cancel Open ETH Opened Sale ETH Cancel Only Cancel Only ETH Late Open ETH Auto Execution ETH Reopen Reopen ETH Adjusted Adjusted ETH Spread Spread ETH Straddle Straddle ETH Stopped Stopped ETH Regular ETH Combo Combo ETH Official Closing Price Prior Reference Price Cancel Stopped Sold Last Stopped Out of Sequence Offical Closing Price (duplicate enumeration - use 'AJ' instead) Crossed (duplicate enumeration - use 'X' instead) Fast Market Automatic Execution Form T Basket Index Burst Basket Trade through exempt Trade ignored prices on away markets. Quote spread Last auction price Trade represents outcome of last auction High price Trade establishes new high price for the session Low price Trade establishes new low price for the session Systematic internalizer Trade conducted by systematic internalizer Away market Trade conducted on away market Mid-point price Trade represents current midpoint price Traded before issue date Trade conducted during subscription phase of new issue Previous closing price Trade represents closing price of previous business day National Best Bid and Offer Trade price within National Best Bid and Offer (NBBO) Implied Trade Marketplace entered trade Multi-asset class multileg trade Multileg-to-Multileg Trade Short Sale Minimum Price Benchmark Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. Type of market data entry. New Change Delete Delete Thru Delete From Overlay Type of Market Data update action. Unknown symbol Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported AggregatedBook Unsupported MDEntryType Unsupported TradingSessionID Unsupported Scope Unsupported OpenCloseSettleFlag Unsupported MDImplicitDelete Insufficient credit Reason for the rejection of a Market Data request. Cancellation / Trade Bust Error Reason for deletion. Daily Open / Close / Settlement entry Session Open / Close / Settlement entry Delivery Settlement entry Expected entry Entry from previous business day Theoretical Price value Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Bankrupt Pending delisting Restricted Identifies a firm's or a security's financial status Ex-Dividend Ex-Distribution Ex-Rights New Ex-Interest Cash Dividend Stock Dividend Non-Integer Stock Split Reverse Stock Split Standard-Integer Stock Split Position Consolidation Liquidation Reorganization Merger Reorganization Rights Offering Shareholder Meeting Spinoff Tender Offer Warrant Special Action Symbol Conversion CUSIP / Name Change Leap Rollover Succession Event Identifies the type of Corporate Action. Accepted Canceled for specific securities Canceled for specific SecurityTypes(167) Canceled for underlying Canceled all Rejected Removed from market Expired Query Quote not found Pending Pass Locked market warning Crossed market warning Canceled due to locked market Canceled due to crossed market Active Canceled Unsolicited quote replenishment Pending end trade Too late to end Traded Traded and removed Identifies the status of the quote acknowledgement. Cancel for one or more securities Cancel for Security Type(s) Cancel for underlying security Cancel All Quotes Cancel specified single quote Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) Cancel by type of quote Cancel quotes by type of quote specified in QuoteType(537) Cancel for Security Issuer Cancel for Issuer of Underlying Security Identifies the type of quote cancel. Unknown symbol (security) Exchange (security) closed Quote Request exceeds limit Too late to enter Unknown quote Duplicate quote Invalid bid/ask spread Invalid price Not authorized to quote security Price exceeds current price band Quote locked - unable to update/cancel Invalid or unknown security issuer Invalid or unknown issuer of underlying security Notional value exceeds threshold Reference price not available Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: No Acknowledgement Acknowledge only negative or erroneous quotes Acknowledge each quote message Summary Acknowledgement Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Manual Automatic Confirm quote Indicates the type of Quote Request being generated Request Security identity and specifications Request Security identity for the specifications provided (name of the security is not supplied) Request List Security Types Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) Symbol SecurityType and or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Type of Security Definition Request. Accept security proposal as-is Accept security proposal with revisions as indicated in the message List of security types returned per request List of securities returned per request Reject security proposal Cannot match selection criteria Type of Security Definition message response. Message is being sent as a result of a prior request Message is being sent unsolicited Indicates whether or not message is being sent as a result of a subscription request or not. Opening delay Trading halt Resume No Open / No Resume Price indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market on Close Imbalance Buy Market on Close Imbalance Sell No Market Imbalance No Market on Close Imbalance ITS Pre-opening New Price Indication Trade Dissemination Time Ready to trade (start of session) Not available for trading (end of session) Not traded on this market Unknown or Invalid Pre-open Opening Rotation Fast Market Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion Post-close No-cancel Identifies the trading status applicable to the transaction. News Dissemination Order Influx Order Imbalance Additional Information News Pending Equipment Changeover Denotes the reason for the Opening Delay or Trading Halt. Halt was not related to a halt of the common stock Halt was due to common stock being halted Indicates whether or not the halt was due to Common Stock trading being halted. Halt was not related to a halt of the related security Halt was due to related security being halted Indicates whether or not the halt was due to the Related Security being halted. Cancel Error Correction Identifies the type of adjustment. Day HalfDay Morning Afternoon Evening After-hours Holiday Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Electronic Open Outcry Two Party Method of trading Testing Simulated Production Trading Session Mode Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected State of the trading session. Cancel New Identifies the Bid Request message type. Was not solicited Was solicited Indicates whether or not the order was solicited. GT corporate action GT renewal / restatement (no corporate action) Verbal change Repricing of order Broker option Partial decline of OrderQty (e.g. exchange initiated partial cancel) Cancel on Trading Halt Cancel on System Failure Market (Exchange) option Canceled, not best Warehouse Recap Peg Refresh Cancel On Connection Loss Cancel On Logout Assign Time Priority Cancelled, Trade Price Violation Cancelled, Cross Imbalance Other The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. Other Unknown ID Unknown Security Unsupported Message Type Application not available Conditionally required field missing Not Authorized DeliverTo firm not available at this time Throttle limit exceeded Throttle limit exceeded, session will be disconnected Throttled messages rejected on request Invalid price increment Code to identify reason for a Business Message Reject message. Related to displayed price Related to market price Related to primary price Related to local primary price Related to midpoint price Related to last trade price Related to VWAP Average Price Guarantee Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. "Non Disclosed" style (e.g. US/European) "Disclosed" sytle (e.g. Japanese) No bidding process Code to identify the type of Bid Request. Sector Country Index Code to identify the type of BidDescriptor (400). Side Value 1 Side Value 2 Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 5-day moving average 20-day moving average Normal market size Other Code to identify the type of liquidity indicator. False True Indicates whether or not to exchange for phsyical. Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. Real-time execution reports (to be discourage) Code to identify the desired frequency of progress reports. Net Gross Code to represent whether value is net (inclusive of tax) or gross. Agency VWAP Guarantee Guaranteed Close Risk Trade Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Closing price at morning session Closing price Current price SQ VWAP through a day VWAP through a morning session VWAP through an afternoon session VWAP through a day except "YORI" (an opening auction) VWAP through a morning session except "YORI" (an opening auction) VWAP through an afternoon session except "YORI" (an opening auction) Strike Open Others Code to represent the basis price type. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points spread) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Fixed cabinet trade price (primarily for listed futures and options) Variable cabinet trade price (primarily for listed futures and options) Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based. Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. Book out all trades on day of execution Accumulate executions until order is filled or expires Accumulate until verbally notified otherwise Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Ack Response Timed Exec Started All Done Alert Code to represent the status type. Net Gross Code to represent whether value is net (inclusive of tax) or gross. In bidding process Received for execution Executing Cancelling Alert All Done Reject Code to represent the status of a list order. Immediate Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) Exchange/switch CIV order - Sell driven Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) Identifies the type of ListExecInst (69). Order cancel request Order cancel/replace request Identifies the type of request that a Cancel Reject is in response to. Single security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. UK National Insurance or Pension Number US Social Security Number US Employer or Tax ID Number Australian Business Number Australian Tax File Number Tax ID Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII/FID Taiwanese Trading Acct Malaysian Central Depository (MCD) number Chinese Investor ID Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code Custom ID schema used between counterparties, trading platforms and repositories. ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) Australian Company Number Australian Registered Body Number CFTC reporting firm identifier Legal Entity Identifier (ISO 17442) LEI Interim identifier An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate / Lending Firm (for short-sales) Fund Manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buy-side firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub-custodian Beneficiary Interested party Regulatory body In the context of regulatory reporting, this identifies the regulator the trade is being reported to. Liquidity provider Entering trader Contra trader Position account The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. Contra Investor ID Transfer to Firm Contra Position Account Contra Exchange Internal Carry Account Order Entry Operator ID Secondary Account Number Foreign Firm Third Party Allocation Firm Claiming Account Asset Manager Pledgor Account Pledgee Account Large Trader Reportable Account Trader mnemonic Sender Location Session ID Acceptable Counterparty Unacceptable Counterparty Entering Unit Executing Unit Introducing Broker Quote originator Report originator Systematic internaliser (SI) Multilateral Trading Facility (MTF) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Regulated Market (RM) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market Maker Investment Firm Host Competent Authority (Host CA) Home Competent Authority (Home CA) Competent Authority of the most relevant market in terms of liquidity (CAL) Competent Authority of the Transaction (Execution) Venue (CATV) Reporting intermediary (medium/vendor via which report has been published) Execution Venue Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market data entry originator Location ID Desk ID Market data market Allocation Entity Prime Broker providing General Trade Services Step-Out Firm (Prime Broker) BrokerClearingID Central Registration Depository (CRD) Clearing Account Acceptable Settling Counterparty Unacceptable Settling Counterparty CLS Member Bank In Concert Group In Concert Controlling Entity Large Positions Reporting Account Settlement Firm Settlement account The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. Reporting Market Center Related Reporting Market Center Away Market Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Give-up (trading) firm Take-up (trading) firm Take-up clearing firm Originating Market Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. Margin account Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. Collateral asset account The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. Data repository Multiple instances of this PartyRole may appear for reporting purposes. Calculation agent Sender of exercise notice Receiver of exercise notice Rate reference bank The bank providing the reference rate. Multiple instance of this PartyRole may appear. Correspondent Beneficiary's bank or depository institution The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. Borrower Primary obligator Guarantor Excluded reference entity Determining party Hedging party Reporting entity The entity that is reporting the information. Sales person The person who is involved in the sales activities for their firm. Operator The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. Central Securities Depository (CSD) International Central Securities Depository (ICSD) Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Round to nearest Round down Round up Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Direct Credit (BECS, BACS) ACH Credit BPAY High Value Clearing System HVACS Reinvest In Fund A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Yes No - Execution Only No - Waiver agreement No - Institutional For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. Passed Not Checked Exempt - Below the Limit Exempt - Client Money Type exemption Exempt - Authorised Credit or financial institution A one character code identifying Money laundering status. Bid price Creation price Creation price plus adjustment percent Creation price plus adjustment amount Offer price Offer price minus adjustment percent Offer price minus adjustment amount Single price For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. New Cancel Replace Release Reverse Cancel Due To Back Out of Trade Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Debit Card Direct Debit (BECS) Direct Credit (BECS) Credit Card ACH Debit ACH Credit BPAY High Value Clearing System (HVACS) CHIPS S.W.I.F.T. CHAPS SIC euroSIC A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties None/Not Applicable (default) Maxi ISA (UK) TESSA (UK) Mini Cash ISA (UK) Mini Stocks And Shares ISA (UK) Mini Insurance ISA (UK) Current Year Payment (US) Prior Year Payment (US) Asset Transfer (US) Employee - prior year (US) Employee - current year (US) Employer - prior year (US) Employer - current year (US) Non-fund prototype IRA (US) Non-fund qualified plan (US) Defined contribution plan (US) Individual Retirement Account (US) Individual Retirement Account - Rollover (US) KEOGH (US) Profit Sharing Plan (US) 401(k) (US) Self-directed IRA (US) 403(b) (US) 457 (US) Roth IRA (Fund Prototype) (US) Roth IRA (Non-prototype) (US) Roth Conversion IRA (Fund Prototype) (US) Roth Conversion IRA (Non-prototype) (US) Education IRA (Fund Prototype) (US) Education IRA (Non-prototype) (US) Other For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties No Yes A one character code identifying whether the Fund based renewal commission is to be waived. Accepted Rejected Held Reminder - i.e. Registration Instructions are still outstanding Registration status as returned by the broker or (for CIV) the fund manager: Invalid/unacceptable Account Type Invalid/unacceptable Tax Exempt Type Invalid/unacceptable Ownership Type Invalid/unacceptable No Reg Details Invalid/unacceptable Reg Seq No Invalid/unacceptable Reg Details Invalid/unacceptable Mailing Details Invalid/unacceptable Mailing Instructions Invalid/unacceptable Investor ID Invalid/unaceeptable Investor ID Source Invalid/unacceptable Date Of Birth Invalid/unacceptable Investor Country Of Residence Invalid/unacceptable No Distrib Instns Invalid/unacceptable Distrib Percentage Invalid/unacceptable Distrib Payment Method Invalid/unacceptable Cash Distrib Agent Acct Name Invalid/unacceptable Cash Distrib Agent Code Invalid/unacceptable Cash Distrib Agent Acct Num Other Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: New Cancel Replace Identifies Registration Instructions transaction type Joint Investors Tenants in Common Joint Trustees The relationship between Registration parties. Commission amount (actual) Commission percent (actual) Initial Charge Amount Initial Charge Percent Discount Amount Discount Percent Dilution Levy Amount Dilution Levy Percent Exit Charge Amount Exit Charge Percent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) Fund-Based Renewal Commission Amount (based on Order value) Fund-Based Renewal Commission Amount (based on Projected Fund value) Net Settlement Amount Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Individual investor Public company Private company Individual trustee Company trustee Pension plan Custodian under Gifts to Minors Act Trusts Fiduciaries Networking sub-account Non-profit organization Corporate body Nominee Institutional customer Combined Representing more than one type of beneficial owner account. Member firm employee or associated person Market making account Proprietary account Non-broker-dealer Unknown beneficial owner type Error account of firm Identifies the type of owner. Agency Proprietary Individual Principal For some markets Principal may include Proprietary. Riskless Principal Agent for Other Member Mixed capacity Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Program Trade Index Arbitrage Non-Index Arbitrage Competing Market Maker Acting as Market Maker or Specialist in the security Acting as Market Maker or Specialist in the underlying security of a derivative security Foreign Entity (of foreign government or regulatory jurisdiction) External Market Participant External Inter-connected Market Linkage Riskless Arbitrage Issuer Holding Issue Price Stabilization Non-algorithmic Algorithmic Cross Insider Account Significant Shareholder Normal Course Issuer Bid (NCIB) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Cancel orders for a security Cancel orders for an underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Cancel Request. Cancel Request Rejected - See MassCancelRejectReason (532) Cancel orders for a security Cancel orders for an Underlying Security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel All Orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel Orders for a Securities Issuer Cancel Orders for Issuer of Underlying Security Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Mass Cancel Not Supported Invalid or Unknown Security Invalid or Unkown Underlying security Invalid or Unknown Product Invalid or Unknown CFICode Invalid or Unknown SecurityType Invalid or Unknown Trading Session Invalid or unknown Market Invalid or unkown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Cancel Request was rejected Indicative Tradeable Restricted tradeable Counter (tradeable) Initially tradeable Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. Cash Margin Open Margin Close Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. Local Market (Exchange, ECN, ATS) National Global Specifies the market scope of the market data. Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request Defines how a server handles distribution of a truncated book. Defaults to broker option. All-or-none cross A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. Immediate-or-cancel cross A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. One sided cross A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. Cross executed against book A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. Basis cross A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. Contingent cross A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. Volume-weighted-average-price (VWAP) cross A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. Special trading session cross A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. Customer to customer cross Cross order where both sides of the cross represent agency orders. Type of cross being submitted to a market None Buy side is prioritized Sell side is prioritized Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). One Side Both Sides Number of Side repeating group instances. Symbol SecurityType and/or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Identifies the type/criteria of Security List Request Valid request Invalid or unsupported request No instruments found that match selection criteria Not authorized to retrieve instrument data Instrument data temporarily unavailable Request for instrument data not supported The results returned to a Security Request message Report by mulitleg security only (do not report legs) Report by multileg security and by instrument legs belonging to the multileg security Report by instrument legs belonging to the multileg security only (do not report status of multileg security) Indicates the method of execution reporting requested by issuer of the order. Unknown or invalid TradingSessionID Other Indicates the reason a Trading Session Status Request was rejected. All Trades Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) Unmatched trades that match criteria Unreported trades that match criteria Advisories that match criteria Type of Trade Capture Report. Not reported to counterparty or market Previously reported to counterparty or market In the context of MiFID II when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). Indicates if the trade capture report was previously reported to the counterparty or market. Compared, matched or affirmed Uncompared, unmatched, or unaffirmed Advisory or alert The status of this trade with respect to matching or comparison. One-Party Trade Report (privately negotiated trade) Two-Party Trade Report (privately negotiated trade) Confirmed Trade Report (reporting from recognized markets) Auto-match Cross Auction Counter-Order Selection Call Auction Issuing/Buy Back Auction Systematic Internalizer Auto-match with last look Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. Cross auction with last look Execution that arises from a match against orders or quotes which require a confirmation during an auction. ACT Accepted Trade ACT Default Trade ACT Default After M2 ACT M6 Match Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) Compared records resulting from stamped advisories or specialist accepts/pair-offs Summarized match using A1 exact match criteria except quantity is summaried Summarized match using A2 exact match criteria except quantity is summarized Summarized match using A3 exact match criteria except quantity is summarized Summarized match using A4 exact match criteria except quantity is summarized Summarized match using A5 exact match criteria except quantity is summarized Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match Summarized match minus badges and times: ACT M2 Match OCS Locked In: Non-ACT The point in the matching process at which this trade was matched. Treat as round lot (default) Treat as odd lot This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Process normally Exclude from all netting Bilateral netting only Ex clearing Special trade Multilateral netting Clear against central counterparty Exclude from central counterparty Manual mode (pre-posting and/or pre-giveup) Automatic posting mode (trade posting to the position account number specified) Automatic give-up mode (trade give-up to the give-up destination number specified) Qualified Service Representative QSR Customer trade Self clearing Buy-in Eligibility of this trade for clearing and central counterparty processing. Account is carried on customer side of the books Account is carried on non-customer side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Equities specialist Options market maker Options firm account Type of account associated with an order Member trading for their own account Clearing firm trading for its proprietary account Member trading for another member All other Retail customer An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Status for orders for a Security Status for orders for an Underlying Security Status for orders for a Product Status for orders for a CFICode Status for orders for a SecurityType Status for orders for a trading session Status for all orders Status for orders for a PartyID Status for Security Issuer Status for Issuer of Underlying Security Mass Status Request Type Can trigger booking without reference to the order initiator ("auto") Speak with order initiator before booking ("speak first") Accumulate Indicates whether or not automatic booking can occur. Each partial execution is a bookable unit Aggregate partial executions on this order, and book one trade per order Aggregate executions for this symbol, side, and settlement date Indicates what constitutes a bookable unit. Pro rata Do not pro-rata - discuss first Indicates the method of preallocation. Pre-Trading Opening or opening auction (Continuous) Trading Closing or closing auction Post-Trading Scheduled intraday auction Quiescent Any auction Unscheduled intraday auction An unscheduled intraday auction might be triggered by a circuit breaker. Out of main session trading In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. Private auction An auction phase where only two parties participate. Public auction An auction phase where all trading parties participate. Group auction An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Calculated (includes MiscFees and NetMoney) Preliminary (without MiscFees and NetMoney) Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) Ready-To-Book single order Buyside Ready-To-Book - combined set of orders (replaced) Warehouse instruction Request to intermediary Accept Reject Accept Pending Incomplete group Complete group Reversal Pending Reopen group Cancel group Give-up Take-up Refuse take-up Initiate reversal Reverse Refuse reversal Sub-allocation give-up Approve give-up Approve take-up Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 1st year delegate trading for own account 2nd year delegate trading for own account 3rd year delegate trading for own account 4th year delegate trading for own account 5th year delegate trading for own account 6th year delegate trading for own account CBOE Member Non-member and Customer Equity Member and Clearing Member Full and Associate Member trading for own account and as floor brokers 106.H and 106.J firms GIM, IDEM and COM Membership Interest Holders Lessee 106.F Employees All other ownership types Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Order has been accepted but not yet in a working state Order is currently being worked Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Priority unchanged Lost Priority as result of order change Indicates if a Cancel/Replace has caused an order to lose book priority. Does not consitute a Legal Confirm Legal Confirm Indicates that this message is to serve as the final and legal confirmation. Unknown Symbol (Security) Exchange (Security) Closed Quote Request Exceeds Limit Too Late to enter Invalid Price Not Authorized To Request Quote No Match For Inquiry No Market For Instrument No Inventory Pass Insufficient credit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: BIC SID Code TFM (GSPTA) OMGEO (Alert ID) DTCC Code Other (custom or proprietary) Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Received Mismatched Account Missing Settlement Instructions Confirmed Request Rejected Identifies the status of the Confirmation. New Replace Cancel Identifies the Confirmation transaction type. Book Entry (default) Bearer Identifies the form of delivery. Par For Par Modified Duration Risk Proceeds For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed Amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points relative to benchmark) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Spread (swaps) Yield Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Hit/Lift Counter Expired Cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). Done away Trade was done with another quote provider. Pass End trade Timed out Tied Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. Tied cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. Identifies the type of Quote Response. Allocation Trade Qty Option Assignment As-of Trade Qty Delivery Qty Electronic Trade Qty Option Exercise Qty End-of-Day Qty Intra-spread Qty Inter-spread Qty Adjustment Qty Pit Trade Qty Start-of-Day Qty Integral Split Transaction from Assignment Total Transaction Qty Transaction Quantity Transfer Trade Qty Transaction from Exercise Cross Margin Qty Receive Quantity Corporate Action Adjustment Delivery Notice Qty Exchange for Physical Qty Privately negotiated Trade Qty (Non-regulated) Net Delta Qty Credit Event Adjustment Succession Event Adjustment Net Qty Gross Qty Intraday Qty Gross non-delta-adjusted swaption position Delta-adjusted paired swaption position Expiring quantity The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. Quantity not exercised The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. Requested exercise quantity The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. Cash futures equivalent quantity Used to identify the type of quantity that is being returned. Submitted Accepted Rejected Status of this position. Cash amount (corporate event) Cash residual amount Final mark-to-market amount Incremental mark-to-market Premium amount Start of day mark-to-market Trade variation amount Value adjusted amount Settlement value Initial trade coupon amount Accrued coupon amount Coupon amount Incremental accrued coupon Collateralized mark-to-market Incremental collateralized mark-to-market Compensation amount Total banked amount Total collateralized amount Long paired swap or swaption notional value Short paired swap or swaption notional value Start-of-day accrued coupon Net present value Start-of-day net present value Net cash flow Present value of all fees Present value of one basis points Change in value if yield curve shifts 0.01%. The five year equivalent notional amount Undiscounted mark-to-market Mark-to-model Mark-to-market variance Mark-to-model variance Upfront payment Type of Position amount Exercise Do not exercise Position adjustment Position change submission / margin disposition Pledge Large trader submission Large positions reporting submission Long holdings Internal transfer Changes due to transfer of positions within a firm. Transfer of firm Changes due to transfer of all positions of a firm. External transfer Changes due to transfer of positions between firms. Corporate action Notification Information about a position that has been chosen for assignment. Position creation Changes due to an option exercise causing a new futures position to be created. Close out Information about a position that has been closed out. Reopen Information about a position that has been reopened, i.e. reversal of a close out. Identifies the type of position transaction. New Used to increment the overall transaction quantity. Replace Used to override the overall transaction quantity or specific add messages based on the reference ID. Cancel Used to remove the overall transaction quantity or specific add messages based on the reference ID. Reverse Used to completelly back-out the transaction such that the transaction never existed. Maintenance Action to be performed. Intraday Regular Trading Hours Electronic Trading Hours End Of Day Identifies a specific settlement session Process request as margin disposition Delta plus Delta minus Final Customer specific position Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Accepted Accepted With Warnings Rejected Completed Completed With Warnings Status of Position Maintenance Request Successful Completion - no warnings or errors Rejected Other Result of Position Maintenance Request. Positions Trades Exercises Assignments Settlement Activity Backout Message Delta Positions Net Position Large Positions Reporting Exercise Position Reporting Submission Position Limit Reporting Submission Used to specify the type of position request being made. In-band (default) Transport of the request was sent over in-band. Out of band Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). Valid request Invalid or unsupported request No positions found that match criteria Not authorized to request positions Request for position not supported Other (use Text (58) in conjunction with this code for an explaination) Result of Request for Positions. Completed Completed With Warnings Rejected Status of Request for Positions Final Theoretical Type of settlement price Pro rata Random Method by which short positions are assigned to an exercise notice during exercise and assignment processing Automatic Manual Exercise Method used to in performing assignment. Successful (default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid transport type requested Invalid destination requested TradeRequestType not supported Not authorized Other Result of Trade Request Accepted Completed Rejected Status of Trade Request. Successful (default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Price exceeds current price band Reference price not available Notional value exceeds threshold Other Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Single Security (default if not specified) Individual leg of a multileg security Multileg Security Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Execution time Time in Time out Broker receipt Broker execution Desk receipt Submission to clearing Time priority Orderbook entry time Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. Order submission time Time the order was sent by the submitter. Publicly reported Public report updated Non-publicly reported Non-public report updated Submitted for confirmation Updated for confirmation Confirmed Updated for clearing Cleared Allocations submitted Allocations updated Application completed Submitted to repository Post-trade continuation event Post-trade valuation Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Status Confirmation Confirmation Request Rejected (reason can be stated in Text (58) field) Identifies the type of Confirmation message being sent. Incorrect or missing account Incorrect or missing settlement instructions Unknown or missing IndividualAllocId(467) Transaction not recognized Duplicate transaction Incorrect or missing instrument Incorrect or missing price Incorrect or missing commission Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing quantity Incorrect or missing fees Incorrect or missing tax Incorrect or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrect or missing capacity Other Use Text(58) for further reject reasons. Identifies the reason for rejecting a Confirmation. Regular booking CFD (Contract for difference) Total Return Swap Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Use default instructions Derive from parameters provided Full details provided SSI DB IDs provided Phone for instructions Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Cash Securities Used to indicate whether a delivery instruction is used for securities or cash settlement. Overnight Term Flexible Open Type of financing termination. Unable to process request Unknown account No matching settlement instructions found Other Identifies reason for rejection (of a settlement instruction request message). Preliminary request to intermediary Sellside calculated using preliminary (includes MiscFees and NetMoney) Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) Warehouse recap Request to intermediary Accept Reject Accept Pending Complete Reverse Pending Give-up Take-up Reversal Alleged reversal Sub-allocation give-up Describes the specific type or purpose of an Allocation Report message Original details incomplete/incorrect Change in underlying order details Cancelled by give-up firm Other Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Account is carried pn customer side of books Account is carried on non-customer side of books House trader Floor trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Type of account associated with a confirmation or other trade-level message Firm Person System Application Full legal name of firm Postal address Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant member code Registered address Fund account name Telex number Fax number Securities account name Cash account name Department Location desk Position account type Security locate ID Market maker Eligible counterparty Professional client Location Execution venue Currency delivery identifier Address City Address State/Province Address Postal Code Address Street Address Country (ISO country code) ISO country code Market segment Customer account type Omnibus account Funds segregation type Guarantee fund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). Swap dealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". Major participant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. Financial entity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. U.S. person A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. Reporting entity indicator Indicates the entity obligated to report to their regulator. Set PartySubID(523)=Y if true. Elected clearing requirement exception Business center Reference text Short-marking exempt account Parent firm identifier Implementation-specific identifier of this party's parent entity. Parent firm name Full name of this party's parent entity. Deal identifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. System trade identifier System trade sub-identifier Futures Commission Merchant (FCM) code The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. Delivery terminal customer account/code Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. Voluntary reporting entity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. Reporting obligation jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. Voluntary reporting jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. Company activities For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. European Economic Area domiciled ID values: Y or N Contract linked to commercial or treasury financing for this counterparty ID values: Y or N Contract above clearing threshold for this counterparty ID values: Y or N Voluntary reporting party When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. End user When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. Location or jurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Derivatives dealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Exempt from recognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Type of PartySubID(523) value. Pending Accept Pending Release Pending Reversal Accept Block Level Reject Account Level Reject Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" No Action Taken Queue Flushed Overlay Last End Session Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. No Action Taken Queue Flushed Overlay Last End Session Action to take to resolve an application message queue (backlog). No average pricing Trade is part of an average price group identified by the AvgPxGroupID(1731) Last trade is the average price group identified by the AvgPxGroupID(1731) Average Pricing Indicator Allocation not required Allocation required (give-up trade) allocation information not provided (incomplete) Use allocation provided with the trade Allocation give-up executor Allocation from executor Allocation to claim account Trade split Identifies if, and how, the trade is to be allocated or split. Expire on trading session close (default) Expire on trading session open Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) Part of trading cycle when an instrument expires. Field is applicable for derivatives. Regular trade Block trade Exchange for physical (EFP) Transfer Late trade T trade Weighted average price trade Bunched trade Late bunched trade Prior reference price trade After hours trade Exchange for risk (EFR) Exchange for swap (EFS) Exchange of futures for in market futures (EFM) For example full sized for mini. Exchange of options for options (EOO) Trading at settlement All or none Futures large order execution Exchange of futures for external market futures (EFF) Option interim trade Option cabinet trade Privately negotiated trade Substitution of futures for forwards Non-standard settlement Derivative related transaction Portfolio trade Volume weighted average trade Exchange granted trade Repurchase agreement OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. Exchange basis facility (EBF) Opening trade Netted trade Block swap trade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. Credit event trade Succession event trade Give-up Give-in trade Dark trade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. Technical trade Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. Package trade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. Error trade Special cum dividend (CD) Special ex dividend (XD) Special cum coupon (CC) Special ex coupon (XC) Cash settlement (CS) Special price (SP) Usually net or all-in price. Guaranteed delivery (GD) Special cum rights (CR) Special ex rights (XR) Special cum capital repayments (CP) Special ex capital repayments (XP) Special cum bonus (CB) Special ex bonus (XB) Block trade The same as large trade. Worked principal trade Block trades Name change Portfolio transfer Prorogation buy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. Prorogation sell See prorogation buy. Option exercise Delta neutral transaction Financing transaction Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. CMTA Internal transfer or adjustment External transfer or transfer of account Reject for submitting side Advisory for contra side Offset due to an allocation Onset due to an allocation Differential spread Implied spread leg executed against an outright Transaction from exercise Transaction from assignment ACATS Off Hours Trade On Hours Trade OTC Quote Converted SWAP Wash Trade Trade at Settlement Identifies a trade that will be priced using the settlement price. Auction Trade Trade at Marker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. Default (Credit Event) Restructuring (credit event) Merger (succession event) Spin-off (succession event) Multilateral compression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. AI (Automated input facility disabled in response to an exchange request.) B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) K (Transaction using block trade facility.) LC (Correction submitted more than three days after publication of the original trade report.) M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) NR (Non-risk transaction in a SEATS security other than an AIM security) P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) PA (Protected transaction notification) PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) PN (Worked principal notification for a portfolio transaction which includes order book securities) R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) T (If reporting a single protected transaction) WN (Worked principal notification for a single order book security) WT (Worked principal transaction (other than a portfolio transaction)) Crossed Trade (X) Interim Protected Trade (I) Large in Scale (L) Further qualification to the trade type Floating (default) Fixed Describes whether peg is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Peg Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) Type of Peg Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the peg Floating (default) Fixed Describes whether discretionay price is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Discretion Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) Type of Discretion Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the discretion VWAP Participate (i.e. aim to be x percent of the market volume) Mininize market impact The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Added Liquidity Removed Liquidity Liquidity Routed Out Auction Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Do Not Report Trade Report Trade Indicates if a trade should be reported via a market reporting service. Dealer Sold Short Dealer Sold Short Exempt Selling Customer Sold Short Selling Customer Sold Short Exempt Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short QSR or AGU Contra Side Sold Short Exempt Reason for short sale. Units (shares, par, currency) Contracts Unit of Measure per Time Unit Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Submit Alleged Accept Decline Addendum No/Was Trade Report Cancel (Locked-In) Trade Break Defaulted Invalid CMTA Pended Alleged New Alleged Addendum Alleged No/Was Alleged Trade Report Cancel Alleged (Locked-In) Trade Break Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). Type of Trade Report Not specified Explicit list provided Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Put Call Tender Sinking fund call Activation Inactivation Last eligible trade date Swap start date Swap end date Swap roll date Swap next start date Swap next roll date First delivery date Last delivery date Initial inventory due date Final inventory due date First intent date Last intent date Position removal date Minimum notice Deliver start time Delivery end time First notice date The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. Last notice date The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. First exercise date Redemption date Trade continuation effective date Other Code to represent the type of event Flat (securities pay interest on a current basis but are traded without interest) Zero coupon Interest bearing (for Euro commercial paper when not issued at discount) No periodic payments Variable rate Less fee for put Stepped coupon Coupon period (if not semi-annual) Supply redemption date in the InstrAttribValue(872) field. When [and if] issued Original issue discount Callable, puttable Escrowed to Maturity Escrowed to redemption date - callable Supply redemption date in the InstrAttribValue(872) field. Pre-refunded In default Unrated Taxable Indexed Subject To Alternative Minimum Tax Original issue discount price Supply price in the InstrAttribValue(872) field. Callable below maturity value Callable without notice by mail to holder unless registered Price tick rules for security Trade type eligibility details for security Instrument denominator Instrument numerator Instrument price precision Instrument strike price Tradeable indicator Instrument is eligible to accept anonymous orders Minimum guaranteed fill volume Minimum guaranteed fill status Trade at settlement (TAS) eligibility Test instrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. Dummy instrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. Negative settlement price eligibility Negative strike price eligibility US standard contract indicator Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf Text Supply the text value in InstrAttribValue(872). Code to represent the type of instrument attribute 3(a)(3) Arising out of a current transaction with a maturity less than 9 months. 4(2) Issued not involving any public offering. 3(a)(2) Issued or guaranteed by the US, state or territorial government. 3(a)(3) & 3(c)(7) Combination of 3(a)(3) and 3(c)(7). 3(a)(4) Religious, education, benevolent, fraternal, charitable or reformatory purposes. 3(a)(5) Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. 3(a)(7) Issued by a receiver or trustee in bankruptcy. 3(c)(7) Qualified hedge-fund under the Investment Company Act of 1940. Other The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. Absolute Per Unit Percentage Defines the unit for a miscellaneous fee. Not Last Message Last Message Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Initial Scheduled Time Warning Margin Deficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. Margin Excess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. Forward Collateral Demand Event of default Adverse tax event Transfer deposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. Transfer withdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. Reason for Collateral Assignment Trade Date GC Instrument Collateral Instrument Substitution Eligible Not Assigned Partially Assigned Fully Assigned Outstanding Trades (Today < end date) Collateral inquiry qualifiers: New Replace Cancel Release Reverse Collateral Assignment Transaction Type Received Accepted Declined Rejected Transaction pending The collateral assignment transaction is pending at the recipient. Transaction completed with warning - see Text(58) for further information. The collateral assignment transaction was accepted and completed but with warnings. Type of collateral assignment response. Unknown deal (order / trade) Unknown or invalid instrument Unauthorized transaction Insufficient collateral Invalid type of collateral Excessive substitution Other Collateral Assignment Reject Reason Unassigned Partially Assigned Assignment Proposed Assigned (Accepted) Challenged Collateral Status Not last message Last message Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment "Free": Deliver (if sell) or Receive (if buy) Free Tri-Party Hold In Custody Identifies type of settlement Log On User Log Off User Change Password For User Request Individual User Status Request Throttle Limit Indicates the action required by a User Request Message Logged In Not Logged In User Not Recognised Password Incorrect Password Changed Other Forced user logout by Exchange Session shutdown warning Throttle parameters changed Indicates the status of a user Connected Not Connected - down expected up Not Connected - down expected down In Process Indicates the status of a network connection Snapshot Subscribe Stop Subscribing Level of Detail, then NoCompID's becomes required Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Full Incremental Update Indicates the type of Network Response Message. Accepted Rejected Cancelled Accepted with errors Pending New Pending Cancel Pending Replace Terminated Pending verification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. Deemed verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. Trade Report Status Received Confirm rejected, i.e. not affirmed Affirmed Specifies the affirmation status of the confirmation. Retain Add Remove Action proposed for an Underlying Instrument instance. Accepted Accepted With Warnings Completed Completed With Warnings Rejected Status of Collateral Inquiry Successful (default) Invalid or unknown instrument Invalid or unknown collateral type Invalid Parties Invalid Transport Type requested Invalid Destination requested No collateral found for the trade specified No collateral found for the order specified Collateral inquiry type not supported Unauthorized for collateral inquiry Other (further information in Text (58) field) Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Int Length NumInGroup SeqNum TagNum float Qty Price PriceOffset Amt Percentage Char Boolean String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp Tenor Datatype of the parameter Active Instrument is active, i.e. trading is possible. Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. Active, closing orders only Instrument is active but only orders closing positions (reducing risk) are allowed. Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. Knocked-out Instrument has breached a pre-defined price threshold. Knock-out revoked Instrument reinstated, i.e. threshold has not been breached. Pending Expiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. Suspended Instrument has been temporarily disabled for trading (i.e. halted). Published Instrument information is provided prior to its first activation. Pending Deletion Instrument is awaiting deletion from security reference data. Used for derivatives. Denotes the current state of the Instrument. FIXED DIFF Used for derivatives that deliver into cash underlying. T+1 T+3 T+4 Indicates order settlement period for the underlying instrument. Add Delete Modify Auto Exercise Non Auto Exercise Final Will Be Exercised Contrary Intention Difference Expiration Quantity type Sub Allocate Third Party Allocation Identifies whether the allocation is to be sub-allocated or allocated to a third party Billion cubic feet Cubic Meters gigajoules Kilowatt hours One Million BTU Megawatt hours therms Equal to 100,000 BTU Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt-Year Kilowatt-Day Kilowatt-Hour Kilowatt-Month Kilowatt-Minute (electrical capacity) liters pounds Megawatt-Year Megawatt-Day Megawatt-Hour Megawatt-Month Megawatt-Minute Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Hour Minute Second Day Week Month Year Quarter Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Automatic Guarantor Manual Broker assigned Specifies the method under which a trade quantity was allocated. false - trade is not an AsOf trade true - trade is an AsOf trade A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Top of Book Price Depth Order Depth Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Book Off-Book Cross Quote driven market Examples for quote driven markets are market maker or specialist market models. Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Used to describe the origin of the market data entry. Phone simple Phone complex FCM provided screen Other provided screen Client provided platform controlled by FCM Client provided platform direct to exchange Algo engine Price at execution (price added at initial order entry, trading, middle office or time of give-up) Desk - electronic Desk - pit Client - electronic Client - pit Add-on order All or none Conditional order Cash not held Delivery instructions - cash Directed order Discretionary limit order Exchange for physical transaction Fill or kill Intraday cross Imbalance only Immediate or cancel Intermarket sweep order Limit on open Limit on Close Market at Open Market at close Market on open Market on close Merger related transfer position Minimum quantity Market to limit Delivery instructions - next day Not held Options related transaction Over the day Pegged Reserve size order Stop stock transaction Scale Delivery instructions - sellers option Time order Trailing stop Work Stay on offerside Go along Participate do not initiate Strict scale Try to scale Stay on bidside No cross OK to cross Call first Percent of volume Reinstate on system failure Institution only Reinstate on trading halt Cancel on trading half Last peg Mid-price peg Non-negotiable Opening peg Market peg Cancel on system failure Primary peg Suspend Fixed peg to local best bid or offer at time of order Peg to VWAP Trade along Try to stop Cancel if not best Strict limit Ignore price validity checks Peg to Limit Price Work to target strategy G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. FINRA OATS FIA Execution Source Code Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Agency Arbitrage Block trading Convertible desk Central risk books Derivatives Equity capital markets International Institutional Other Preferred trading Proprietary Program trading Sales Swaps Trading desk or system non-market maker Treasury Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. FINRA OATS Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Add-on Order All or None Cash Not Held Directed Order Exchange for Physical Transaction Fill or Kill Imbalance Only Immediate or Cancel Limit On Open Limit on Close Market at Open Market at Close Market on Open Market On Close Minimum Quantity Not Held Over the Day Pegged Reserve Size Order Stop Stock Transaction Scale Time Order Trailing Stop Work Codes that apply special information that the broker-dealer needs to report. Received, not yet processed Accepted Don't know / Rejected The status of this execution acknowledgement message. Specific Deposit General conveys how the collateral should be/has been applied Divide Multiply Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Open Close Rolled FIFO Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Agent Principal Riskless Principal Identifies role of dealer; Agent, Principal, RisklessPrincipal Pro rata Random Method under which assignment was conducted Order initiator is aggressor Order initiator is passive Used to identify whether the order initiator is an aggressor or not in the trade. Indicative Tradeable Restricted Tradeable Counter Indicative and Tradeable Identifies market data quote type. SecondaryOrderID(198) OrderID(37) MDEntryID(278) QuoteEntryID(299) Original order ID QuoteID(117) QuoteReqID(131) Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Immediate (after each fill) Exhaust (when DisplayQty = 0) Instructs when to refresh DisplayQty (1138). Initial (use original DisplayQty) New (use RefreshQty) Random (randomize value) Undisclosed (invisible order) Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Odd Lot Round Lot Block Lot Round lot based upon UnitOfMeasure(996) Defines the lot type assigned to the order. Last peg (last sale) Mid-price peg (midprice of inside quote) Opening peg Market peg Primary peg (primary market - buy at bid or sell at offer) Peg to VWAP Trailing Stop Peg Peg to Limit Price Short sale minimum price Peg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). Defines the type of peg. Partial Execution Specified Trading Session Next Auction Price Movement On Order Entry or order modification entry Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Activate Modify Cancel Defines the type of action to take when the trigger hits. Best Offer Last Trade Best Bid Best Bid or Last Trade Best Offer or Last Trade Best Mid The type of price that the trigger is compared to. None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Trigger if the price of the specified type goes UP to or through the specified Trigger Price. Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. The side from which the trigger price is reached. Market Limit The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. Order Quote Privately Negotiated Trade Multileg order Linked order Quote Request Implied Order Cross Order Streaming price (quote) Internal Cross Order Defines the type of interest behind a trade (fill or partial fill). Trade confirmation Two-party report One-party report for matching One-party report for pass through Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. Automated floor order routing Two-party report for claim One-party report Third-party report for pass through Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. FIX27 FIX30 FIX40 FIX41 FIX42 FIX43 FIX44 FIX50 FIX50SP1 FIX50SP2 Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release BIC (Bank Identification Code) (ISO 9362) Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code ISO Country Code MIC (ISO 10383 - Market Identifier Code) The ID source of ExDestination Not implied Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument Implied-out - The existence of the underlying legs are implied by the multi-leg instrument Both Implied-in and Implied-out Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Preliminary Final Used to identify the reporting mode of the settlement obligation which is either preliminary or final Cancel New Replace Restate Transaction Type - required except where SettlInstMode is 5=Reject SSI request Instructions of Broker Instructions for Institution Investor Buyer's settlement instructions Seller's settlement instructions Used to identify whether these delivery instructions are for the buyside or the sellside. Accepted Rejected Removed from Market Expired Locked Market Warning Cross Market Warning Canceled due to Lock Market Canceled due to Cross Market Active Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Private Quote Public Quote Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. All market participants Specified market participants All Market Makers Primary Market Maker(s) Specifies the type of respondents requested. Order imbalance, auction is extended Trading resumes (after Halt) Price Volatility Interruption Change of Trading Session Change of Trading Subsession Change of Security Trading Status Change of Book Type Change of Market Depth Corporate action Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Exchange Last High / Low Price Average Price (VWAP, TWAP ... ) Turnover (Price * Qty) Type of statistics Customer Quantity of retail investors. Customer professional Quantity of high-volume investors acting similar to broker-dealers. Do not trade through Quantity that cannot trade through the away markets. Specifies the type of secondary size. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. European American Bermuda Other Type of exercise of a derivatives security Standard, money per unit of a physical Index Interest rate Index Percent of Par Method for price quotation premium style futures style mark-to-market futures style with an attached cash adjustment CDS style collateralization of market to market and coupon CDS in delivery - use recovery rate to calculate obligation Specifies the type of valuation method applied. pre-listed only user requested Indicates whether instruments are pre-listed only or can also be defined via user request Regular trading Variable cabinet Fixed cabinet Traded as a spread leg Settled as a spread leg Traded as spread Basis points spread Specifies the type of tick rule which is being described Months Days Weeks Years Unit of measure for the Maturity Month Year Increment YearMonth Only (default) YearMonthDay YearMonthWeek Format used to generate the MaturityMonthYear for each option Price (default) Ticks Percentage Describes the how the price limits are expressed. Add Delete Modify Snapshot If provided, then Instrument occurrence has explicitly changed Add Delete Modify Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Trading resumes (after Halt) Change of Trading Session Change of Trading Subsession Change of Trading Status Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Suspend orders Release orders from suspension Cancel orders Specifies the type of action requested All orders for a security All orders for an underlying security All orders for a Product All orders for a CFICode All orders for a SecurityType All orders for a trading session All orders All orders for a Market All orders for a market segment (or multiple segments) All orders for a Security Group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Action Request. Rejected - See MassActionRejectReason(1376) Accepted Completed Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Mass Action Not Supported Invalid or unknown security Invalid or unknown underlying security Invalid or unknown Product Invalid or unknown CFICode Invalid or unknown SecurityType Invalid or unknown trading session Invalid or unknown Market Invalid or unknown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Action Request was rejected Predefined Multileg Security User-defined Multileg Security User-defined, Non-Securitized, Multileg Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Net Price Reversed Net Price Yield Difference Individual Contract Weighted Average Price Multiplied Price Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) One Cancels the Other (OCO) One Triggers the Other (OTO) One Updates the Other (OUO) - Absolute Quantity Reduction One Updates the Other (OUO) - Proportional Quantity Reduction Bid and Offer Bid and Offer OCO Defines the type of contingency. Broker / Exchange option Exchange closed Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Unsupported order characteristic Other Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Do Not Publish Trade Publish Trade Deferred Publication Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Retransmission of application messages for the specified Applications Subscription to the specified Applications Request for the last ApplLastSeqNum published for the specified Applications Request valid set of Applications Unsubscribe to the specified Applications Cancel retransmission Cancel retransmission and unsubscribe to the specified applications Type of Application Message Request being made. Request successfully processed Application does not exist Messages not available Used to indicate the type of acknowledgement being sent. Application does not exist Messages requested are not available User not authorized for application Used to return an error code or text associated with a response to an Application Request. Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. Application message re-send completed. Type of report Seconds (default if not specified) Tenths of a second Hundredths of a second milliseconds microseconds nanoseconds minutes hours days weeks months years Time unit in which the OrderDelay(1428) is expressed Electronic exchange Pit Ex-pit Clearinghouse Registered market Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. Off-market Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. Central limit order book Quote driven market Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Identifies the type of venue where a trade was executed GTC from previous day Partial Fill Remaining Order Changed The reason for updating the RefOrdID Member trading for their own account Clearing Firm trading for its proprietary account Member trading for another member All other The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Utility provided standard model Proprietary (user supplied) model Type of pricing model used Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. NERC Eastern Off-Peak NERC Western Off-Peak NERC Calendar-All Days in month NERC Eastern Peak NERC Western Peak The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Bloomberg Reuters Telerate ISDA Settlement Rate Option The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option Other Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Primary Secondary Indicates whether the rate source specified is a primary or secondary source. Full Restructuring Modified Restructuring Modified Mod Restructuring No Restructuring specified A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Senior Secured Senior Subordinated Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Industry Classification Trading List Market / Market Segment List Newspaper List Specifies a type of Security List. ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. GICS (Global Industry Classification Standard) published by Standards & Poor Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Company News Marketplace News Financial Market News Technical News Other News Category of news mesage. Replacement Other language Complimentary Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. Type of reference to another News(35=B) message item. Fixed strike (default if not specified) Strike set at expiration to underlying or other value (lookback floating) Strike set to average of underlying settlement price across the life of the option Strike set to optimal value Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Less than underlying price is in-the-money (ITM) Less than or equal to the underlying price is in-the-money(ITM) Equal to the underlying price is in-the-money(ITM) Greater than or equal to underlying price is in-the-money(ITM) Greater than underlying is in-the-money(ITM) Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Regular Special reference Optimal value (Lookback) Average value (Asian option) Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Vanilla Capped Binary Indicates the type of payout that will result from an in-the-money option. Capped Trigger Knock-in up Knock-in down Knock-out up Knock-out down Underlying Reset Barrier Rolling Barrier One-touch No-touch Double one-touch Double no-touch Foreign exchange composite Foreign exchange Quanto Foreign exchange cross currency Strike spread Calendar spread Price observation (Asian or Lookback) Pass-through Strike schedule Equity valuation Dividend valuation Identifies the type of complex event. Less than ComplexEventPrice(1486) Less than or equal to ComplexEventPrice(1486) Equal to ComplexEventPrice(1486) Greater than or equal to ComplexEventPrice(1486) Greater than ComplexEventPrice(1486) Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Expiration Immediate (At Any Time) Specified Date/Time Close Official closing time of the exchange on valuation date. Open Official opening time of the exchange on valuation date. Official settlement price Official settlement price determination time. Derivatives close Official closing time of the derivatives exchange. As specified in Master Confirmation Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). And Or Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Stream assignment for new customer(s) Stream assignment for existing customer(s) Type of stream assignment request. Unknown client Exceeds maximum size Unknown or Invalid currency pair No available stream Other Reason code for stream assignment request reject. Assignment Accepted Assignment Rejected Type of acknowledgement. Assignment Rejected Terminate/Unassign The type of assignment being affected in the Stream Assignment Report. Match Do Not Match Matching Instruction for the order. This order (default) Other order (use RefID) All other orders for the given security All other orders for the given security and price All other orders for the given security and side All other orders for the given security, price and side Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). Credit limit Gross position limit Net position limit Risk exposure limit Long position limit Short position limit Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). Summary Detail Excess/Deficit Net Position Qualifier for MarginRequirementInquiry to identify a specific report. Summary Detail Excess/Deficit Type of MarginRequirementReport. Successful (default) Invalid or unknown instrument Invalid or unknown margin class Invalid Parties Invalid Transport Type requested Invalid Destination requested No margin requirement found Margin requirement inquiry qualifier not supported Unauthorized for margin requirement inquiry Other (further information in Text (58) field) Result returned in response to MarginRequirementInquiry. Additional Margin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance. Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions. Adjusted Margin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. Unadjusted Margin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. Binary Add-On Amount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. Cash Balance Amount Information about cash balance posted to the clearing house to cover the current margin requirement. Concentration Margin Reflects a riskier portfolio concentration when a set of closely related products is held. Core Margin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. Delivery Margin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. Discretionary Margin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. Futures Spread Margin Long and short positions of futures with different expiration dates can be offset against each other and are called �spreads�. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day. This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow. Initial Margin The initial amount required to cover the position. Liquidating Margin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price. The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin. Margin Call Amount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. Margin Deficit Amount (Shortfall) Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. Margin Excess Amount (Surplus) Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. Option Premium Amount Premium registered on the given trading date. The amount of money that the options buyer must pay the options seller. Premium Margin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. Reserve Margin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. Security Collateral Amount Information about the security collateral posted to the clearing house to cover the current margin requirement. Stress Test Add-On Amount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. Super Margin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. Total Margin Sum of all margin amounts at value date. Variation Margin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price. Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures. Secondary Variation Margin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. Rolled up margin deficit Spread response margin Risk factor component associated with spread moves, curve shape changes and recovery rates. Systemic risk margin Risk factor component to capture parallel shift of credit spreads. Curve risk margin Risk factor captures curve shifts based on portfolio. Index spread risk margin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. Sector risk margin Risk factor component to capture sector risk. Jump-to-default risk margin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Basis risk margin Risk factor component to capture basis risk between index and index constituent reference entities. Interest rate risk margin Risk factor component associated with parallel shift movements in interest rates. Jump-to-health risk margin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Other risk margin Any other risk factors include in the Margin Model. Type of margin requirement amount being specified. "hedges for" instrument Underlier Equity equivalent Nearest exchange traded contract Retail equivalent of wholesale instrument Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. The type of instrument relationship No participation Buy participation Sell participation Both buy and sell participation Indicates market maker participation in security. Valid request Invalid or unsupported request No data found that match selection criteria Not authorized to retrieve data Data temporarily unavailable Request for data not supported Other (further information in RejectText (1328) field) Result of a request as identified by the appropriate request ID field Is also Clears for Clears through Trades for Trades through Sponsors Sponsored through Provides guarantee for Is guaranteed by Member of Has members Provides marketplace for Participant of marketplace Carries positions for Posts trades to Enters trades for Enters trades through Provides quotes to Requests quotes from Invests for Invests through Brokers trades for Brokers trades through Provides trading services for Uses trading services of Approves of Approved by Parent firm for Subsidiary of Regulatory owner of Owned by (regulatory) Controls Is controlled by Legal / titled owner of Owned by (legal / title) Beneficial owner of Owned by (beneficial) Settles for Settles through Used to specify the type of the party relationship. Credit limit The credit limit provided by one party to another for trading. Gross limit Net limit Exposure Long limit Short limit Cash margin Additional margin Total margin Limit consumed The limit used in the recent transaction. Clip size/notional limit per time period The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Maximum notional order size DV01/PV01 limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. CS01 limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". Volume limit per time period The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Volume filled as percent of ordered volume per time period The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Notional filled as percent of notional per time period The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Transaction/execution limit per time period The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Include Exclude Operator to perform on the instrument(s) specified Active (default if not specified) Suspended Halted Indicates the status of the party identified with PartyDetailID(1691). Agency Principal Riskless principal Primary trade repository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. Original trade repository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. Additional international trade repository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. Additional domestic trade repository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. Related exchange Options exchange Specified exchange Constituent exchange General clearing member Individual clearing member Preferred market maker Directed market maker Exempt from trade reporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. Bank Hub Indicates that the Intermediary party is a hub system or service provider. Current Can be used to convey an existing party identifier for the same party role in a single message. New Can be used to convey a future party identifier for the same party role in a single message. Qualifies the value of PartyRole(452) Accepted Rejected Received Used to indicate the status of the trade submission (not the trade report) Fee Credit Controls Margin Entitlement / Eligibility Market Data Account Selection Delivery Process Sector Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Options settlement Pending erosion adjustment Final erosion adjustment Tear-up coupon amount Price alignment interest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. Delivery invoice charges Delivery storage charges Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Trade Clearing at Execution Price Trade Clearing at Alternate Clearing Price Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Invalid instrument requested Instrument already exists Request type not supported System unavailable for instrument creation Ineligible instrument group Instrument ID unavailable Invalid or missing data on option leg Invalid or missing data on future leg Invalid or missing data on FX leg Invalid leg price specified Invalid instrument structure specified Identifies the reason a security definition request is being rejected. Throttle limit not exceeded, not queued Queued due to throttle limit exceeded Indicates whether a message was queued as a result of throttling. Queue inbound Queue outbound Reject Disconnect Warning Action to take should throttle limit be exceeded. Inbound Rate Outstanding Requests Type of throttle. Reject if throttle limit exceeded Queue if throttle limit exceeded Describes action recipient should take if a throttle limit were exceeded. Outstanding requests unchanged Outstanding requests decreased Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Roll up Do not roll up An indicator to override the normal procedure to roll up allocations for the same take-up firm. Completed Refused Cancelled Identifies the status of a reversal transaction. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Percent of par Deal spread Upfront points Upfront amount Percent of par and upfront amount Deal spread and upfront amount Upfront points and upfront amount Method used for negotiation of contract price. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Fixed amount (absolute value) Type of price used to determine upfront payment for swaps contracts. No restrictions Security is not shortable Security not shortable at or below the best bid Security is not shortable without pre-borrow Indicates whether a restriction applies to short selling a security. Exemption reason unknown An exemption reason not provided or received. Income sell short exempt Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. Above national best bid (broker/dealer provision) Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. Delayed delivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. Odd lot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker�s or dealer�s position by no more than a unit of trading. Domestic arbitrage The sale is connected to a bona-fide domestic arbitrage transaction. International arbitrage The sale is connected to an international arbitrage transaction. Underwriter or syndicate distribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. Riskless principal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer �long� sale on a riskless principal basis. VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Definitions(Default) Utilization Definitions and utilization Type of risk limit information. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid risk limit type(s) Invalid risk limit ID(s) Invalid risk limit amount(s) Invalid risk/warning level action(s) Invalid risk instrument scope(s) Risk limit actions not supported Warning levels not supported Warning level actions not supported Risk instrument scope not supported Risk limit not approved for party(-ies) Risk limit already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Acceptence pending Status of risk limit definition request. Accepted Accepted with changes Rejected Status of risk limit definition for one party. Queue inbound Queue outbound Reject Disconnect Warning Ping credit check model with revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. Ping credit check model without revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. Push credit check model with revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are to be cancelled. Push credit check model without revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will remain active. Suspend Suspend the Credit User from trading once limit(s) is breached. This is considered a "soft" stop. Halt trading Halt or stop the Credit User from trading once limit(s) is breached. This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability to trade. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Trade Make markets Hold positions Perform give-ups Submit Indications of Interest (IOIs) Subscribe to market data Short with pre-borrow Short sell order is allowed with pre-borrowing. Submit quote requests Entitled to submit quote requests into the market in order to receive quotes from the market. Respond to quote requests Entitled to respond to quote requests from the market. Type of entitlement. Tenor Pattern Reserved100Plus Reserved1000Plus Reserved4000Plus String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp XMLData char Boolean float Qty Price PriceOffset Amt Percentage int Length NumInGroup SeqNum TagNum DayOfMonth Datatype of the entitlement attribute. Automatic (Default) Manual Indicates how control of trading session and subsession transitions are performed. Number of units (e.g. share, par, currency, contracts) (default) Number of round lots Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Added (0=New) Modified (5=Replaced) Deleted (4=Canceled) Partially Filled (F=Trade) Filled (F=Trade) Suspended (9=Suspended) Released (N=Released) Restated (D=Restated) Locked (M=Locked) Triggered (L=Triggered or Activated by System) Activated (L=Triggered or Activated by System) The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Add order request Modify order request Delete order request Order entered out-of-band Order modified out-of-band Order deleted out-of-band Order activated or triggered Order expired Reserve order refreshed Away market better Corporate action Start of day End of day Action that caused the event to occur. Block order auction Directed order auction Exposure order auction Flash order auction Facilitation order auction Solicitation order auction Price improvement mechanism (PIM) Directed Order price improvement mechanism (PIM) Type of auction order. Automatic auction permitted (default) Automatic auction not permitted Instruction related to system generated auctions, e.g. flash order auctions. Not locked Away market better Three tick locked Locked by market maker Directed order lock Multileg lock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. Market order lock Pre-assignment lock Indicates whether an order is locked and for what reason. Intermarket Sweep Order (ISO) No Away Market Better check Instruction to define conditions under which to release a locked order or parts of it. Volume Price Side AON General General is used for bilateral agreed disclosure information type(s). Clearing account CMTA account Information subject to disclosure. No Yes Use default setting Instruction to disclose information or to use default value of the receiver. Customer Customer professional Broker-dealer Customer broker-dealer Principal Market maker Away market maker Designates the capacity in which the order is submitted for trading by the market participant. Customer Firm Market maker Designates the account type to be used for the order when submitted to clearing. NBB (National Best Bid) NBO (National Best Offer) Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Once (applies only to first execution) Multiple (applies to every execution) Indicates how the minimum quantity should be applied when executing the order. Not triggered (default) Triggered Stop order triggered One Cancels the Other (OCO) order triggered One Triggers the Other (OTO) order triggered One Updates the Other (OUO) order triggered Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. Hour Minute Second Day Week Month Year Time unit associated with the event. Order received from a customer Order received from within the firm Order received from another broker-dealer Order received from a customer or orginated with the firm Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. Not cleared Trade or position has not yet been submitted for clearing. Cleared Trade or position has been successfully cleared. Submitted Trade or position has been submitted for clearing. Rejected Trade or position was rejected by clearing. Indicates whether the trade or position being reported was cleared through a clearing organization. Two component intercommodity spread Index or basket Two component locational basis Other Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Principal Agent Customer Counterparty Used to describe the ownership of the position. Special cum dividend (CD) Special cum rights (CR) Special ex dividend (XD) Special ex rights (XR) Special cum coupon (CC) Special cum capital repayments (CP) Special ex coupon (XC) Special ex capital repayments (XP) Cash settlement (CS) Special cum bonus (CB) Special price (SP) Usually net or all-in price. Special ex bonus (XB) Guaranteed delivery (GD) Special dividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. Price improvement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. Non-price forming trade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. Trade exempted from trading obligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Pending clear Claimed Cleared Rejected Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Cleared quantity Long side claimed quantity Short side claimed quantity Long side rejected quantity Short side rejected quantity Pending quantity Transaction quantity Remaining trade quantity Used to indicate the remaining quantity of a trade after a give-up or posting action. Previous remaining trade quantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. Indicates the type of trade quantity in TradeQty(1843). Add to an existing allocation group if one exists. Do not add the trade to an allocation group. Instruction on how to add a trade to an allocation group when it is being given-up. Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. Indicates the trade is a result of an offset or onset. No average pricing Trade is part of the average price group identified by the SideAvgPxGroupID(1854) Last trade is the average price group identified by the SideAvgPxGroupID(1854) Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. Non-FIX source Trade ID Secondary trade ID Trade report ID Firm trade ID Secondary firm Trade ID Regulatory trade ID Describes the source of the identifier that RelatedTradeID(1856) represents. Position maintenance report ID - PosMaintRptID(721) Position transfer ID - TransferID(2437) Position entity ID - PositionID(2618) Describes the source of the identifier that RelatedPositionID(1862) represents. Received, not yet processed Accepted Rejected Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Price check Notional value check Type of value to be checked. Do not check Checks will not be done for the specified ValueCheckType(1869). Check Checks will be done for the specificed ValueCheckType(1869) Best effort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. Action to be taken for the ValueCheckType(1869). Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid party status(es) Not authorized Other Result party detail definition request. Accepted Accepted with changes Rejected Acceptance pending Status of party details definition request. Accepted Accepted with changes Rejected Status of party detail definition for one party. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid entitlement type(s) Invalid entitlement ID(s) / ref ID(s) Invalid entitlement attribute(s) Invalid instrument scope(s) Invalid market segment scope(s) Invalid start date Invalid end date Instrument scope not supported Market segment scope not supported Entitlement not approved for party(-ies) Entitlement already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). Requested Entitlement definition has been requested. Deferred Entitlement definition request is being postponed or delayed. Status of entitlement definition for one party. Received, not yet processed Accepted Rejected Used to indicate the status of the trade match report submission. Successful Invalid party information Unknown instrument Not authorized to report trades Invalid trade type Other Reason the trade match report submission was rejected. Amount Percentage Describes the format of the PriceMovementValue(1921). Initial block trade Allocation Determination that the block trade will not be further allocated. Clearing Compression Novation Termination Post-trade valuation Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default if not specified. Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. Block The block trade's identifier when reporting an allocated subtrade. Related The related trade identifier when reporting a mixed swap. Cleared block trade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Do not intend to clear Intend to clear Specifies the party's or parties' intention to clear the trade. Non-electronic Electronic Unconfirmed Specifies how a trade was confirmed. Non-electronic Electronic Indication of how a trade was verified. No exception Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. End-user exception In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf Inter-affiliate exception In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf Treasury affiliate exception In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf Cooperative exception Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Principal is paying fixed rate Principal is receiving fixed rate Swap is float/float or fixed/fixed Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Real-time (RT) Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. Primary economic terms (PET) Report to regulators of the full terms of a regulated transaction included in the legal confirmation. Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. Confirmation Report from a clearing organization of a cleared regulated transaction. Combination of RT and PET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. Combination of PET and confirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. Combination of RT, PET and confirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. Post-trade valuation Periodic report of the ongoing mark-to-market value of a regulated transaction. Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. Post-trade event Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. Post trade event RT reportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). Limited Details Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". Daily Aggregated Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". Volume Omission Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". Four Weeks Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". Indefinite Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". Volume Omission Trade Eligible for Subsequent Aggregated Enrichment Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". Full Details Trade of "Limited Details Trade" Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". Full Details of "Daily Aggregated Trade" Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". Full Details of "Volume Omission Trade" Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". Full Details of "Four Weeks Aggregation Trade" Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". Type of regulatory report. Uncollateralized Partially collateralized One-way collaterallization Fully collateralized Specifies how the trade is collateralized. Novation Partial novation Trade unwind "Trade" includes "Swaps". Partial trade unwind "Trade" includes "Swaps". Exercise Compression/Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. Full netting Partial netting Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. Increase Credit event Strategic restructuring Succession event reorganization Succession event renaming Porting Withdrawal One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Account transfer Give up TakeUp Average pricing Reversal Allocation/Trade posting Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. Delivery Option assignment Expiration Maturity Equal position adjustment Unequal position adjustment An adjustment to either the long or short position quantity but not both. Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. Other price-forming continuation data Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. Interest rate Currency Credit Equity Commodity Other Cash Debt Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. Loan facility The broad asset category for assessing risk exposure. Metals Bullion Energy Commodity index Agricultural Environmental Freight Single name Credit index Index tranche Credit basket Basket [for multi-currency] Government Agency Corporate Financing Money market Mortgage Municipal Common Preferred Equity index Equity basket Mutual fund Collective investment vehicle Investment program A generalized fund for major investors. Specialized account program A specialized fund setup for a particular account or group of accounts. Single currency Cross currency Term loan Bridge loan Letter of credit Exotic The subcategory description of the asset class. Basis swap Index swap Broad-based security swap Basket swap The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. Zero Fixed rate Floating rate Structured Coupon type of the bond. Day Week Month Year Hour Minute Second Term Time unit associated with the frequency of the bond's coupon payment. 1/1 If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). 30/360 (30U/360 or Bond Basis) Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). 30/360 (SIA) A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. 30/360M Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. 30E/360 (Eurobond Basis) Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). 30E/360 (ISDA) Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Act/360 The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). Act/365 (FIXED) The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). Act/Act (AFB) The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). Act/Act (ICMA) The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). Act/Act (ICSMA Ultimo) The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. Act/Act (ISDA) The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). BUS/252 Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. 30E+/360 Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. Act/365L The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). NL365 The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. NL360 This is the same as Act/360, with the exception of leap days (29th February) which are ignored. Act/364 The actual number of days between Date1 and Date2, divided by 364. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Unknown First lien Second lien Third lien Indicates the seniority level of the lien in a loan. Bridge loan Letter of credit Revolving loan Swingline funding Term loan Trade claim Specifies the type of loan when the credit default swap's reference obligation is a loan. Asian Australian and New Zealand European emerging markets Japanese North American high yield North American insurance North American investment grade Singaporean Western European Western European insurance Specifies the type of reference entity for first-to-default CDS basket contracts. Initial block trade Allocation or determination that the block trade will not be further allocated. Clearing Compression Novation Termination Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default Previous e.g. when reporting a cleared trade or novation of a previous trade. Block e.g. when reporting an allocated subtrade. Related e.g. when reporting a mixed swap Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Block to be allocated Block not to be allocated Allocated trade A sub-trade of a block trade. Indication that a block trade will be allocated. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Bid Mid Offer The type of quote used to determine the cash settlement price. Market Highest Average market Average highest Blended market Blended highest Average blended market Average blended highest The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Payment / cash settlement Physical delivery Type of swap stream. Mandatory early termination Optional early termination Cancelable Extendible Mutual early termination Type of provisions. Day Week Month Year Time unit associated with the provision's tenor period. Exercising party Non-exercising party As specified in the master agreement As specified in the standard terms supplement Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. Buy Sell If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. Cash price Cash price alternate Par yield curve adjusted Zero coupon yield curve adjusted Par yield curve unadjusted Cross currency Collateralized price An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Bid Mid Offer Exercising party pays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". Identifies the type of quote to be used. Day Week Month Year Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Day Week Month Year Time unit associated with protection term events. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Day type for events that specify a period and unit. Retructuring - multiple holding obligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. Restructuring - multiple credit event notices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. Floating rate interest shortfall Indicates compounding. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Brokerage Upfront fee Independent amount / collateral Principal exchange Novation / termination Early termination provision Cancelable provision Extendible provision Cap rate provision Floor rate provision Option premium Settlement payment Cash settlement Other Type of payment. Buy Sell The side of the party paying the payment. Standard Net Standard and net Payment settlement style. Periodic (default) Initial Single Dividend Interest Dividend return Price return Total return Variance Correlation Identifies the type of payment stream associated with the swap. Standard Forward Rate Agreement (FRA) The method of calculating discounted payment amounts None Flat Straight Spread exclusive Compounding method. Day Week Month Year Term Time unit associated with the frequency of payments. Day Week Month Year Time unit multiplier for the relative initial fixing date offset. Monday Tuesday Wednesday Thursday Friday Saturday Sunday Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Bloomberg Reuters Telerate Other The source of the payment stream floating rate index. Day Week Month Year Time unit associated with the floating rate index. Short Long Identifies whether the rate spread is applied to a long or short position. Bond equivalent yield Money market yield Specifies the yield calculation treatment for the index. Buyer of the trade Seller of the trade Reference to the buyer of the cap rate option through its trade side. Buyer of the trade Seller of the trade Reference to the buyer of the floor rate option through its trade side. Unweighted Weighted When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. Zero interest rate method Negative interest rate method The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Day Week Month Year Time unit associated with the inflation lag period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day The inflation lag period day type. None Linear zero yield The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. None International Swaps and Derivatives Association (ISDA) Australian Financial Markets Association (AFMA) The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Notional Cash flow FX linked notional Fixed rate Future value notional Known amount Floating rate multiplier Spread Cap rate Floor rate Non-deliverable settlement payment dates Non-deliverable settlement calculation dates Non-deliverable fixing dates. Settlement period notional Settlement period price Calculation period Dividend accrual rate multiplier Dividend accrual rate spread Dividend accrual cap rate Dividend accrual floor rate Compounding rate multiplier Compounding rate spread Compounding cap rate Compounding floor rate Type of schedule. Initial Previous Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. Initial Final Compounding initial Compounding final Stub type. Short Long Optional indication whether stub is shorter or longer than the regular swap period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Not applicable Business day convention is not applicable. None (current day) Following day The following business day. Floating rate note The FRN business day convention. Modified following day The modified following business day. Preceding day The preceding business day. Modified preceding day The modified preceding business day. Nearest day The nearest applicable business day. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. 1st day of the month 2nd day of the month 3rd day of the month 4th day of the month 5th day of the month 6thd day of the month 7th day of the month 8th day of the month 9th day of the month 10th day of the month 11th day of the month 12th day of the month 13th day of the month 14th day of the month 15th day of the month 16th day of the month 17th day of the month 18th day of the month 19th day of the month 20th day of the month 21st day of the month 22nd day of the month 23rd day of the month 24th day of the month 25th day of the month 26th day of the month 27th day of the month 28th day of the month 29th day of the month 30th day of the month The end of the month. Use EOM for 31st day of the month. The floating rate note convention or Eurodollar convention. The International Money Market settlement date, i.e. the 3rd Wednesday of the month. The last trading day/expiration day of the Canadian Derivatives Exchange. The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. No adjustment The 13-week and 26-week U.S. Treasury Bill auction dates. Monday Tuesday Wednesday Thursday Friday Saturday Sunday The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Base64 encoding Base64 Encoding. Unencoded binary content Unencoded binary content. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Auto spot The spot price for the reference or benchmark security is provided automatically. Negotiated spot The spot price for the reference or benchmark security is to be negotiated. The spot price for the reference or benchmark security is to be negotiated via phone or voice. The spot price for the reference of benchmark security is to be negotiated via phone or voice. Specifies the negotiation method to be used. Asian Out Asian In Barrier Cap Barrier Floor Knock Out Knock In Specifies the period type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative date offset. Close Open Official settlement Valuation time Exchange settlement time Derivatives close As specified in master confirmation Specifies when the payout is to occur. Currency 1 per currency 2 Currency 2 per currency 1 For foreign exchange Quanto option feature. Seller notifies Buyer notifies Seller or buyer notifies The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Notional Delivery Physical settlement period Specifies the type of delivery schedule. Absolute Percentage Specifies the tolerance value type. All times On peak Off peak Base Block hours Other Specifies the commodity delivery flow type. Do not include holidays Include holidays Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Monday Tuesday Wednesday Thursday Friday Saturday Sunday All weekdays All days All weekends Specifies the day or group of days for delivery. Hour of the day Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. HH:MM time format Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. Specifies the format of the delivery start and end time values. Periodic (default if not specified) Initial Single Specifies the type of delivery stream. Firm Never excused of delivery obligations. Interruptable or non-firm Excused when interrupted for any reason or for no reason without liability. Force majeure Excused when prevented by force majeure. System firm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. Unit firm Must be supplied from the generation assset specified. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Transfers with risk of loss Does not transfer with risk of loss Specifies the condition of title transfer. Buyer Seller Indicates whether the tolerance is at the seller's or buyer's option. Buyer Seller A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Amortizing Compounding The subclassification or subtype of swap. Straddle Strangle Butterfly Condor Callable inversible snowball Other Specifies the type of trade strategy. Negotiation Cancellation and payment Specifies the consequences of bullion settlement disruption events. Not applicable Applicable As specified in master agreement As specified in confirmation The consequences of market disruption events. As specified in master agreement As specified in confirmation Specifies the location of the fallback provision documentation. Basket Bond Cash Commodity Convertible bond Equity Exchange traded fund Future Index Loan Mortgage Mutual fund The type of reference price underlier. Not required Non-electronic Electronic Unknown at time of report Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Unadjusted Adjusted Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Prepaid Post-paid Variable Fixed Forward start premium type. Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. Maximum The maximum number of weather index units for any day in the calculaiton period. Minimum The minimum number of weather index units for any day in the calculaiton period. Cumulative The cumulative number of weather index units for each day in the calculaiton period. Specifies how weather index units are to be calculated. Absolute Percentage Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. All First Last Penultimate The distribution of pricing days. Every day (the default if not specified) Monday Tuesday Wednesday Thursday Friday Saturday Sunday The day of the week on which pricing takes place. Day Number of asset attribute entries in the group. Week Month Time unit associated with the nearby settlement day. Day Time unit associated with the commodity delivery date roll. City (4 character business center code) Airport (IATA standard) Weather station WBAN (Weather Bureau Army Navy) Weather index WMO (World Meteorological Organization) Type of data source identifier. Term Per business day Per calculation period Per settlement period Per calendar day Per hour Per month The commodity's notional or quantity delivery frequency. Accepted Rejected Status of risk limit report. Unknown RiskLimitReportID(1667) Unknown party Other The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). New Cancel Replace Specifies the transaction type of the risk limit check request. Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. Limit consumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. Specifies the type of limit check message. All or none (default if not specified). The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. Partial The requester will accept a partial approval of the requested credit limit amount. Specifies the type of limit amount check being requested. Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. Partially approved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. Rejected Approval pending Cancelled Indicates the status of the risk limit check request. Successful (default) Invalid party Requested amount exceeds credit limit Requested amount exceeds clip size limit Request exceeds maximum notional order amount Other Result of the credit limit check request. Suspend Halt trading Reinstate Specifies the type of action to take or was taken for a given party. Accepted The action request is accepted for processing. Completed The processing of the requested action has been successfully completed. Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Invalid party or parties Unknown requesting party Not authorized Other Specifies the reason the PartyActionRequest(35=DH) was rejected. RiskLimitRequestID(1666) RiskLimitCheckID(2319) Out of band identifier Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. None (default if not specified) No specified limit check model is defined. Limit checks for the party will be based on parameters defined. PlusOne model A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. Ping model A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. Push model A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. Specifies the type of credit limit check model workflow to apply for the specified party Accepted For use when none of the more specific status enumerations apply. Rejected For use when none of the more specific status enumerations apply. Claim required Indicates that the clearing firm is required to accept or decline the trade. Pre-defined limit check succeeded Indicates a check enforced automatically by the clearing house. Pre-defined limit check failed Indicates a check enforced automatically by the clearing house. Pre-defined auto-accept rule invoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. Pre-defined auto-reject rule invoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. Accepted by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. Rejected by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. Pending Indicates that one or more side level risk checks are in progress. Accepted by credit hub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. Rejected by credit hub Indicates that a credit hub rejected the trade. Pending credit hub check Indicates that a check is pending at a credit hub. Accepted by execution venue Indicates acceptance by an execution venue, such as a SEF. Rejected by execution venue Indicates that the trade was rejected by an execution venue, such as a SEF. Indicates the status of the risk limit check performed on a trade. None (default if not specified) The transaction does not fall under any special regulatory rule or mandate. Swap Execution Facility (SEF) required transaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. Swap Execution Facility (SEF) permitted transaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. Specifies the regulatory mandate or rule that the transaction complies with. Proprietary Energy Identification Code (EIC) Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). Identifies the class or source of DeliveryStreamDeliveryPoint(41062). ISIN or Alternate instrument identifier plus CFI Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). Interim Taxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. The type of identification taxonomy used to identify the security. Clearing member Client Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Order entry Entitle to enter new orders Hit/Lift Entitle to Hit/Lift View indicative prices Entitle to subscribe to indicative prices View executable prices Entitle to subscribe to executable prices Single quote Entitle to submit quote request for a single quote Streaming quotes Entitle to submit quote request for streaming quotes Single broker Entitle to submit quote request for a single broker Multi brokers Entitle to submit quote request for multiple brokers Subtype of an entitlement specified in EntitlementType(1775). Quote entry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote modification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote model type Undefined/unspecified - (default when not specified) Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". Automated The transaction was executed on an automated execution platform such as an automated systematic internalizer system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. Voice brokered The transaction was negotiated by voice through an intermediary. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Does not apply (default if not specified) The trade is for an for asset class that is not traded with contingency. Contingent trade The trade is terminated as soon as its paired trade is cleared or denied clearing. Non-contingent trade Identifies a trade that is not contingent but is for an asset class that may be contingent. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. Initial (principal exchange) Intermediate (principal exchange) Final (principal exchange) Prepaid (premium forward) Postpaid (premium forward) Variable (premium forward) Fixed (premium forward) Swap (premium) Indicates that the premium is to be paid in the style of payments under an IRS contract. Conditional (principal exchange on exercise) Used to further clarify the value of PaymentType(40213). Accepted Accepted with additional events Rejected Status of mass order request. Successful Response level not supported Invalid market Invalid market segment Other Request result of mass order request. No acknowledgement Responses are provided through one or more ExecutionReport(35=8) messages. Minimum acknowledgement The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. Acknowledge each order The number of entries in the response is identical to the number of entries in the request. Summary acknowledgement Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Add Modify Delete / Cancel Suspend Release Specifies the action to be taken for the given order. Order added upon request Order replaced upon request Order cancelled upon request Unsolicited order cancellation Non-resting order added upon request Order replaced with non-resting order upon request Trigger order replaced upon request Suspended order replaced upon request Suspended order canceled upon request Order cancellation pending Pending cancellation executed Resting order triggered Suspended order activated Active order suspended Order expired The initiating event when an ExecutionReport(35=8) is sent. New Replace Cancel Indicates the type of transfer transaction. Request transfer Accept transfer Decline transfer Indicates the type of transfer request. Inter-firm transfer Intra-firm transfer Clearing Member Trade Assignment Indicates the type of transfer. Received Rejected by intermediary Accept pending Accepted Declined Cancelled Status of the transfer. Success Invalid party Unknown instrument Not authorized to submit transfers Unknown position Other Reason the transfer instruction was rejected. Submit Alleged Indicates the type of transfer report. Count Simple count of entities or events, e.g. orders transactions during a period of time. Average volume Average quantity of entities, e.g. average size of incoming quotes or average trade size. Total volume Aggregated volume of entities across events, e.g. total trade volume during a period of time. Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. Volume weighted average price (VWAP) Benchmark price. Volatility Volatility of entities, e.g. price movements of incoming orders. Duration Time period of events, e.g. resting period of passive orders. Tick Price movement of an instrument in number of ticks. Average turnover Average volume multiplied by price. Total turnover Aggregated volume multiplied by price. High Highest price. Low Lowest price. Midpoint Midpoint price between bid and offer. First First price or initial value. Last Most recent price or value. Final Final price or confirmed value. Exchange best Best price of a single venue regardless of volume. Exchange best with volume Best price of a single venue with volume at or above a pre-defined threshold. Consolidated best Best price across multiple venues regardless of volume. Consolidated best with volume Best price across multiple venues with volume at or above a pre-defined threshold. Time weighted average price (TWAP) Type of statistic value. Bid prices Offer prices Bid depth Offer depth Orders Quotes Orders and Quotes Trades Trade prices Auction prices Opening prices Closing prices Settlement prices Underlying prices Open interest Index values Margin rates Entities used as basis for the statistics. Visible Only includes visible orders and/or quotes. Hidden Only includes hidden orders and/or quotes. Indicative Only includes IOIs and non-tradable quotes. Tradeable Excludes IOIs and indicative quotes. Passive Only includes resting orders and tradeable quotes. Market consensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Entry rate Modification rate Cancel rate Downward move Upward move Scope details of the statistics to reduce the number of events being used as basis for the statistics. Sliding window Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). Sliding window peak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. Fixed date range Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. Fixed time range Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). Current time unit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Previous time unit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Maximum range Use to convey record values over the lifetime of the system or venue. Maximum range up to previous time unit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) Type of interval over which statistic is calculated. Buyers to sellers Upticks to downticks Can also be used with a scope of multiple instruments representing an index. Market maker to non-market maker Use to identify share of market making activity. Automated to non-automated Use to identify ratio of orders and quotes resulting from automated trading. Orders to trades Use with scope of trades. Quotes to trades Use with scope of trades. Orders and quotes to trades Use with scope of trades. Ratios between various entities. Successful (default) Invalid or unknown market Invalid or unknown market segment Invalid or unknown security list Invalid or unknown instrument(s) Invalid parties Trade date out of supported range Statistic type not supported Scope or sub-scope not supported Scope type not supported Market depth not supported Frequency not supported Statistic interval not supported Statistic date range not supported Statistic time range not supported Ratio type not supported Invalid or unknown trade input source Invalid or unknown trading session Unauthorized for statistic request Other (further information in Text (58) field) Result returned in response to MarketDataStatisticsRequest (35=DO). Active (default) Inactive (not disseminated) Status for a statistic to indicate its availability. Absolute Percentage Type of statistical value. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Unknown trade or transaction Unknown or invalid instrument Unknown or invalid counterparty Unknown or invalid position Unacceptable or invalid type of collateral Other Reject reason code for rejecting the collateral report. Accepted (successfully processed) Received (not yet processed) Rejected The status of the collateral report. Asset Swap Spread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. Overnight Indexed Swap Spread OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). Zero Volatility Spread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). Discount Margin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. Interpolated Spread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. Option Adjusted Spread OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. G-Spread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. CDS Basis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. CDS Interpolated Basis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. Indicates the type of relative value measurement being specified. Bid Mid Offer Specifies the side of the relative value. Start of instrument reference data End of instrument reference data Start of off-market trades End of off-market trades Start of order book trades End of order book trades Start of open interest End of open interest Start of settlement prices End of settlement prices Start of statistics reference data End of statistics reference data Start of statistics End of statistics Technical event within market data feed. Active Market segment is active, i.e. trading is possible. Inactive Market segment has previously been active and is now inactive. Published Market segment information is provided prior to its first activation. Status of market segment. Pool Used when multiple market segments are being grouped or pooled together. Retail Wholesale Used to classify the type of market segment. Inter-product spread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. Used to further categorize market segments within a MarketSegmentType(2543). Market segment pool member Market segments represent constituents of the pool identified. Retail segment Retail segment related to wholesale segment identified. Wholesale segment Wholesale segment related to retail segment identified. Type of relationship between two or more market segments. Single sided quotes are not allowed Single sided quotes are allowed Indicates whether single sided quotes are allowed. No priority Unconditional priority Specifies the kind of priority given to customers. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. Automatic (default) Manual Specifies how the calculation will be made. Market valuation (the default) Portfolio value before processing pledge request Value confirmed as "locked-up" for processing a pledge request Credit value of collateral at CCP processing a pledge request The type of value in CurrentCollateralAmount(1704). Unspecified Acceptance The bank's charge for issuing a Letter of Credit. Broker The executing broker's commission. Clearing broker The clearing broker's commission. Retail Commission charged by or related to retail sales. Sales commission The commission charged by the sales desk. Local commission Commission paid to local broker in a cross-border transaction. Indicates what type of commission is being expressed in CommissionAmount(2640). Close Official closing price. Hedge Determined by the hedging party. The default election for determining settlement price. Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. Hedge election In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. Ex-date Dividend entitlement is on the dividend ex-date. Record date Dividend entitlement is on the dividend record date. Defines the contract event which the receiver of the derivative is entitled to the dividend. Record amount 100% of the gross cash dividend per share paid over record date during relevant dividend period. Ex amount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. Paid amount 100% of gross cash dividend per share paid during relevant dividend period. As specified in master confirmation The amount is determined as provided in the relevant master confirmation. Indicates how the gross cash dividend amount per share is determined. Potential adjustment event The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. Cash equivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. Defines the treatment of non-cash dividends. Equity amount receiver election The equity amount receiver determines the composition of dividends (subject to conditions). Calculation agent election The calculation agent determines the composition of dividends (subject to conditions). Defines how the composition of dividends is to be determined. Bid Mid Offer The quote side from which the index price is to be determined. Calculation agent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. Options exchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. Initial Interpolation is applicable to the initial period only. Initial and final Interpolation is applicable to the initial and final periods only. Final Interpolation is applicable to the final period only. Any period Interpolation is applicable to any non-standard period. Defines applicable periods for interpolation. Volatility Variance For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Previous For a return on day T, the observed price on T-1 must be in range. Last For a return on day T, the observed price on T must be in range. Both For a return on day T, the observed prices on both T and T-1 must be in range. Indicates which price to use to satisfy the boundary condition. Flat fee Amortized fee Funding fee Flat fee and funding fee Amortized fee and funding fee Type of fee elected for the break provision. Price valuation Dividend valuation Specifies the valuation type applicable to the return rate date. Initial Interim Final Specifies the type of price sequence of the return rate. Open The official opening time of the exchange on valuation date. Official settlement price time The time at which the official settlement price is determined. XETRA The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. Close The official closing time of the exchange on valuation date. Derivatives close The official closing time for derivative trading of the exchange on valuation date. High The high price for the day. Low The low price for the day. As specified in the master confirmation Specifies how or the timing when the quote is to be obtained. None (the default) Futures price The official settlement price as announced by the related futures exchange is applicable. Options price The official settlement price as announced by the related options exchange is applicable. Indicates whether an ISDA price option applies, and if applicable which type of price. Gross Net Accrued Clean net The basis of the return price. Absolute terms Percentage of notional Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standard The adjustments to the number of units are not governed by any specific clause. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standrd The adjustments to the number of units are not governed by any specific clause. Specifies the conditions that govern the adjustment to the number of units of the return swap. No remuneration paid Remuneration paid Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Disabled Risk limits for party is disabled. Enabled Risk limits for party is enabled. The status of risk limits for a party. Non-algorithmic trade Algorithmic trade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Pre-trade transparency waiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. Post-trade deferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). No preceding order in book as transaction price set within average spread of a liquid instrument Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, this is the "NLIQ" flag. No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OLIQ" flag. No preceding order in book as transaction price is for transaction subject to conditions other than current market price Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS 1, this is the "PRIC" flag. No public price for preceding order as public reference price was used for matching orders Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, this is the "RFPT" flag. No public price quoted as instrument is illiquid According to Article 14(1) MiFIR the systematic internaliser was not obliged to publish the quote prior to closing the trade as it was made in an illiquid instrument. For ESMA RTS 1, this is the "ILQD" flag. No public price quoted as order is above standard market size ESMA: As per Article 14(2) MiFIR, the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the instrument's standard market size. For ESMA RTS 1, this is the "SIZE" flag. Deferral due to "Large in Scale" Per MiFID Article 14, publication deferral is permitted if the transaction's volume is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. Deferral due to "Illiquid Instrument" Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. Deferral due to "Size Specific" Per MiFIR Article 11, publication deferral is permitted if the transaction's volume is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). int field representing the length in bytes. Value must be positive. int field representing a message sequence number. Value must be positive. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field typically representing a Price times a Qty float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). char field containing one of two values: 'Y' = True/Yes 'N' = False/No Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). string field containing one or more space delimited single character values (e.g. |18=2 A F| ). string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). ISO 3166-1:2013 Codes for the representation of names of countries and their subdivisions -- Part 1: Country codes string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). ISO 4217:2015 Codes for the representation of currencies string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). ISO 10383:2012 Codes for exchanges and market identification (MIC) string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing time-only in Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM:SS.s where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-60 seconds (60 only if UTC leap second), and optionally s (one or more digits representing a decimal fraction of a second). The punctuation of ":" between hours minutes and seconds are required. The "." is only required when sub-second time precision is specified. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing a date and time combination in local time with an optional offset to Univeral Time Coordinated (UTC). Its vaue space is described as the combination of date and time of day in the Chapter 5.4 of based on ISO 8601. Valid values are in the fFormat is YYYY-MM-DD-THH:MM:SS.s*[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, and optionally sss (one or more digits representing a decimal fraction of a second), hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. The "Z" or "+" or "-" are optional to denote an optional time zone offset. In FIXML, all data type fields are using base64Binary encoding. used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. ISO 639-1:2002 Codes for the representation of names of languages -- Part 1: Alpha-2 code string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. Account Reporting The PartiesAction category of messages is a set of messages that are used to take an action on party information as a result of risk management decisions made during the trading day. Required if NoLegStipulations >0 Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. Repeating group of NestedParty sub-identifiers. Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Required if NoPartyIDs(453) > 0. Identification of the party. Required if NoPartyIDs(453) > 0. Used to identify classification source. Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). Repeating group of Party sub-identifiers. Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Used when the PosAmt(708) value corresponds to a specific stream in of a swap. Number of Position Amount entries Required if NoPositions > 1 Short quantity that is considered covered, e.g. used for short option position Date associated with the quantity being reported Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. Repeating group of SettlParty sub-identifiers. Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole Required if NoStipulations >0 Required if NoTrdRegTimestamps > 1 Required if NoTrdRegTimestamps > 1 Type of Trading desk Required if NoUnderlyingStips >0 Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. Repeating group of Nested2Party sub-identifiers. Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. Repeating group of Nested3Party sub-identifiers. Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. Required if NoAllocs(78) > 0. Must be first field in repeating group. Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Used to communicate the status of central clearing workflow. Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject). Can be used here to hold text relating to the rejection of this AllocAccount(366)) Must be set if EncodedAllocText(361) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText(161) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Indicates number of allocation groups to follow. May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction). Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. Specifies the method under which a trade quantity was allocated. An indicator to override the normal procedure to roll up allocations for the same Carry Firm. Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information. Free format text field related to this AllocAccount Must be set if EncodedAllocText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15). Replaced by AllocSettlCurrAmt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided Applicable for Convertible Bonds and fixed income Applicable for securities that pay interest in lump-sum at maturity Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions. Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. Required if NoBidComponents > 0. Must be first field in repeating group. When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Indicates off-exchange type activities for Detail. Indicates Net or Gross for selling Detail. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Used if BidType="Disclosed" First element Commission required if NoBidComponents > 0. ISO Country Code When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Second element of price The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). Net/Gross Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of bid repeating groups Required if NoBidDescriptors > 0. Must be first field in repeating group. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Value between LiquidityPctLow and LiquidityPctHigh in Currency Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency Liquidity indicator or lower limit if LiquidityNumSecurities > 1 Upper liquidity indicator if LiquidityNumSecurities > 1 Eg Used in EFP (Exchange For Physical) trades 12% Used in EFP trades Used in EFP trades Used in EFP trades Used if BidType="Non Disclosed" Required if NoClearingInstructions > 0 Required if NoCollInquiryQualifier > 0 Type of collateral inquiry Number of qualifiers to inquiry Used to restrict updates/request to specific CompID Used to restrict updates/request to specific SubID Used to restrict updates/request to specific LocationID Used to restrict updates/request to specific DeskID Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. CompID that status is being report for. Required if NoCompIDs > 0, SubID that status is being report for. LocationID that status is being report for. DeskID that status is being report for. Additional Information, i.e. "National Holiday" Specifies the number of repeating CompId's Must be first field in the repeating group. Number of contract details in this message (number of repeating groups to follow) First field in repeating group. Required if NoContraBrokers > 0. Number of ContraBrokers repeating group instances. Specifies the capacity of the firm executing the order(s) The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message's AllocQty. Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15). Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type Used to identify whether the trade was executed on an agency or principal basis. Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Required if NoExecs > 0 Executions for which collateral is required Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Specifies the number of repeating symbols (instruments) specified Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Use to reference the partial execution of a multi-leg order to which this leg execution belongs. Number of leg executions. Required if NoLegs(555) > 0. Number of legs Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell Required for multileg IOIs and for each leg. Required for multileg IOIs Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Number of legs that make up the Security Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. SettlType (specifying the tenor) or SettlDate must be specified. Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. Number of symbols (instruments) requested. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group. Underlying Instruments Useful for verifying security identification Can use client order identifier or the symbol and side to uniquely identify the stock in the list. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of strike price entries Required if NoIOIQualifiers > 0 Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Repeating field, number of instances defined in LinesOfText Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating lines of text specified Must be the first field in the repeating group. Order number within the list Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Use to assign an ID to the block of individual preallocations Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Available for optional use when Side(54) = 6(Sell short exempt). Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Required for short sell orders Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Supplementary registration information for this Order within the List Number of orders in this message (number of repeating groups to follow) Required if NoMDEntries(268) > 0. Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278). Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59) = A (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades. For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use in reporting trades. For optional use in reporting trades. In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Specifies trade type when a trade is being reported. For optional use in reporting trades. For optional use in reporting trades. Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Used to report high price in association with trade, bid or ask rather than a separate entity Used to report low price in association with trade, bid or ask rather than a separate entity. Indicates the first price of a trading session; can be a bid, ask, or trade price. Indicates the last price of a trading session; can be a bid, ask, or trade price. Used to report trade volume in association with trade, bid or ask rather than a separate entity Indicates date on which instrument will settle. For NDFs required for specifying the "value date". Used to identify the sequence number within a feed type May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). Number of entries following. Must be first field in this repeating group. If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. Can be used to define a subordinate book. Can be used to define the current depth of the book. Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed. If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified. If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price). Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59)= 10 (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use when reporting trades For optional use when reporting trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Indicates the first price of a trading session; can be a bid, ask, or a trade price. Indicates the last price of a trading session; can be a bid, ask, or a trade price. Indicates date on which instrument will settle. For NDFs required for specifying the "value date". For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. For optional use in reporting Trades. Used to specify the time of matching. Entry time of the incoming order that triggered the trade Allows sequence number to be specified within a feed type Number of entries following. Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Number of MDEntryType fields requested. Alternative Market Data Source Required if NoMiscFees(136) > 0. Required if NoMiscFees(136) > 0. Required if any miscellaneous fees are reported. Indicates number of repeating entries. Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group. Can be used to provide order id used by exchange or executing system. Required for List Orders. Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades Average price for this order. For FX, if specified, expressed in terms of Currency(15). Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. For optional use with OrdStatus = 0 (New) Quantity open for further execution. LeavesQty = OrderQty - CumQty. Used if the order is rejected Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of orders statused in this message, i.e. number of repeating groups to follow. Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Values = Final, Theoretical Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. Reason Quote Entry was rejected. The number of quotes for this Symbol (QuoteSet) that follow in this message. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. Required if NoQuoteQualifiers > 1 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Can be used when QuoteRequestType(303) = 3(Confirm Quote). Can be used when QuoteRequestType(303) = 3(Confirm Quote). Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. Type of quantity specified in a quantity field. For FX, if used, should be "0". Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Required for NDFs to specify the settlement currency (fixing currency). Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for Used by the quote initiator to indicate the period of time the resulting Quote must be valid until The time when the request for quote or negotiation dialog will expire. The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price For OTC swaps, may be used to provide the estimated mid-market-mark. Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. For OTC swaps, may be used to provide the estimated mid-market mark. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message. Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message. Can be used (e.g. with forex quotes) to specify the desired "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for The time when Quote Request will expire. Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request First field in repeating group. Required if NoQuoteSets > 0 Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0 Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 Total number of quotes canceled for the quote set across all messages. Total number of quotes accepted for the quote set across all messages. Total number of quotes rejected for the quote set across all messages. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Secondary price limit rules Identifies the type of Corporate Action Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Number of related symbols (instruments) in Request Must be first field in the repeating group if NoDistribInsts > 0. Number of Distribution instructions in this message (number of repeating groups to follow) Must be first field in the repeating group Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID Number of registration details in this message (number of repeating groups to follow) Indicates type of RoutingID. Required if NoRoutingIDs is > 0. Identifies routing destination. Required if NoRoutingIDs is > 0. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Used to specify forms of product classifications Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Used to provide listing rules Used to provide listing rules Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Required if NoSecurityTypes > 0 Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions Required except where SettlInstMode is 5=Reject SSI request Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Must be 1 or 2 Required if NoSides(552) > 0. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Available for optional use when Side(54) = 6 (Sell short exempt). Use to assign an identifier to the block of preallocations Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Conditionally required when ForexReq(121) = "Y". Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. Required if NoAllocs(78) > 0. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Required when NoSides(552) > 0. Used to indicate a side specific alternate clearing price. Used to indicate the Price Differential between the first and second leg of a complex instrument. Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx) Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. Insert here the set of "LimitAmts" fields defined in "Common Components" Used to specify Step-out trades. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The customer capacity for this trade Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade. Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. Value expressed in the currency reflected by the Currency(15) field. Can be used for derivatives omnibus accounting. Can be used by the executing market to record any execution details that are particular to that market. Must be set if EncodedText field is specified and must immediately precede it. Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. Used to assign an ID to the block of preallocations. Conveys settlement account details reported as part of obligation. Optional when Side (54) = 6 (Sell short exempt) Order details for the order associated with this side of the trade. In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party. Required if NoTrades > 0 Trades for which collateral is required Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Additional attribute to store the trade or trade report identifier of the leg. Allow sequencing of legs for a strategy to be captured. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. Indicates the price type provided with each leg of a multi-leg trade For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Leg quantity type to be specified at the leg level. Can be different for each leg. Required if NoTradingSessions is > 0. Specifies the number of repeating TradingSessionIDs Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Required if NoUnderlyings > 0 Number of legs that make up the Security Required if NoUnderlyings(711) > 0. Number of underlyings Used when reporting other than current day trades. Conditionally required if NoDates > 0 To request trades for a specific time. Number of date ranges provided (must be 1 or 2 if specified) Required if NoEvents(864) > 0. Conditionally required when EventTime(1145) is specified. Conditionally required when EventTimePeriod(1826) is specified. Conditionally required when EventTimeUnit(1827) is specified. Must be set if EncodedEventText(1579) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. Name of parameter Datatype of the parameter. Value of the parameter Indicates number of strategy parameters Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Number of legs that make up the Security Amount to pay in order to receive the underlying instrument. Amount to collect in order to deliver the underlying instrument. Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Required if NoExpiration > 1 Required if NoInstrumentParties(1018) > 0. Identification of the party. Required if NoInstrumentParties(1018) > 0. Used to identify classification source. Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). Required when NoSides(552) > 0. Insert here the set of "LimitAmts" field defined in "Common Components" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Conveys settlement account details reported as part of obligation. Details of the order associated with this side of the trade. Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. Repeating group of RootParty sub-identifiers. Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. Type of Sub-identifier. Required if NoRootPartySubIDs > 0. Repeating group of RootParty sub-identifiers. Identifier for Trading Session Market for which Trading Session applies Market Segment for which Trading Session applies Method of Trading Trading Session Mode "Y" if message is sent unsolicited as a result of a previous subscription request. State of trading session. Used with TradSesStatus = "Request Rejected" Starting time of trading session Time of the opening of the trading session Time of pre-close of trading session Closing time of trading session End time of trading session Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Indicates the Source of the Settlement Instructions Carries settlement account information Number of settlement parties Unique ID for this settlement instruction New, Replace, Cancel, or Restate Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. Net flow of currency 1 Net flow of currency 2 Currency 1 in the stated currency pair, the dealt currency Currency 2 in the stated currency pair, the contra currency Derived rate of Ccy2 per Ccy1 based on netting Value Date Used to express the instrument in which settlement is taking place Effective (start) date/time for this settlement instruction Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Conveys settlement account details reported as part of obligation Number of Settlement Obligations Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. Number of statistics indicators Required if NoTickRules(1205) > 0. Can be used to limit tick rule to specific product suite. Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle Describes the maturity rules for a given set of strikes as defined by StrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Format used to generate the MMY for each option contract: enumeration specifying the increment unit: Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which maturity month year should be incremented within the specified price range. Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Required if NoMDFeedTypes(1141) > 0. Specifies the depth of book (or levels of market depth) for the feed type. Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. Conditionally required when MarketDataTimeInterval(2563) is specified. Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. Conditionally required when MDRecoveryTimeInterval(2565) is specified. Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) Minimum lot size allowed based on lot type specified in LotType(1093) Number of Lot Types Required if NoMatchRules(1235) > 0. Can be used to limit match rule to specific product suite. Can be used to give customer orders priority for the given matching algorithm. Indicates execution instructions that are valid for the specified market segment Number of execution instructions Indicates time in force techniques that are valid for the specified market segment Number of time in force techniques Indicates order types that are valid for the specified market segment. Number of order types Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id Contains trading rules specified at the trading session level Allows trading rules to be expressed by trading session Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. Number of Market Segments on which a security may trade. Used to identify party id related to instrument series Used to identify source of instrument series party id Used to identify the role of instrument series party id Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Indicates type of event describing security Specific time of event. To be used in combination with EventDate [1288] If provided, then Instrument occurrence has explicitly changed Secondary price limit rules Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs for the underlying instrument Recipient of the notification Number of usernames Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. Contraparty information Specifies the number of partial fills included in this Execution Report Number of trade publication indicators following Message sequence number of first message in range to be resent Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). Specifies number of application id occurrences Number of applications Number of applications Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. Required if NoRateSource(1445) > 0 Required if NoRateSources(1445) > 0 Conditionally required when RateSource(1446) = 99 (Other). Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. Used to identify source of target party identifier. Used to identify the role of source party identifier. Used to further qualify the role of the target party role. Repeating group of target party sub-identifiers. Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. Required if NoNewsRefIDs(2144) > 0. News item being referenced. Type of reference. Number of news item references Required if NoComplexEvents(1483) > 0. Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventTimes(1494) > 0. Required if NoComplexEventTimes(1494) > 0. Stream Assignment Requests. Stream Assignment Reports. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required when NoLimitAmts > 0 Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Number of limit amount occurences. Number of qualifier entries Total margin requirement if not provided Can be used to specify the base settlement currency if Currency(15) is not specified. Number of margin amount entries Conditionally required when NoRelatedInstruments > 0 Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. Conditionally required when RelatedSecurityID(1650) is specified. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Conditionally required when RelatedToSecurityID(2413) is specified. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0. Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. The identification of the party. Required when NoPartyDetails(1671) > 0. Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. Optionally used to specify alternate IDs to identify the party specified. May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltSubIDs > 0. Required when NoPartyDetailAltSubIDs > 0. Required if NoRiskLimitTypes(1529) > 0. Not applicable in a request. Not applicable in a request. Conditionally required when RiskLimitType(1530) = 10 (Clip size) Required when NoInstrumentScopeSecurityAltID > 0. Required when NoInstrumentScopeSecurityAltID > 0. Required if NoRiskWarningLevels(1559) > 0. Conditionally required when RiskWarningLevelAmount(1768) is not provided. Conditionally required when RiskWarningLevelPercent(1560) is not provided. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoInstrumentScopes > 0. Required when NoRiskInstrumentScopes > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartySubIDs > 0. Required when NoRequestingPartySubIDs > 0. Required if NoPartyUpdates > 0. Required if NoRequestedRiskLimitType > 0. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. Required if NoRiskLimits(1669) > 0. Required when NoPartyDetailSubIDs > 0. Required when NoPartyDetailSubIDs > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of exceptions with a trading status different from SecurityMassTradingStatus (1679). Conditionally required if NoLegPosAmt > 0. Number of Position Amount entries Conditionally required if NoSecurityClassifications > 0. Required when NoThrottles > 0. Required when NoThrottles > 0. Number of messages per time interval, or number of outstanding requests. Required when NoThrottles > 0. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is 1. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is Seconds. Indicates MsgType values that this throttle counts. If not specified, the definition is implicit based upon bilateral agreement. Indicates number of throttles to follow. Required when NoThrottleMsgType > 0. Required if NoSettlementAmounts > 0. Required if NoCollateralAmounts(1703) > 0. Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. Required if NoPayCollects > 0. Can be used to specify the base settlement currency if Currency(15) is not specified. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided. Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). Conditionally required when PartyDetailGrp component is not provided. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted. Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible. Conditionally required when PartyDetailGrp component is not provided. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPartyEntitlements(1772) > 0. Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component. Required if NoEntitlements(1773) > 0. Absence of this field indicates the meaning of the entitlement is implicit. Required if NoEntitlementAttrib(1777) > 0. If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype. Required if NoEntitlementAttrib(1777) > 0. Required if NoMarketSegments(1310) > 0. Required when NoTargetMarketSegments(1789) > 0. Required when NoAffectedMarketSegments(1791) > 0. Required when NoNotAffectedMarketSegments(1793) > 0. Required when NoOrderEvents(1795) > 0. Required when NoDisclosureInstructions(1812) > 0. Required if NoCrossLegs(1829) > 0. Quantity ordered for this leg as provided during order entry. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradePriceConditions(1838) > 0. Required if NoTradeQty(1841) > 0. Required if NoTradeQty(1841) > 0. Required if NoPositions > 0. Required if NoRelatedTrades(1855) > 0. Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. Required if NoRelatedPositions(1861) > 0. Required if NoValueChecks(1868) > 0. Required if NoValueChecks(1868) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoPartyEntitlements(1772). Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoInstrmtMatchSides(1889) > 0. LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument. Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance. Required if NoInstrmtMatchSides(1889) > 0. Required if NoInstrmtMatchSides(1889) > 0. Required if NoTrdMatchSides(1890) > 0. Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. Required if NoTrdMatchSides(1890) > 0. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. For use in derivatives omnibus accounting. Can be used if the match event results in matches across different market segments for this side. Can be used if the match event results in matches across different venue types for this side. Can be used to include text included in the order submission. Required if NoLegExecs(1892) > 0. Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. Can be used to specify whether the option is a cover, if it is different from the overall multileg security. Required if NoPriceMovements(1919) > 0. Required if NoPriceMovementValues(1919) > 0. Required if NoClearingAccountTypes(1918) > 0. Required if NoAdditionalTermBondRefs(40000) > 0. Conditionally required when AdditionalTermBondSecurityID(40001) is specified. Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. Required if NoAdditionalTerms(40019) > 0. Required if NoAllocRegulatoryTradeIDs(1908) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoCashSettlTerms(40022) > 0. Required if NoContractualDefinitions(40040) > 0. Required if NoContractualMatrices(40042) > 0. Required if NoFinancingTermSupplements(40046) > 0. Required if NoLegEvents(2059) > 0. Conditionally required when LegEventTime(2062) is specified. Conditionally required when LegEventTimePeriod(2064) is specified. Conditionally required when LegEventTimeUnit(2063) is specified. Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegPaymentSchedules(40374) > 0. Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. Required if NoLegPaymentScheduleRateSources(40414) > 0. Required if NoLegPaymentScheduleRateSources(40414) > 0. Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). Required if NoLegPaymentStubs(40418) > 0. Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisions(40448) > 0. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. Conditionally required when LegProvisionDateTenorUnit(40455) is specified. Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegSecondaryAssetClasses(2076) > 0. Required if NoLegSettlRateFallbacks(40902) > 0. Required if NoLegStreams(40241) > 0. Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPayments(40212) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. Conditionally required when PaymentDateOffsetUnit(41158) is specified. Conditionally required when PaymentDateOffsetPeriod(41157) is specified. Used to link a payment back to its parent InstrumentLeg by using the same value as the parent�s LegID(1788). Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPaymentSchedules(40828) > 0. Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. Required if NoPaymentScheduleRateSources(40868) > 0. Required if NoPaymentScheduleRateSources(40868) > 0. Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) Required if NoPaymentSettls(40230) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentStubs(40872) > 0. Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. Required if NoPhysicalSettlTerms(40204) > 0. Required if NoPhysicalSettlDeliverableObligations (40209) > 0. Required if NoProtectionTerms(40181) > 0. Required if NoProtectionTermEvents(40191) > 0. Conditionally required when ProtectionTermEventUnit(40196) is specified. Conditionally required when ProtectionTermEventPeriod(40195) is specified. Required if NoProtectionTermEventQualifiers(40199) > 0. Required if NoProtectionTermObligations(40201) > 0. Required if NoProvisionCashSettlPaymentDates (40171) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisionOptionExerciseFixedDates (40142) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisions(40090) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when ProvisionDateTenorUnit(40097) is specified. Conditionally required when ProvisionDateTenorPeriod(40096) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoRegulatoryTradeIDs(1907) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoSecondaryAssetClasses(1976) > 0. Required if NoSettlRateFallbacks(40085) > 0. Required if NoSideRegulatoryTradeIDs(1971) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoStreams(40049) > 0. Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingComplexEvents(2045) > 0. Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingEvents(1982) > 0. Conditionally required when UnderlyingEventTime(1984) is specified. Conditionally required when UnderlyingEventTimePeriod(1986) is specified. Conditionally required when UnderlyingEventTimeUnit(1985) is specified. Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheules(40664) > 0. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). Required if NoUnderlyingPaymentStubs(40708) > 0. Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. Required if NoUnderlyingSettlRateFallbacks(40659) > 0. Required if NoUnderlyingStreams(40540) > 0. Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDealers(40277) > 0. Required if NoBusinessCenters(40278) > 0. Required if NoLegBusinessCenters(40923) > 0. Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. Required if NoLegProvisionDateBusinessCenters(40939) > 0. Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. Required if NoPaymentBusinessCenters(40944) > 0. Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. Required if NoProtectionTermEventNewsSources(40951) > 0. Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. Required if NoProvisionDateBusinessCenters(40957) > 0. Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. Required if NoStreamEffectiveBusinessCenters(40960) > 0. Required if NoStreamTerminationDateBusinessCenters(40961) > 0. Required if NoUnderlyingBusinessCenters(40962) > 0. Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. Required if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Must be set if EncodedAttachment(2112) is specified and must immediately precede it. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if NoAttachmentKeywords(2113) > 0. Required if NoAssetAttributes(2304) > 0. Required if NoComplexEventAveragingObservations(40994) > 0. Required if NoComplexEventCreditEvents(40996) > 0. Conditionally required when ComplexEventCreditEventUnit(41002) is specified. Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. Required if NoComplexEventCreditEventQualifiers(41005) > 0. Required if NoComplexEventPeriodDateTimes(41007) > 0. Required if NoComplexEventPeriods(41010) > 0. Required if NoComplexEventRateSources(41013) > 0. Required if NoComplexEventRateSources(41013) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoComplexEventDateBuisinessCenters(41018) > 0. Required if NoComplexEventCreditEventSources(41029) > 0. Required if NoComplexEventSchedules(41031) > 0. Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. Required if NoDeliverySchedules(41037) > 0. Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. Required if NoDeliveryScheduleSettlDays(41051) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoDeliveryStreamCycles(41081) > 0. Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. Required if NoDeliveryStreamCommoditySources(41085) > 0. Required if NoMarketDisruptionEvents(41092) > 0. Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. Required if NoOptionExerciseBusinessCenters(41116) > 0. Required if NoOptionExerciseDates(41137) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. Required if NoOptionExpirationDates(41152) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentScheduleFixingDays(41161) > 0. Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. Required if NoPaymentStreamPaymentDates(41220) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41224) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDays(41227) > 0. Required if NoPricingDateBusinessCenters(41230) > 0. Required if NoStreamAssetAttributes(41237) > 0. Required if NoStreamCalculationPeriodDates(41241) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommoditySettlDays(41283) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoStreamCommoditySettlPeriods(41289) > 0. Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. Required if NoNoMandatoryClearingJurisdictions(41312) > 0. Required if NoLegAdditionalTermBondRefs(41316) > 0. Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. Required if NoLegAdditionalTerms(41335) > 0. Required if NoLegAssetAttributes(2308) > 0. Required if NoLegCashSettlDealers(41342) > 0. Required if NoLegCashSettlTerms(41344) > 0. Required if NoLegComplexEventAveragingObservations(41363) > 0. Required if NoLegComplexEventCreditEvents(41366) > 0. Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. Required if NoLegComplexEventPeriodDateTimes(41376) > 0. Required if NoLegComplexEventPeriods(41379) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). Required if NoLegComplexEventDateBusinessCenters(41387) > 0. Required if NoLegComplexEventCreditEventSources(41398) > 0. Required if NoLegComplexEvents(2218)) > 0. Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventScedules(41400) > 0. Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. Required if NoLegDeliverySchedules(41408) > 0. Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. Required if NoLegDeliveryScheduleSettlDays(41422) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamAssetAttributes(41452) > 0. Required if NoLegDeliveryStreamCycles(41456) > 0. Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegDeliveryStreamCommoditySources(41460) > 0. Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). Required if NoLegInstrumentPartySubIDs(2258) > 0. Required if NoLegMarketDisruptionEvents(41467) > 0. Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegOptionExerciseBusinessCenters(41491) > 0. Required if NoLegOptionExerciseDates(41512) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. Required if NoLegOptionExerciseExpirationDates(41527) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentScheduleFixingDays(41530) > 0. Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. Required if NoLegPaymentStreamPaymentDates(41589) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41593) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentStreamPricingDays(41596) > 0. Required if NoLegPhysicalSettlTerms(41599) > 0. Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. Required if NoLegPricingDateBusinessCenters(41607) > 0. Required if NoLegProtectionTermEventNewsSources(41614) > 0. Required if NoLegProtectionTerms(41616) > 0. Required if NoLegProtectionTermEvents(41625) > 0. Conditionally required when LegProtectionTermEventUnit(41630). Conditionally required when LegProtectionTermEventPeriod(41629). Required if NoLegProtectionTermEventQualifiers(41633) > 0. Required if NoLegProtectionTermObligations(41635) > 0. Required if NoLegStreamCalculationPeriodDates(41638) > 0. Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommoditySettlementDays(41680) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamCommoditySettlPeriods(41686) > 0. Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. Required if NoUnderlyingAssetAttributes(2312) > 0. Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. Required if NoUnderlyingComplexEventPeriods(41729) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. Required if NoUnderlyingComplexEventSchedules(41750) > 0. Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. Required if NoUnderlyingDeliverySchedules(41756) > 0. Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamAssetAttributes(41800) > 0. Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. Required if NoUnderlyingOptionExerciseDates(41841) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. Required if NoUnderlyingOptionExpirationDates(41856) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. Required if NoEntitlementTypes(2345) > 0. Number of Entitlement Types. Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. Required if NoUnderlyingAdditionalTerms(42036) > 0. Required if NoUnderlyingCashSettlDealers(42039) > 0. Required if NoUnderlyingCashSettlTerms(42041) > 0. Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. Required if NoUnderlyingProtectionTerms(42068) > 0. Required if NoUnderlyingProtectionTermEvents (42078) > 0. Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. Required if NoUnderlyingProtectionTermObligations(42087) > 0. Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisions(42149) > 0. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. Required if NoOrderEntries(2428) > 0. Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field. Conditionally required when OrdType(40) = 2 (Limit) Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Only subset of values permitted that do not require additional fields Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Required if NoOrderEntries(2432) > 0. Required if NoOrderEntries(2428) > 0. Required if NoOrderEntries(2428) > 0. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used. Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. Use to explicitly provide executed quantity. Use to explicitly provide remaining quantity. Use to explicitly provide cancelled quantity. Required when NoTargetPartySubIDs(2433) > 0. Required when NoTargetPartySubIDs(2433) > 0. Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use "[N/A]". Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = "[N/A]". Required if NoMDStatistics(2474) > 0. Required if NoMDStatistics(2474) > 0. Conditionally required when MDStatisticValue(2478) is specified. May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. Required if NoLegContractualDefinitions(42198) > 0. Required if NoLegFinancingTermSupplements(42200) > 0. Required if NoLegContractualMatrices(42203) > 0. Required if NoRelativeValues(2529) > 0. Required if NoRelativeValues(2529) > 0. Required if NoAuctionTypeRules(2548) > 0. Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. Required if NoFlexProductEligibilities(2560) > 0. Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. Required if NoPriceRangeRules(2550) > 0. Mutually exclusive with PriceRangePercentage(2554). Mutually exclusive with PriceRangeValue(2553). Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. Can be used to limit price range to specific product suite. Required if NoQuoteSizeRules(2558) > 0. Required if NoQuoteSizeRules(2558) > 0. Used to define the sizes applicable for fast market conditions. Number of quote size rules. Required if NoRelatedMarketSegments (2545) > 0. Number of market segments. Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. Interest rate until the instrument expires and used to calculate DiscountFactor(1592). Used to calculate AccumulatedReturnModifiedVariationMargin(2591). Number of parameter sets. Required if NoMiscFeeSubTypes(2633) > 0. Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. Required if NoCommissions(2639) > 0. Required if NoCommissions(2639) > 0. If specified, CommissionSharedIndicator(2647) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. Required if NoAllocCommissions(2653) > 0. Required if NoAllocCommissions(2653) > 0. If specified, AllocCommissionSharedIndicator(2661) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDateBusinessCenters(42214) > 0. Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. Required if NoDividendPeriods(42274) > 0. When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. Required if NoDividendPeriodBusinessCenters(42294) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoLegCashSettlDateBusinessCenters(42306) > 0. Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. Required if NoLegDividendPeriods(42366) > 0. When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. Required if NoLegDividendPeriodBusinessCenters(42386) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegPaymentStreamCompoundingDates(42405) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. Required if NoLegPaymentStreamFixingDates(42459) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. Required if NoLegReturnRateDates(42508) > 0. Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRates(42534) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with LegReturnRateQuoteTime(42548). Mutually exclusive with LegReturnRateQuoteTimeType(42547). Mutually exclusive with LegReturnRateValuationTime(42556). Mutually exclusive with LegReturnRateValuationTimeType(42555). Required if NoLegReturnRateInformationSources(42560) > 0. Required if NoLegReturnRatePrices(42564) > 0. Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. Required if NoLegReturnRateValuationDates(42571) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. Required if NoReturnRateDates(42709) > 0. Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRates(42735) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with ReturnRateQuoteTime(42749). Mutually exclusive with ReturnRateQuoteTimeType(42748). Mutually exclusive with ReturnRateValuationTime(42757). Mutually exclusive with ReturnRateValuationTimeType(42756). Required if NoReturnRateInformationSources(42761) > 0. Required if NoReturnRatePrices(42765) > 0. Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. Required if NoReturnRateValuationDates(42772) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPeriods(42862) > 0. When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingReturnRateDates(43008) > 0. Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRates(43034) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). Mutually exclusive with UnderlyingReturnRateValuationTime(43056) Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). Required if NoUnderlyingReturnRateInformationSources(43060) > 0. Required if NoUnderlyingReturnRatePrices(43064) > 0. Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. Required if NoUnderlyingReturnRateValuationDates(43071) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. Required if NoTrdRegPublications(2668) > 0. Session level messages to establish and control a FIX session Pre trade messages including reference data, market data, quoting, news and email, indication of interest Order handling and execution messages Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions Infrastructure messages for application sequencing, business reject, network and user management Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) Broker's side of advertised trade Identifies advertisement message transaction type Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1 Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. Specifies the basis or unit used to calculate the total commission based on the rate. Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) Instructions for order handling on Broker trading floor Identifies class or source of the SecurityID(48) value. Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) Relative quality of indication Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) Quantity (e.g. number of shares) in numeric form or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" Price of this (last) fill. Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) Identifies number of lines of text body Integer message sequence number. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) Indicates possible retransmission of message with this sequence number Price per unit of quantity (e.g. per share) Reference message sequence number Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) Side of order (see Volume : "Glossary" for value definitions) Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Assigned value used to identify receiving firm. Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. Free format text string (Note: this field does not have a specified maximum length) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Timestamp when the business transaction represented by the message occurred. Urgency flag Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") Free format text message containing list handling and execution instructions. Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) Indicates number of orders to be combined for average pricing and allocation. Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Number of repeating AllocAccount (79)/AllocPrice (366) entries. Sub-account mnemonic Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. Identifies status of allocation. Identifies reason for rejection. Electronic signature Length of encrypted message Actual encrypted data stream Number of bytes in signature field Email message type. Number of bytes in raw data field. Unformatted raw data, can include bitmaps, word processor documents, etc. Indicates that message may contain information that has been sent under another sequence number. Price per unit of quantity (e.g. per share) Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" Code to identify reason for cancel rejection. Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Can be used to provide an optional textual description for a financial instrument. Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Identifies party of trade responsible for exchange reporting. Indicates whether the broker is to locate the stock in conjunction with a short sell order. Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. Total amount due expressed in settlement currency (includes the effect of the forex transaction) Currency code of settlement denomination. Indicates request for forex accommodation trade to be executed along with security transaction. Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. Number of executions or trades. Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. Reason for execution rejection. Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Unique identifier for a QuoteRequest(35=R). Bid price/rate Offer price/rate Quantity of bid (Prior to FIX 4.2 this field was of type int) Quantity of offer (Prior to FIX 4.2 this field was of type int) Number of repeating groups of miscellaneous fees Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee. Previous closing price of security. Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Specifies the number of repeating symbols specified. The subject of an Email message The headline of a News message A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. NetMoney (8) for a specific AllocAccount (79) Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Free format text related to a specific AllocAccount (79). Unique identifier for Settlement Instruction. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Identifies the Standing Instruction database used Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. Identifies type of settlement Bid F/X spot rate. Bid F/X forward points added to spot rate. May be a negative value. Offer F/X spot rate. Offer F/X forward points added to spot rate. May be a negative value. OrderQty (38) of the future part of a F/X swap order. SettDate (64) of the future part of a F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. Identifies the type of Allocation linkage when AllocLinkID (96) is used. Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. Number of repeating groups of IOIQualifiers (04). Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an option contract is a put or call Strike Price for an Option. Used for derivative products, such as options Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. Market used to help identify a security. Valid values: See "Appendix 6-C" Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" Indicates the type of RoutingID (217) specified. Assigned value used to identify a specific routing destination. For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Unique identifier for Market Data Request Subscription Request Type Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) Specifies the type of Market Data update. Specifies whether or not book entries should be aggregated. (Not specified) = broker option Number of MDEntryType (269) fields requested. Number of entries in Market Data message. Type of market data entry. Price of the Market Data Entry. Quantity or volume represented by the Market Data Entry. Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) Time of Market Data Entry. Direction of the "tick". Market posting quote / trade. Valid values: See "Appendix 6-C" Space-delimited list of conditions describing a quote. Type of market data entry. Unique Market Data Entry identifier. Type of Market Data update action. Refers to a previous MDEntryID (278). Reason for the rejection of a Market Data request. Originator of a Market Data Entry Identification of a Market Maker's location Identification of a Market Maker's desk Reason for deletion. Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . Identifies a firm's or a security's financial status Identifies the type of Corporate Action. Default Bid Size. Default Offer Size. The number of quote entries for a QuoteSet. The number of sets of quotes in the message. Identifies the status of the quote acknowledgement. Identifies the type of quote cancel. Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. Reason Quote was rejected: Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Unique id for the Quote Set. Indicates the type of Quote Request being generated Total number of quotes for the quote set. Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field Underlying security's Issuer. See Issuer (06) field for description Description of the Underlying security. See SecurityDesc(107). Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) Underlying security's SecurityID. See SecurityID (48) field for description Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: Underlying security's Symbol. See Symbol (55) field for description Underlying security's SymbolSfx. See SymbolSfx (65) field for description Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description Put or call indicator of the underlying security. See PutOrCall(201). Underlying security's StrikePrice. See StrikePrice (202) field for description Underlying security's OptAttribute. See OptAttribute (206) field for description Underlying security's Currency. See Currency (5) field for description and valid values Unique ID of a Security Definition Request. Type of Security Definition Request. Unique ID of a Security Definition message. Type of Security Definition message response. Unique ID of a Security Status Request or a Security Mass Status Request message. Indicates whether or not message is being sent as a result of a subscription request or not. Identifies the trading status applicable to the transaction. Denotes the reason for the Opening Delay or Trading Halt. Indicates whether or not the halt was due to Common Stock trading being halted. Indicates whether or not the halt was due to the Related Security being halted. Quantity bought. Quantity sold. Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment. Unique ID of a Trading Session Status message. Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Identifies the trader (e.g. "badge number") of the ContraBroker. Method of trading Trading Session Mode State of the trading session. Starting time of the trading session Time of the opening of the trading session Time of the pre-closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market. Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. Byte length of encoded (non-ASCII characters) EncodedText (355) field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Reason Quote Entry was rejected: The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. The MsgType (35) of the FIX message being referenced. Identifies the Bid Request message type. Identifies contra broker. Standard NASD market-maker mnemonic is preferred. ID used to represent this transaction for compliance purposes (e.g. OATS reporting). Indicates whether or not the order was solicited. The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). The number of ContraBroker (375) entries. Number of TradingSessionIDs (336) in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. Descriptive name for list order. Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) Code to identify the type of Bid Request. Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor (400) entries. Code to identify the type of BidDescriptor (400). BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. Used in EFP trades Used in EFP trades. Represented as a percentage. Used in EFP trades Code to identify the type of liquidity indicator. Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. Indicates whether or not to exchange for phsyical. Value of stocks in Currency Percentage of program that crosses in Currency. Represented as a percentage. Code to identify the desired frequency of progress reports. Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Code to represent whether value is net (inclusive of tax) or gross. Indicates the total number of bidders on the list Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Code to represent the basis price type. Indicates the number of list entries. ISO Country Code in field Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) Quantity on a GT order that has traded today. The average price for quantity on a GT order that has traded today. Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Number of list strike price entries. Code to represent the status type. Code to represent whether value is net (inclusive of tax) or gross. Code to represent the status of a list order. Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices Identifies the type of ListExecInst (69). Identifies the type of request that a Cancel Reject is in response to. Underlying security's CouponRate. See CouponRate (223) field for description Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description Quantity traded with the ContraBroker (375). Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. The time at which current market prices are used to determine the value of a basket. Free format text string related to List Status. Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" Net change from previous day's closing price vs. last traded price. Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Number of UnderlyingSecurityAltID (458) entries. Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" Underlying security's Product. Valid values: see Product(460) field Underlying security's CFICode. Valid values: see CFICode (461) field Common reference passed to a post-trade booking process (e.g. industry matching utility). Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. The number of registration details on a Registration Instructions message Set of Correspondence address details, possibly including phone, fax, etc. The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. A one character code identifying Money laundering status. Free format text to specify mailing instruction requirements, e.g. "no third party mailings". For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) The name of the payment card holder as specified on the card being used for payment. The number of the payment card as specified on the card being used for payment. The expiry date of the payment card as specified on the card being used for payment. The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties Text indicating reason(s) why a Registration Instruction has been rejected. A one character code identifying whether the Fund based renewal commission is to be waived. Name of local agent bank if for cash distributions BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions Account number at agent bank for distributions. Free format Payment reference to assist with reconciliation of distributions. Name of account at agent bank for distributions. The start date of the card as specified on the card being used for payment. The date written on a cheque or date payment should be submitted to the relevant clearing system. Identifies sender of a payment, e.g. the payment remitter or a customer reference number. Registration status as returned by the broker or (for CIV) the fund manager: Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. Set of Registration name and address details, possibly including phone, fax etc. The number of Distribution Instructions on a Registration Instructions message Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary, expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary. Identifies Registration Instructions transaction type For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. The relationship between Registration parties. The number of Contract Amount details on an Execution Report message Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". Identifies the type of owner. Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. PartyID value within a nested repeating group. Same values as PartyID (448) PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Specifies scope of Order Mass Cancel Request. Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Reason Order Mass Cancel Request was rejected Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). Number of affected orders in the repeating group of order ids. OrderID(37) of an order affected by a mass cancel or mass action request. SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. PartyRole value within a nested repeating group. Same values as PartyRole (452) Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity. Underlying security's maturity date. See MaturityDate (541) field for description Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. PartySubID value within a nested repeating group. Same values as PartySubID (523) Specifies the market scope of the market data. Defines how a server handles distribution of a truncated book. Defaults to broker option. Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. Type of cross being submitted to a market Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. Number of Side repeating group instances. Userid or username. Password or passphrase. Number of InstrumentLeg repeating group instances. Currency associated with a particular Leg's quantity Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. Number of Security Type repeating group instances. Identifies the type/criteria of Security List Request The results returned to a Security Request message The trading lot size of a security The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. Indicates the method of execution reporting requested by issuer of the order. PositionEffect for leg of a multileg See PositionEffect (77) field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description Price for leg of a multileg See Price (44) field for description Indicates the reason a Trading Session Status Request was rejected. Trade Capture Report Request ID Type of Trade Capture Report. Indicates if the trade capture report was previously reported to the counterparty or market. Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types. The status of this trade with respect to matching or comparison. The point in the matching process at which this trade was matched. This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Number of clearing instructions Eligibility of this trade for clearing and central counterparty processing. Type of input device or system from which the trade was entered. Specific device number, terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Refer to description for SettlDate[64] Indicates whether or not automatic booking can occur. Indicates what constitutes a bookable unit. Indicates the method of preallocation. Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description Underlying security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual security's Symbol. See Symbol (55) field for description Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description Multileg instrument's individual security's Product. See Product (460) field for description Multileg instrument's individual security's CFICode. See CFICode (461) field for description Refer to definition of SecurityType(167) Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description Multileg instrument's individual security's Issuer. See Issuer (106) field for description Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description Description of a leg of a multileg instrument. See SecurityDesc(107). Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description The ratio of quantity for this individual leg relative to the entire multileg security. The side of this individual leg (multileg security). See Side (54) field for description and values Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Number of HopCompID entries in repeating group. Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Bid yield Mid yield Offer yield Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values Indicates if a Cancel/Replace has caused an order to lose book priority. Amount of price improvement. Price of the future part of a F/X swap order. See Price (44) for description. F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. RFQ Request ID - used to identify an RFQ Request. Used to indicate the best bid in a market Used to indicate the best offer in a market Used to indicate a minimum quantity for a bid. Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. Unique identifier for Quote Status Request. Indicates that this message is to serve as the final and legal confirmation. The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). Unique indicator for a specific leg for the ContraBroker (375). Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Reason Quote was rejected: ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. Specifies the price of the benchmark. Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. Message reference for Confirmation Identifies the status of the Confirmation. Identifies the Confirmation transaction type. Specifies when the contract (i.e. MBS/TBA) will settle. Identifies the form of delivery. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). Number of Allocations for the leg Allocation Account for the leg See AllocAccount (79) for description and valid values. Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. Leg allocation quantity. See AllocQty (80) for description and valid values. The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values. Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. The price type of the LegBenchmarkPrice(679). Bid price of this leg. See BidPx (32) for description and valid values. Leg-specific IOI quantity. See IOIQty (27) for description and valid values Number of leg stipulation entries Offer price of this leg. See OfferPx (133) for description and valid values Quantity ordered of this leg. See OrderQty (38) for description and valid values The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version. For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. For Fixed Income, identifies MBS / ABS pool. Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Message reference for Quote Response Identifies the type of Quote Response. Code to qualify Quote use See IOIQualifier (104) for description and valid values. Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). Price to which the yield has been calculated. The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. Indicates a trade that reverses a previous trade. Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. Number of position entries. Used to identify the type of quantity that is being returned. Long quantity. Short quantity. Status of this position. Type of Position amount Position amount Identifies the type of position transaction. Unique identifier for the position maintenance request as assigned by the submitter Number of underlying legs that make up the security. Maintenance Action to be performed. Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. The business date for which the trade is expected to be cleared. Identifies a specific settlement session SubID value associated with SettlSessID(716) Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Used to indicate when a contrary instruction for exercise or abandonment is being submitted Indicates if requesting a rollover of prior day's spread submissions. Unique identifier for this position report Status of Position Maintenance Request Result of Position Maintenance Request. Used to specify the type of position request being made. Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards" Total number of Position Reports being returned. Result of Request for Positions. Status of Request for Positions Settlement price Type of settlement price Underlying security's SettlPrice. See SettlPrice (730) field for description Underlying security's SettlPriceType. See SettlPriceType (731) field for description Previous settlement price Number of repeating groups of QuoteQualifiers (695). Currency code of settlement denomination for a specific AllocAccount (79). Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). Amount of interest (i.e. lump-sum) at maturity. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. Amount of interest (i.e. lump-sum) at maturity at the account-level. Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. Date of delivery. Method by which short positions are assigned to an exercise notice during exercise and assignment processing Quantity Increment used in performing assignment. Open interest that was eligible for assignment. Exercise Method used to in performing assignment. Total number of trade reports returned. Result of Trade Request Status of Trade Request. Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Number of position amount entries. Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. Unique identifier for Allocation Report message. Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. Underlying security's SecuritySubType. See SecuritySubType (762) field for description SecuritySubType of the leg instrument. See SecuritySubType (762) field for description The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. Number of TrdRegTimestamp (769) entries Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel Identifies the type of Confirmation message being sent. Identifies the reason for rejecting a Confirmation. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) Unique identifier for Settlement Instruction message. Number of settlement instructions within repeating group. Timestamp of last update to data item (or creation if no updates made since creation). Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) PartyRole value within a settlement parties component. Same values as PartyRole (452) PartySubID value within a settlement parties component. Same values as PartySubID (523) Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) Used to indicate whether a delivery instruction is used for securities or cash settlement. Type of financing termination. Can be used to uniquely identify a specific Order Status Request message. Unique ID of settlement instruction request message Identifies reason for rejection (of a settlement instruction request message). Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). Describes the specific type or purpose of an Allocation Report message Reference identifier to be used with AllocTransType (7) = Replace or Cancel Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Indicates whether or not this message is a drop copy of another message. Type of account associated with a confirmation or other trade-level message Average price for a specific order Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries Number of PartySubID (523)and PartySubIDType (803) entries Type of PartySubID(523) value. Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" Underlying price associate with a derivative instrument. The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. Current number of application messages that were queued at the time that the message was created by the counterparty. Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. Action to take to resolve an application message queue (backlog). Number of alternative market data sources Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). Secondary trade report identifier - can be used to associate an additional identifier with a trade. Average Pricing Indicator Used to link a group of trades together. Specific device number, terminal number or station where order was entered Trading Session in which the underlying instrument trades Trading Session sub identifier in which the underlying instrument trades Reference to the leg of a multileg instrument to which this trade refers Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. Identifies if, and how, the trade is to be allocated or split. Part of trading cycle when an instrument expires. Field is applicable for derivatives. Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. Further qualification to the trade type Reason trade is being transferred Total Number of Assignment Reports being returned to a firm Unique identifier for the Assignment Report Amount that a position has to be in the money before it is exercised. Describes whether peg is static or floats Type of Peg Offset value Type of Peg Limit If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive The price the order is currently pegged at The scope of the peg Describes whether discretionay price is static or floats Type of Discretion Offset value Type of Discretion Limit If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive The current discretionary price of the order The scope of the discretion The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Indicates if a trade should be reported via a market reporting service. Reason for short sale. Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Additional TrdType(828) assigned to a trade by trade match system. Type of Trade Report Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Unique identifier for a Confirmation Request message Used to express average price as percent of par (used where AvgPx field is expressed in some other way) Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) Number of repeating OrderCapacity entries. Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) Number of repeating EventType entries. Code to represent the type of event Date of event Predetermined price of issue at event, if applicable Comments related to the event. Percent at risk due to lowest possible call. Number of repeating InstrAttribType entries. Code to represent the type of instrument attribute Attribute value appropriate to the InstrAttribType (87) field. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". The program under which the underlying commercial paper is issued The registration type of the underlying commercial paper issuance Unit amount of the underlying security (par, shares, currency, etc.) Identifier assigned to a trade by a matching system. Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Currency value attributed to this collateral at the start of the agreement Currency value currently attributed to this collateral Currency value attributed to this collateral at the end of the agreement Number of underlying stipulation entries Type of stipulation. Same values as StipulationType (233) Value of stipulation. Same values as StipulationValue (234) Net Money at maturity if Zero Coupon and maturity value is different from par value Defines the unit for a miscellaneous fee. Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Collateral Request Identifier Reason for Collateral Assignment Collateral inquiry qualifiers: Number of trades in repeating group. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. Excess margin amount (deficit if value is negative) TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) Starting consideration less repayments Collateral Assignment Identifier Collateral Assignment Transaction Type Collateral Response Identifier Type of collateral assignment response. Collateral Assignment Reject Reason Collateral Assignment Identifier to which a transaction refers Collateral Report Identifier Collateral Inquiry Identifier Collateral Status Total number of reports returned in response to a request. Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. Identifies type of settlement Accrued Interest Amount applicable to a financing transaction on the End Date. Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. Unique identifier for a User Request. Indicates the action required by a User Request Message New Password or passphrase Indicates the status of a user A text description associated with a user status. Indicates the status of a network connection A text description associated with a network status. Assigned value used to identify a firm. Assigned value used to identify specific elements within a firm. Unique identifier for a network response. Unique identifier for a network resquest. Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Number of CompID entries in a repeating group. Indicates the type of Network Response Message. Number of CollInquiryQualifier entries in a repeating group. Trade Report Status Specifies the affirmation status of the confirmation. Currency in which the strike price of an underlying instrument is denominated Currency in which the strike price of a instrument leg of a multileg instrument is denominated A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. Action proposed for an Underlying Instrument instance. Status of Collateral Inquiry Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Currency in which the StrikePrice is denominated. Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) Number of Nested3PartySubIDs (953) entries PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) Specifies when the contract (i.e. MBS/TBA) will settle. The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date Indicates number of strategy parameters Name of parameter Datatype of the parameter Value of the parameter Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. Unique identifier for the Market Data Report. Identifies a Security List message. Used for derivatives. Denotes the current state of the Instrument. Indicator to determine if instrument is settle on open Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Minimum price increase for a given exchange-traded Instrument Position Limit for a given exchange-traded product. Position Limit in the near-term contract for a given exchange-traded product. Percent of the Strike Price that this underlying represents. Cash amount associated with the underlying component. Used for derivatives that deliver into cash underlying. Indicates order settlement period for the underlying instrument. Date associated to the quantity that is being reported for the position. Unique identifier for the Contrary Intention report Indicates if the contrary intention was received after the exchange imposed cutoff time Originating source of the request. Number of Expiration Qty entries Expiration Quantity type Expiration Quantity associated with the Expiration Type Total number of occurrences of Amount to pay in order to receive the underlying instrument Amount to pay in order to receive the underlying instrument Amount to collect in order to deliver the underlying instrument Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Will allow the intermediary to specify an allocation ID generated by their system. Additional attribute to store the Trade ID of the Leg. Specifies average price rounded to quoted precision. Identifies whether the allocation is to be sub-allocated or allocated to a third party Capacity of customer in the allocation block. The Tier the trade was matched by the clearing system. The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Refer to defintion of UnitOfMeasure(996) Refer to defintion of UnitOfMeasure(996) Same as TimeUnit. Same as TimeUnit. Specifies the method under which a trade quantity was allocated. The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. Used on a multi-sided trade to designate the ReportID Used on a multi-sided trade to convey order routing information Used on a multi-sided trade to convey reason for execution Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). Used to indicate the quantity on one side of a multi-sided trade. Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house Same as TrdRegTimeStampType Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Indicates number of SideTimestamps contained in group Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 Identifies the number of parties identified with an instrument PartyID value within an instrument party repeating group. Same values as PartyID (448) Used to report volume with a trade Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level Used to describe the origin of the market data entry. Indicates the first trade price of the day/session The spot rate for an FX entry Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. Identifies the broker-dealer department that first took the order. Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Codes that apply special information that the broker-dealer needs to report. The status of this execution acknowledgement message. Indicates the underlying position amount to be delivered Maximum notional value for a capped financial instrument Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Used to carry an internal trade entity ID which may or may not be reported to the firm The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary conveys how the collateral should be/has been applied Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Identifies role of dealer; Agent, Principal, RisklessPrincipal Method under which assignment was conducted PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an instrument party repeating group. Same values as PartySubID (523) Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The Currency in which the position Amount is denominated Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Used to identify whether the order initiator is an aggressor or not in the trade. Identifies the number of parties identified with an underlying instrument PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Identifies market data quote type. For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. Time of security's maturity expressed in local time with offset to UTC specified The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Instructs when to refresh DisplayQty (1138). Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" Defines the lower quantity limit to a randomized refresh of DisplayQty. Defines the upper quantity limit to a randomized refresh of DisplayQty. Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). Defines the quantity used to refresh DisplayQty. Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. Defines the type of price protection the customer requires on their order. Defines the lot type assigned to the order. Defines the type of peg. The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) Defines the identity of the security off whose prices the order will peg. Defines the common, 'human understood' representation of the security off whose prices the order will Peg. Security description of the security off whose prices the order will Peg. Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Defines the type of action to take when the trigger hits. The price at which the trigger should hit. Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). Defines the security description of the security whose prices will be tracked by the trigger logic. The type of price that the trigger is compared to. Defines the type of price protection the customer requires on their order. The side from which the trigger price is reached. The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. The Quantity the order should have after the trigger has hit. Defines the trading session at which the order will be activated. Defines the subordinate trading session at which the order will be activated. Defines the type of interest behind a trade (fill or partial fill). Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries PartyID value within a root parties component. Same values as PartyID (448) PartyIDSource value within a root parties component. Same values as PartyIDSource (447) PartyRole value within a root parties component. Same values as PartyRole (452) Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries PartySubID value within a root parties component. Same values as PartySubID (523) Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release Specifies a custom extension to a message being applied at the message level. Enumerated field Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID Specifies a custom extension to a message being applied at the session level. Transact time in the local date-time stamp with a TZ offset to UTC identified The ID source of ExDestination Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType Indicates the system or medium on which the report has been published ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Free format text string related to exchange. Time of security's maturity expressed in local time with offset to UTC specified Time of security's maturity expressed in local time with offset to UTC specified The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. The number of feed types and corresponding book depths associated with a security The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Specific time of event. To be used in combination with EventDate [866] Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Allow sequencing of Legs for a Strategy to be captured Settlement cycle in which the settlement obligation was generated Used to identify the trading currency on the Trade Capture Report Side Used to identify the settlement currency on the Trade Capture Report Side Net flow of Currency 1 Used to group Each Settlement Party Used to identify the reporting mode of the settlement obligation which is either preliminary or final Message identifier for Settlement Obligation Report Unique ID for this settlement instruction. Transaction Type - required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Used to identify whether these delivery instructions are for the buyside or the sellside. Number of settlement obligations Unique identifier for a quote message. Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Specifies the number of canceled quotes Specifies the number of accepted quotes Specifies the number of rejected quotes Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. Specifies the type of respondents requested. Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Number of statistics indicator repeating group entries Type of statistics The number of secondary sizes specifies in this entry Specifies the type of secondary size. A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). Identifies the application with which a message is associated. Used only if application sequencing is in effect. Data sequence number to be used when FIX session is not in effect Beginning range of application sequence numbers Ending range of application sequence numbers The length of the SecurityXML(1185) data block. XML definition for the security. The schema used to validate the contents of SecurityXML(1185). Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required Annualized volatility for option model calculations Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. Interest rate. Usually some form of short term rate. Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Type of exercise of a derivatives security Type of exercise of a derivatives security Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation Specifies the type of valuation method applied. Indicates whether instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price range. Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security Starting price range for specified tick increment Ending price range for the specified tick increment Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded Specifies the type of tick rule which is being described Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSoruce(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition of LowLimitPrice(1148) Refer to definition of HighLimitPrice(1149) Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Ending maturity month year for an option class Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. Refer to ProductComplex(1227) Increment between successive maturities for an option class Minimum lot size allowed based on lot type specified in LotType(1093) Number of execution instructions Number of Lot Type Rules Number of Match Rules Number of maturity rules in MarurityRules component block Number of order types Number of time in force techniques Refer to definition for TradingReferencePrice(1150) Starting maturity month year for an option class Used to indicate if a product or group of product supports the creation of flexible securities Refer to FlexProductEligibilityIndicator(1242) Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. Used when the trading currency can differ from the price currency Refer to definition SecurityXMLLen(1184) Refer to definition of SecurityXML(1185) Refer to definition of SecurityXMLSchema(1186) Refer to definition of NoParties(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) REfer to definition of PartyRole(452) Refer to definition for NoPartySubIDs(802) Refer to definition for PartySubID(523) Refer to definition for PartySubIDType(803) Type of exercise of a derivatives security Identifies the market segment Identifies the market Unit of measure for the Maturity Month Year Increment Format used to generate the MaturityMonthYear for each option Expiration Style for an option class: Describes the how the price limits are expressed Describes the how the price limits are expressed. Indicates execution instructions that are valid for the specified market segment Allows trading rules to be expressed by trading session Number of Market Segments on which a security may trade. Refer to definition of InstrAttribType(871) Refer to definition of InstrAttribValue(872) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Refer to definition of PriceQuoteMethod(1196) Refer to definition of ValuationMethod(1197). Indicates whether instruments are pre-listed only or can also be defined via user request Refer to definition of CapPrice(1199) Refer to definition of FloorPrice(1200) Indicates whether an Option is for a put or call If provided, then Instrument occurrence has explicitly changed Put or call indicator of the leg security. See PutOrCall(201). Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Unique ID of a Market Definition Request message. Market Definition message identifier. Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Description or name of Market Segment Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. Reference to a parent Market Segment. See MarketSegmentID(1300) Trading Session description Specifies the action taken for the specified trading sessions. Identifies the reason for rejection. This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSource(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition for SecurityType(167) Refer to definition for SecuritySubType(762) Refer to definition for MaturityMonthYear(200) Refer to definition for PutOrCall(201) Refer to definition for StrikePrice(202) Refer to definition for SecurityExchange(207) Number of Underlyings, Identifies the Underlying of the Leg Refer to definition for CFICode(461) Date of maturity. Time of security's maturity expressed in local time with offset to UTC specified Refer to definition of OptAttribute(206) Refer to definition of SecurityDesc(107) Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. Length of the EncryptedPassword(1402) field Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) Length of the EncryptedNewPassword(1404) field Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) The extension pack number associated with an application message. The extension pack number associated with an application message. Number of Usernames to which this this response is directed Identifies settlement currency for the leg level allocation. Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, Price of Fill. Refer to LastPx(31). Quantity of Fill. Refer to LastQty(32). The AllocID(70) of an individual leg of a multileg order. Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) Number of not affected orders in the repeating group of order ids. OrderID(37) of an order not affected by a mass cancel or mass action request. ClOrdID(11) of an order not affected by a mass cancel or mass action request. Specifies the type of action requested Specifies scope of Order Mass Action Request. Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Reason Order Mass Action Request was rejected Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) Specifies the volatility of an instrument leg. The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. Refer to definition for DividendYield(1380). Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 Refer to ExecInst(18) Same values as ExecInst(18) Defines the type of contingency. Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Number of trade reporting indicators Identifies the type of party for trade reporting. Same values as PartyRole(452). Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Unique identifier for request Type of Application Message Request being made. Used to indicate the type of acknowledgement being sent. Total number of messages included in transmission. Application sequence number of last message in transmission Specifies number of application id occurrences Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request Identifier for the Applicaton Message Request Ack Used to return an error code or text associated with a response to an Application Request. Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component Identifier for the Application Sequence Reset Application sequence number of last message in transmission. Used to specify a new application sequence number. Type of report Refer to definition of PartySubIDType(803) Refer to definition of PartySubID(523) Refer to definition of NoPartySubIDs(802) Refer to definition of NoPartyIDs(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) Refer to definition of PartyRole(452) Fill quantity for the leg instrument When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). Time unit in which the OrderDelay(1428) is expressed Identifies the type of venue where a trade was executed The reason for updating the RefOrdID The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) Type of pricing model used Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Number of rate sources being specified. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). See RestructuringType(1449) See Seniority(1450) See NotionalPercentageOutstanding(1451) See OriginalNotionalPercentageOutstanding(1452) Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. See AttachmentPoint(1457). See DetachmentPoint(1458). Identifies the number of target parties identified in a mass action. PartyID value within an target party repeating group. PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) PartyRole value within an target party repeating group. Same values as PartyRole (452) Specifies an identifier for a Security List Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. Specifies a description or name of a Security List. Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. Specifies a type of Security List. Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Unique identifier for a News message Category of news mesage. The national language in which the news item is provided. Number of News reference items Reference to another News message identified by NewsID(1474). Type of reference to another News(35=B) message item. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Indicates the type of payout that will result from an in-the-money option. Number of complex event occurrences. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of complex event date occurrences for a given complex event. Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. Unique identifier for the stream assignment request provided by the requester. Type of stream assignment request. Number of assignment requests. The identifier or name of the price stream. Unique identifier of the stream assignment report provided by the respondent. Reason code for stream assignment request reject. Type of acknowledgement. The type of assignment being affected in the Stream Assignment Report. See TransactTime(60) Yield Type, using same values as YieldType (235) Yield Percentage, using same values as Yield (236) Number of Instructions in the <MatchingInstructions> repeating group. Matching Instruction for the order. Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. Value of MatchAttribTagID(1626) on which to apply the matching instruction. Identifies the market to which the matching instruction applies. Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). The number of limit amount entries. Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. Unique identifier of the MarginRequirementInquiry. Number of margin requirement inquiry qualifiers. Qualifier for MarginRequirementInquiry to identify a specific report. Type of MarginRequirementReport. Identifier for group of instruments with similar risk profile. Status of MarginRequirementInquiry. Result returned in response to MarginRequirementInquiry. Identifier for the MarginRequirementReport message. Number of margin requirement amounts. Type of margin requirement amount being specified. Amount of margin requirement. Currency of the MarginAmt(1645). Number of related instruments The type of instrument relationship Ticker symbol of the related security. Common "human understood" representation of the security. Related security identifier value of RelatedSecurityIDSource(1651) type. Identifies class or source of the RelatedSecurityID (1650) value. Security type of the related instrument. Expiration date for the related instrument contract. Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). Indicates market maker participation in security. Unique identifier for PartyDetailsListRequest. Number of requested party roles. Identifies the type or role of party that has been requested. Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. Result of a request as identified by the appropriate request ID field Total number of PartyListGrp returned. Number of party relationships. Used to specify the type of the party relationship. Number of party alternative identifiers. An alternate party identifier for the party specified in PartyDetailID(1691) Identifies the source of the PartyDetailAltID(1517) value. Number of party detail alternate sub-identifiers. Sub-identifier for the party specified in PartyDetailAltID(1517). Type of PartyDetailAltSubID(1520) value. Number of risk limits with associated warning levels. Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Specifies the risk limit amount. Used to specify the currency of the risk limit amount. The area to which risk limit is applicable. This can be a trading platform or an offering. Number of risk instrument scopes. Operator to perform on the instrument(s) specified Used to limit instrument scope to specified symbol. See Symbol(55) field for description. Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for description. Used to limit instrument scope to specified instrument product category. See Product (460) field for description. Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. Used to limit instrument scope to specified security type. See SecurityType(167) field for description). Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. Number of risk warning levels. Percent of risk limit at which a warning is issued. Name or error message associated with the risk warning level. Number of related party detail identifiers. Party identifier for the party related to the party specified in PartyDetailID(1691). Identifies the source of the RelatedPartyDetailID(1563). Identifies the type or role of the RelatedPartyDetailID(1563) specified. Number of related party detail sub-identifiers. Sub-identifier for the party specified in RelatedPartyID(1563). Type of RelatedPartyDetailSubID(1567) value. Number of related party detail alternate identifiers. An alternate party identifier for the party specified in RelatedPartyID(1563). Identifies the source of the RelatedPartyDetailAltID(1570) value. Number of related party detail alternate sub-identifiers. Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). Type of RelatedPartyDetailAltSubID(1573) value. Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. Number of instrument scopes. Number of requesting party identifiers. Party identifier for the requesting party. Identifies the source of the RequestingPartyID(1658) value. Identifies the type or role of the RequestingPartyID(1658) specified. Number of requesting party sub-identifiers. Sub-identifier for the party specified in RequestingPartyID(1658). Type of RequestingPartySubID(1662) value. Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. Unique identifier for the PartyRiskLimitsRequest Identifier for the PartyRiskLimitsReport Number of risk limit types requested. Number of risk limits for different instrument scopes. Unique reference identifier for a specific risk limit defined for the specified party. Number of party details. Indicates the status of the party identified with PartyDetailID(1691). Qualifies the value of PartyRole(452) Qualifies the value of RelatedPartyRole(1565) Number of party updates. Number of party risk limits. Party identifier within Parties Reference Data messages. Source of the identifier of the PartyDetailID(1691) specified. Identifies the type or role of PartyDetailID(1691) specified. Number of party detail sub-identifiers. Sub-identifier for the party specified in PartyDetailID(1691). Type of PartyDetailSubID(1695) value. Identifies the trading status applicable to a group of instruments. Identifies an event related to the mass trading status. Denotes the reason for the Opening Delay or Trading halt of a group of securities. Identifies the trading status applicable to the instrument in the market data message. Describes a sub-class for a given class of service defined by MDFeedType (1022) Denotes the reason for the Opening Delay or Trading Halt. Used to represent the trade ID for each side of the trade assigned by an intermediary. Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType (tag 442) will be set to 2 (Individual leg of a multi-leg security) in this case. Used to indicate the status of the trade submission (not the trade report) Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Number of Security Classifications. Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Specifies the product classification value which further details the manner in which the instrument participates in the class. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Number of TrdInstrmtLegPosAmt values. Leg position amount. Type of leg position amount. Leg position currency. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. Used to calculate the present value of an amount to be paid in the future. Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn�t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. Risk adjusted price used to calculate variation margin on a position. Alternate clearing price Alternate clearing price for the side being reported. Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Price Differential between the front and back leg of a spread or complex instrument. Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. Identifies the reason a security definition request is being rejected. Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. Indicates whether a message was queued as a result of throttling. Indicates number of repeating groups to follow. Action to take should throttle limit be exceeded. Type of throttle. Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. Value of the time interval in which the rate throttle is applied. Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). Number of ThrottleMsgType fields. The MsgType (35) of the FIX message being referenced. Describes action recipient should take if a throttle limit were exceeded. Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Unique identifier for the AccountSummaryReport(35=CQ). Number of settlement amount entries. The amount of settlement. The currency of the reported settlement amount. Number of collateral amount entries. Currency denomination of value in CurrentCollateralAmount (1704). If not specified, default to currency specified in SettlementAmountCurrency(1702). Currency of the collateral; optional, defaults to the Settlement Currency if not specified. Type of collateral on deposit being reported. Number of pay collect entries. Amount to be paid by the clearinghouse to the clearing firm. Amount to be collected by the clearinghouse from the clearing firm. Category describing the reason for funds paid to, or the funds collected from the clearing firm. Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). Market segment associated with the pay collect amount. Market associated with the pay collect amount. Market segment associated with the margin amount. Market associated with the margin amount Firm assigned group allocation entity identifier. Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. An indicator to override the normal procedure to roll up allocations for the same take-up firm. Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Identifies the status of a reversal transaction. Type of reference obligation for credit derivatives contracts. Method used for negotiation of contract price. Type of price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts reported for a deal (trade). Indicates whether a restriction applies to short selling a security. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy The market data entry identifier of the bid side of a quote The market data entry identifier of the offer side of a quote. Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. Specifies the total bid size. Specifies the total offer size. Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. Type of risk limit information. Result of risk limit definition request. Status of risk limit definition request. Status of risk limit definition for one party. Result of risk limit definition for one party. Percentage of utilization of a party's set risk limit. Absolute amount of utilization of a party's set risk limit. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Amount at which a warning is issued. Action to take should warning level be exceeded. Unique identifier for PartyEntitlementsRequest(35=CU). Identifier for the PartyEntitlementsReport(35=CV). Number of party entitlement values. Number of entitlement values. Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. Type of entitlement. Unique identifier for a specific NoEntitlements(1773) repeating group instance. Number of entitlement attributes. Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Datatype of the entitlement attribute. Value of the entitlement attribute. Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. Indicates the starting date of the entitlement. Indicates the ending date of the entitlement. The area to which the entitlement is applicable. This can be a trading platform or an offering. Indicates how control of trading session and subsession transitions are performed. Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Spread table code referred by the security or symbol. Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). Number of market segments upon which a mass action is to be taken. Market segment within a target market segment repeating group. Number of market segments affected by a mass action. Market segment within an affected market repeating segment group. Number of market segments left unaffected by a mass action. Market segment within an unaffected market repeating segment group. Number of order events. The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. Action that caused the event to occur. Price associated with the event. Quantity associated with the event. Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). Additional information about the event. Type of auction order. Percentage of matched quantity to be allocated to the submitter of the response to an auction order. Instruction related to system generated auctions, e.g. flash order auctions. Used to reference an order via ClOrdID(11). Indicates whether an order is locked and for what reason. Locked order quantity. Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. Instruction to define conditions under which to release a locked order or parts of it. Quantity to be made available, i.e. released from a lock. Number of disclosure instructions. Information subject to disclosure. Instruction to disclose information or to use default value of the receiver. Designates the capacity in which the order is submitted for trading by the market participant. Designates the account type to be used for the order when submitted to clearing. Designates the capacity in which the order will be submitted to clearing. Qualifies the value of TargetPartyRole (1464). Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Indicates how the minimum quantity should be applied when executing the order. Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. OrigClOrdID(41) of an order affected by a mass cancel or mass action request. SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. Number of legs in the side of a cross order. Time unit multiplier for the event. Time unit associated with the event. When LastQty is an estimated value, e.g. for a Repo �circled� trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. An identifier representing the department or desk within the firm that originated the order. An identifier representing the department or desk within the firm that received the order. The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. Settlement price increment for stated price range. Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. Indicates whether the trade or position being reported was cleared through a clearing organization. Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Used to describe the ownership of the position. Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. Indicates the unit of measure of the position quantity when not expressed in contracts. Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. Number of trade price conditions. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Number of trade quantities. Indicates the type of trade quantity in TradeQty(1843). Trade quantity. Number of trade allocation amount entries. Type of the amount associated with a trade allocation. The amount associated with a trade allocation. Currency denomination of the trade allocation amount. Instruction on how to add a trade to an allocation group when it is being given-up. Indicates the trade is a result of an offset or onset. Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. Calculated average price for this side of the trade. Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). Number of related trades. Identifier of a related trade. Describes the source of the identifier that RelatedTradeID(1856) represents. Date of a related trade. Market of execution of related trade. Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. Number of related positions. Identifier of a related position. Describes the source of the identifier that RelatedPositionID(1862) represents. Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Unique identifier for the ask side of the quote assigned by the quote issuer. Number of value check entries. Type of value to be checked. Action to be taken for the ValueCheckType(1869). The length of the LegSecurityXML(1872) data block. XML definition for the leg security. The schema used to validate the contents of LegSecurityXML(1872). The length of the UnderlyingSecurityXML(1875) data block. XML definition for the underlying security. The schema used to validate the contents of UnderlyingSecurityXML(1875). Result party detail definition request. Status of party details definition request. Status of party detail definition for one party. Result of party detail definition for one party. Result of risk limit definition request. Status of party entitlements definition request. Status of entitlement definition for one party. Result of entitlement definition for one party. Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. Used to express the unit of measure of the settlement price if different from the contract. Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. Number of instrument match sides. Number of trade match sides. Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. Number of instrument leg executions. The ExecID(17) value corresponding to a trade leg. The TradeID(1003) value corresponding to a trade leg. The TradeReportID(571) value corresponding to a trade leg. Used to indicate the status of the trade match report submission. Reason the trade match report submission was rejected. Identifies the market segment of the side. Identifies the type of venue where the trade was executed for the side. Used to reference the value from SideExecID(1427). Used to reference the value from LegExecID(1893). Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). Time unit in which the ExposureDuration(1629) is expressed. The best quoted price received among those not traded. Number of clearing account type entries. Number of price movement entries. Number of price movement value entries. Value at specific price movement point. Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. Describes the format of the PriceMovementValue(1921). Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Number of regulatory IDs in the repeating group. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. Specifies the party's or parties' intention to clear the trade. Specifies the eligibility of this trade for clearing and central counterparty processing. Indicates that the trade being reported occurred in the past and is still in effect or active. Specifies how a trade was confirmed. An indication that the trade is flagged for mandatory clearing. An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). An indication that the price is off-market. Indication of how a trade was verified. Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Type of regulatory report. Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). Specifies how the trade is collateralized. Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. The broad asset category for assessing risk exposure. The subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. The version of the master agreement The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. The date that an annex to the master confirmation was executed between the parties. Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Indication that a block trade will be allocated. Number of events in the repeating group. Code to represent the type of event. The date of the event. The time of the event. To be used in combination with UnderlyingEventDate(1983). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. Specifies the coupon type of the underlying bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). Identifies the source scheme of the UnderlyingObligationID(1994). Specifies the equity in which a convertible bond can be converted. Identifies the source of the UnderlyingEquityID(1996). Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. The series identifier of a credit default swap index. The version identifier of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap index series annex. Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicator to determine if Instrument is Settle on Open. Method under which assignment was conducted Gives the current state of the instrument Type of reference obligation for credit derivatives contracts. The broad asset category for assessing risk exposure. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation. Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. Used to indicate if a product or group of product supports the creation of flexible securities. Position limit for the instrument. Position Limit in the near-term contract for a given exchange-traded product. Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. If different from IssueDate() If different from IssueDate and DatedDate Indicates whether a restriction applies to short selling a security. Spread table code referred by the security or symbol. Number of complex events in the repeating group. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of underlying complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). Number of events in the repeating group Code to represent the type of event. The date of the event. Specific time of event. To be used in combination with LegEventDate(2061). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. Free form text to specify additional information or enumeration description when a standard value does not apply. The broad asset category for assessing risk exposure. The general subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Swap type. Free form text to specify comments related to the event. Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of elements in the repeating group. Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date The time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of financing definitions in the repeating group. Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of contractual matrices in the repeating group. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of financing terms supplements in the repeating group. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. The publication date of the applicable version of the contractual supplement. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of the rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option�s exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. Free form text to specify additional information or enumeration description when a standard value does not apply. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). Specifies the type of date (e.g. adjusted for holidays). Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies class or source of the ProvisionPartyID(40175) value. Identifies the type or role of ProvisionPartyID(40175) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for ProvisionPartyID(40175). The type of ProvisionPartySubID(40179). Number of protection terms in the repeating group. The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of entries in the repeating group. Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of additional settlement or bullet payments. Type of payment. The side of the party paying the payment. The side of the party receiving the payment. Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. The total payment amount. The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. The unadjusted payment date. The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted payment date. The value representing the discount factor used to calculate the present value of the cash flow. The amount representing the present value of the forecast payment. Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. Payment settlement style. Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). Number of additional settlements or bullet payments. The payment settlement amount. Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. Number of parties identified in the additional settlement or bullet payment. The payment settlement party identifier. Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). Qualifies the value of PaymentSettlPartyRole(40236). Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). The type of PaymentSettlPartySubID(40239) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of dealers in the repeating group. Number of business centers in the repeating group. Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts. Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the LegPaymentStreamDiscountRate(40286). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the payment stream's floating rate index curve period. Time unit multiplier for the payment stream's floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the inflation index level from multiple points. The most common is linear method. The inflation index reference source. The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the source of rate information. Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Number of swap schedules in the repeating group Specifies the type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step schedule, or amount of a cashflow payment. The currency for this step schedule. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fxing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the stub floating rate index. Time unit multiplier for the floating rate index. Time unit associated with the floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source for the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the leg provision's tenor period. Time unit associated with the leg provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Free form text to specify additional information or enumeration description when a standard value does not apply. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. The first date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies the class or source of LegProvisionPartyID(40534). Identifies the type or role of LegProvisionPartyID(40534) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). The type of LegProvisionPartySubID(40538) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted termination date. The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). Compounding Method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream's floating rate index. The source of the payment stream floating rate index. Time unit associated with the underlying instrument�s floating rate index. Time unit multiplier for the underlying instrument�s floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies a short or long spread value. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the underlying payment stub floating rate index. Time unit multiplier for the underlying payment stub floating rate index. Time unit associated with the underlying payment stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Identifies the type of payment stream associated with the swap. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the PaymentStreamDiscountRate(40745). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit multiplier for the relative initial fixing date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of resets. Time unit associated with the frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the floating rate index. Time unit multiplier for the floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cash flow payment. The side of the party paying the step schedule. The side of the party receiving the stepf schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of swap schedule rate sources. Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source of the stub floating rate index. Time unit multiplier for the stub floating rate index. Time unit associated with the stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the payment stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. The unadjusted effective date. The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Specifies the type of price for PaymentPrice(40218). Specifies the day type of the relative payment date offset. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of event news sources in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. Identifies the reference "page" from the quote source. Identifies the reference "page" from the quote source. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. The date of the previous clearing business day. The valuation date of the trade. The valuation time of the trade. Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). Specifies whether or not CollateralFXRate(2090) should be multipled or divided. Market segment associated with the collateral amount. Market associated with the collateral amount. Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. Corresponds to the value in StreamDesc(40051) in the StreamGrp component. Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). Specifies whether or not PositionFXRate(2097) should be multipled or divided. Market segment associated with the position amount. Market associated with the position amount. Indicates if the position has been terminated. Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. Specifies the identifier of the reporting entity as assigned by regulatory agency. The number of attached files. Specifies the file name of the attachment. The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet Used to specify an external URL where the attachment can be obtained. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Unencoded content length in bytes. Can be used to validate successful unencoding. Byte length of encoded the EncodedAttachment(2112) field. The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. The number of attachment keywords. Can be used to provide data or keyword tagging of the content of the attachment. Specifies the negotiation method to be used. The time of the next auction. The number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the asset attribute. Limit or lower acceptable value of the attribute. The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. The commission rate unit of measure. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. The number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). The number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. The number of periods in the repeating group. Specifies the period type. The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. The number of business centers in the repeating group. The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted complex event date. The local market fixing time. The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. The subclassification or subtype of swap. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Indicator to determine if the instrument is to settle on open. Specifies the method under which assignment was conducted. Used for derivatives. Denotes the current state of the InstrumentLeg. A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. Type of reference obligation for credit derivatives contracts. The subclassification or subtype of swap. The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Specifies the method for price quotation. Specifies the type of valuation method applied. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Indicates whether instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. Used to indicate if a product or group of product supports the creation of flexible securities. Position Limit for a given exchange-traded product. Position limit in the near-term contract for a given exchange-traded product. The program under which a commercial paper is issued. The registration type of a commercial paper issuance. Indicates whether a restriction applies to short selling a security. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. The fee amount due if different from MiscFeeAmt(137). A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the day type of the relative earliest option exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. Last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also OptionExerciseEarliestTime(41134). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. An adjusted or unadjusted fixed option exercise expiration date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Forward start premium type. Number of fixing days in the repeating group. The day of the week on which fixing will take place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this PaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction �Fixed�. If 'N' it is taken on each Pricing Date �Floating�. Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Specifies the fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Secondary time unit associated with the payment stream's floating rate index curve. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Species the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadjusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. The adjusted pricing or fixing date. Specifies the local market time of the pricing or fixing. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Data source identifier. Type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in StreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodities settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this Stream for cross referencing elsewhere in the message. Cross reference to another Stream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery stream quantity unit of measure (UOM). Total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of mandatory clearing jurisdictions. Identifier of the regulatory jurisdiction requiring the trade to be cleared. The positive or negative change in quantity when this report is a trade correction or continuation. Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. Specifies the bond's payment priority in the event of a default. Specifies the coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. A named string value referenced by UnderlyingSettlTermXIDRef(41315). The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). Number of entries in the date-time repeating group. Averaging date for an Asian option. Trigger date for a Barrier or Knock option. Averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of complex events in the repeating group. Identifies the type of complex event. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of commodity sources in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. Number of parties in the repeating group. Used to identify party id related to instrument. Used to identify source of instrument party id. Used to identify the role of instrument party id. Number of parties sub-IDs in the repeating group. PartySubID value within an instrument party repeating group. Type of LegInstrumentPartySubID (2259) value. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also LegOptionExerciseEarliestTime(41509). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. The fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream's floating rate index curve. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place.. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of entries in the repeating group. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of protection terms in the repeating group. A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Specifies the day type for protection term events. Rate source for events that specify a rate source, e.g. floating rate interest shortfall. Number of qualifiers in the repeating group. Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Specifies the data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in LegStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. The settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this LegStream for cross referencing elsewhere in the message. Cross reference to another LegStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). Number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. The time when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the currency pairing for the quote. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the title transfer condition. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. The limit or lower acceptable value of the attribute. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). The subclassification or subtype of swap. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of underlying security. Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream�s floating rate index curve. Secondary time unit multiplier for the payment stream�s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. An adjusted or unadjusted fixed pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of commodity data sources in the repeating group. Data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this UnderlyingStream for cross referencing elsewhere in the message. Cross reference to another UnderlyingStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Total amount traded for this account (i.e. quantity * price) expressed in units of currency. Status of risk limit report. The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. The unique and static identifier, at the business entity level, of a risk limit check request. Specifies the transaction type of the risk limit check request. Specifies the type of limit check message. Specifies the message reference identifier of the risk limit check request message. Specifies the type of limit amount check being requested. Specifies the amount being requested for approval. Indicates the status of the risk limit check request. Result of the credit limit check request. The credit/risk limit amount approved. The unique identifier of the PartyActionRequest(35=DH) message. Specifies the type of action to take or was taken for a given party. Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Specifies the reason the PartyActionRequest(35=DH) was rejected. The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. Qualifies the value of RequestingPartyRole(1660). Specifies the type of credit limit check model workflow to apply for the specified party Indicates the status of the risk limit check performed on a trade. Indicates the status of the risk limit check performed on the side of a trade. Number of entitlement types in the repeating group. Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Specifies the regulatory mandate or rule that the transaction complies with. Identifier of the collateral portfolio when reporting on a portfolio basis. Identifies the class or source of DeliveryStreamDeliveryPoint(41062). Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates action that triggered the Position Report. FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). The type of identification taxonomy used to identify the security. Used to further qualify the value of PartyRole(452). Used to further qualify the value of DerivativeInstrumentPartyRole(1295). Used to further qualify the value of InstrumentPartyRole(1051). Used to further qualify the value of LegInstrumentPartyRole(2257). Used to further qualify the value of LegProvisionPartyRole(40536). Used to further qualify the value of Nested2PartyRole(759). Used to further qualify the value of Nested3PartyRole(951). Used to further qualify the value of Nested4PartyRole(1417). Used to further qualify the value of NestedPartyRole(538). Used to further qualify the value of ProvisionPartyRole(40177). Used to further qualify the value of RequestedPartyRole(1509). Used to further qualify the value of RootPartyRole(1119). Used to further qualify the value of SettlPartyRole(784). Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Subtype of an entitlement specified in EntitlementType(1775). Quote model type Free text for compliance information required for regulatory reporting. Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. FX spot rate. FX forward points added to spot rate. May be a negative value. FX spot rate. FX forward points added to spot rate. May be a negative value. Identifies the page heading from the rate source. The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. Identifies class or source of the RelatedToSecurityID(2413) value. StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. An identifier created by the trading party for the life cycle event associated with this report. FX spot rate. FX forward points added to spot rate. May be a negative value. Applicable value for LegMarketDisruptionEvent(41468). Applicable value for LegMarketDisruptionFallbackType(41470). Applicable value for MarketDisruptionEvent(41093). Applicable value for MarketDisruptionFallbackType(41095). Used to further clarify the value of PaymentType(40213). Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). Applicable value for UnderlyingMarketDisruptionEvent(41865). Applicable value for UnderlyingMarketDisruptionFallbackType(41867). Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Name referenced from UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Currency of physical settlement. Uses ISO 4217 currency codes. A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of protection terms in the repeating group. The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of event news sources in the repeating group. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. Last date in range when a settlement date range is provided. Number of UnderlyingProvision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). Specifies the type of date (e.g. adjusted for holidays). Identifies the source of quote information. Identifies the reference "page" from the quote source. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of UnderlyingProvision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). Number of provisions in the repeating group. Type of provision. The unadjusted date of the provision. The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision's exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Free form text to specify additional information or enumeration description when a standard value does not apply. Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. Number of parties identified in the contract provision. The party identifier for the payment settlement party. Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. Used to further qualify the value of UnderlyingProvisionPartyRole(42176). Number of sub-party IDs to be reported for the party. Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). The type of UnderlyingProvisionPartySubID(42178). Number of business centers in the repeating group. The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. Unique message identifier for an order request as assigned by the submitter of the request. Unique message identifier for a mass order request as assigned by the submitter of the orders. Unique message identifier for a mass order request as assigned by the receiver of the orders. Status of mass order request. Request result of mass order request. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Number of order entries. Specifies the action to be taken for the given order. Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. The initiating event when an ExecutionReport(35=8) is sent. Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. Number of target party sub IDs in the repeating group. Party sub-identifier value within a target party repeating group. Type of TargetPartySubID(2434) value. Unique identifier for the transfer instruction assigned by the submitter. The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. Unique identifier for the transfer report message. Indicates the type of transfer transaction. Indicates the type of transfer request. Indicates the type of transfer. Status of the transfer. Reason the transfer instruction was rejected. Indicates the type of transfer report. Timestamp of aggressive order or quote resulting in match event. Side of aggressive order or quote resulting in match event. Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. Indicate whether linkage handling is in effect for an instrument or not. Number of buy orders involved in a trade. Number of sell orders involved in a trade. Calculation method used to determine settlement price. Message identifier for a statistics request. Message identifier for a statistics report. The short name or acronym for a set of statistic parameters. Can be used to provide an optional textual description for a statistic. Type of statistic value. Entities used as basis for the statistics. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Scope details of the statistics to reduce the number of events being used as basis for the statistics. Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). Time unit for MDStatisticFrequencyPeriod(2460). Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. Time unit for MDStatisticDelayPeriod(2462). Type of interval over which statistic is calculated. Time unit for MDStatisticIntervalType(2464). Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. Time unit for MDStatisticIntervalPeriod(2466). First day of range for which statistical data is collected. Last day of range for which statistical data is collected. Start time of the time range for which statistical data is collected. End time of the time range for which statistical data is collected. Ratios between various entities. Result returned in response to MarketDataStatisticsRequest (35=DO). Number of market data statistics. Unique identifier for a statistic. Time of calculation of a statistic. Status for a statistic to indicate its availability. Statistical value. Type of statistical value. Unit of time for statistical value. Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. Indicates the status of the risk limit check performed on a trade for this allocation instance. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of financing definitions in the repeating group. Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of contractual matrices in the repeating group. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. The version of the master agreement. Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identifies type of settlement. A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. The date that an annexation to the master confirmation was executed between the parties. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. Type of financing termination. Specifies the publication date of the applicable version of the contractual supplement. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. Number of financing terms supplements in the repeating group. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The unique transaction entity identifier assigned by the firm. The unique transaction entity identifier. The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". Reject reason code for rejecting the collateral report. The status of the collateral report. Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. Ordinal number of the trade within a series of related trades. Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. An encoded collateral request processing instruction to the receiver. A unique identifier to link together a set or group of requests. Ordinal number of the request within a set or group of requests. Total number of request messages within a set or group of requests. Communicates the underlying condition when the request response indicates "warning". Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. Number of relative value metrics entries in the repeating group. Indicates the type of relative value measurement being specified. The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. Specifies the side of the relative value. Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Clearing settlement price. Technical event within market data feed. Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. Total number of reports related to market segments. Total number of reports related to instruments. Total number of reports related to party detail information. Total number of reports related to party entitlement information. Total number of reports related to party risk limit information. Status of market segment. Used to classify the type of market segment. Used to further categorize market segments within a MarketSegmentType(2543). Number of related market segments. Identifies a related market segment. Type of relationship between two or more market segments. Number of auction order types. Identifies an entire suite of products for which the auction order type rule applies. Number of rules related to price ranges. Lower boundary for price range. Upper boundary for price range. Maximum range expressed as absolute value. Maximum range expressed as percentage. Identifies an entire suite of products in the context of trading rules related to price ranges. Identifier for a price range rule. The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. Number of rules related to quote sizes. Indicates whether single sided quotes are allowed. Number of eligibility indicators for the creation of flexible securities. Identifies an entire suite of products which are eligible for the creation of flexible securities. Represents the total number of multileg securities or user defined securities that make up the security. Specifies the time interval used for netting market data in a price depth feed. The time unit associated with the time interval of the netting of market data in a price depth feed. Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. Primary service location identifier. Secondary or alternate service location identifier. Identifies an entire suite of products for which the matching rule applies. Specifies the kind of priority given to customers. Identifies an entire suite of products for which the price tick rule applies. Previous day's adjusted open interest. Previous day's unadjusted open interest. Indicates if a given option instrument permits low exercise prices (LEPO). Indicates if a given instrument is eligible for block trading. Specifies the number of decimal places for instrument prices. Specifies the number of decimal places for exercise price. Original exercise price, e.g. after corporate action requiring changes. Specifies a suitable settlement sub-method for a given settlement method. Number of parameter sets for clearing prices. Relative identification of a business day. Constant value required for the calculation of the clearing price, e.g. for variance futures. Constant value required for the calculation of the clearing quantity, e.g. for variance futures. Number of trading business days in a year. Number of trading business days over the lifetime of an instrument. Number of actual trading business days of an instrument. Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. Closing price of the underlying required to calculate the RealizedVariance(2587). Overnight interest rate. The economic cost of the variation margin from one trading day to the next. Specifies how the calculation will be made. Specifies the number of miscellaneous fee sub-types. Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. The amount of the specified MiscFeeSubType(2634). Can be used to provide an optional textual description of the fee sub-type. Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. The type of value in CurrentCollateralAmount(1704). Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in CommissionAmount(2640). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in AllocCommissionAmount(2654). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. Indicates that the party has taken a position on both a put and a call on the same underlying asset. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in DividendFloatingRateIndex(42218). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the DividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the DividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in the DividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the LegDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. The number of entries in the LegDividendPeriodBusinessCentersGrp component. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. Number of dates in the repeating group. The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). Specifies the type of payment compounding date (e.g. adjusted for holidays). The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the LegPaymentStreamFormulaImage(42452) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. Number of fixing dates in the repeating group. The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). Specifies the type of fixing date (e.g. adjusted for holidays). The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). Specifies the type of return rate valuation date (e.g. adjusted for holidays). The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the LegStreamVersion(42583). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the PaymentStreamFormulaImage(42563) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the StreamVersion(42784). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the repeating group. Specifies the date that the dividend or coupon payment is due. The amount of the dividend or coupon payment. Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. Accrued interest on the dividend or coupon payment. Specifies the actual dividend payout ratio associated with the equity or bond underlier. Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. Number of entries in the UnderlyingDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Notional value for the equity or bond underlier. Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. Specifies the conditions that govern the adjustment to the number of units of the return swap. Cross reference to another notional amount for duplicating its properties. In the case of an index underlier specifies the unique identifier for the referenced futures contract. Identifies the source of the UnderlyingFutureID(2620). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The limit of average percentage of individual securities traded in a day or a number of days. Specifies the limitation period for average daily trading volume in number of days. Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. Side value of the party electing the settlement method. The date through which the option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Specifies the initial rate spread for a basket underlier. Number of entries in the repeating group. The date that the rate spread step takes affect. The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the UnderlyingStreamVersion(43083). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. The status of risk limits for a party. A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Number of regulatory publication rules in repeating group. Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. An order originator that intends to make a profit or mitigate risk No orders or quotes may be entered. Authorities resume a market after a halt. Order matching is suspended due to unexpected conditions or by a circuit-breaker rule. Continuous trading Quotes and orders can be entered, changed or deleted, but orders are not matched. Closing auction Phases of the market as a state machine in.OrdType in {^Stop, ^StopLimit} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} Repeating group of security status by SecurityID Matches orders entered by buy-side participants The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed. This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. What the discretionary price is related to (e.g. primary price, display price etc) Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType Describes whether discretion price is static/fixed or floats Type of Discretion Offset (e.g. price offset, tick offset etc) Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) The scope of "related to" price of the discretion (e.g. local, global etc) The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal A common reference to the applicable standing agreement between the principals A reference to the date the underlying agreement was executed. Currency of the underlying agreement. Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. For Repos the timing or method for terminating the agreement. Settlement date of the beginning of the deal Repayment / repurchase date Delivery or custody arrangement for the underlying securities Percentage of cash value that underlying security collateral must meet. Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan � Amended 1998, for example. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date interest is to be paid. Used in identifying Corporate Bond issues. Conditionally required when MthToDefault(1943) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] 0 Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Method for price quotation Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Used to indicate if a product or group of product supports the creation of flexible securities Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) For Fixed Income. Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing the instrument. Identifies MBS / ABS pool Must be present for MBS/TBA The program under which a commercial paper is issued The registration type of a commercial paper issuance Number of repeating EventType group entries. If different from IssueDate If different from IssueDate and DatedDate Used to identify the parties related to a specific instrument. Spread table code referred by the security or symbol. The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. Identifies the form of delivery. Percent at risk due to lowest possible call. Number of repeating InstrAttrib group entries. The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. Conditionally required when LegMthToDefault(2158) is specified. Conditionally required when LegCouponFreqUnit(2164) is specified. Conditionally required when LegCouponFreqPeriod(2163) is specified. Conditionally required when LegConvertibleBondEquityID(2166) is specified. Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). Embedded XML document describing the leg instrument. Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Identifies MBS / ABS pool Used to express option right LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). For CIV - required For CIV - Optional For CIV - Optional The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType Defines the type of peg. Describes whether peg is static/fixed or floats Type of Peg Offset (e.g. price offset, tick offset etc) Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) The scope of the "related to" price of the peg (e.g. local, global etc) Required if PegSecurityID is specified. Requires PegSecurityIDSource if specified. The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. Required if AllocSettlInstType = 1 or 2 Required if AllocSettlInstType = 3 (should not be populated otherwise) Required if AllocSettlInstType = 3 (should not be populated otherwise) Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties For Fixed Income Must be present if BenchmarkPrice is used. The identifier of the benchmark security, e.g. Treasury against Corporate bond. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. Embedded XML document describing the underlying instrument. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. Specific to the <UnderlyingInstrument> (not in <Instrument>) Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). Used to express option right Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. Conditionally required when UnderlyingObligationID(1994) is specified. Conditionally required when UnderlyingEquityID(1996) is specified. Required if UnderlyingFutureID(2620) is specified. Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingMthToDefault(2018) is specified. Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. The YieldData component block conveys yield information for a given Fixed Income security. FIXT.1.1 (Always unencrypted, must be first field in message) (Always unencrypted, must be second field in message) (Always unencrypted, must be third field in message) Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. Used to support bilaterally agreed custom functionality (Always unencrypted) (Always unencrypted) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Required to identify length of encrypted section of message. (Always unencrypted) Required when message body is encrypted. Always immediately follows SecureDataLen field. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. The standard FIX message header Required when trailer contains signature. Note: Not to be included within SecureData field Note: Not to be included within SecureData field (Always unencrypted, always last field in message) The standard FIX message trailer Only to be used in the ExecutionReport Required when DisplayMethod = 3 Required when DisplayMethod = 3 Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 Required when DisplayMethod = 2 The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. Required if any other Triggering tags are specified. Conditionally required when TriggerAction(1101)=3 (Cancel). Only relevant and required for TriggerAction = 1 Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Should be specified if the order changes Price. Should be specified if the order changes type. Required if the order should change quantity Only relevant and required for TriggerType = 2. Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. This block contains the base trading rules This block contains the trading rules specific to a trading session Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. Must be provided if SecurityXML(1185) field is specified and must immediately precede it. The SecurityXML component is used to provide a definition in an XML format for the instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Describes the how the price limits are expressed Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session Specifies price tick rules for the security. Specifies the lot types that are valid for trading. Specifies the price limits that are valid for trading. Specifies the valid price range tables for trading. Specifies the valid quote sizes for trading. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. Used for multileg security only. Used for multileg security only. Defines the default price type used for trading. Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. Trading rules that are applicable to a market, market segment or individual security independent of a trading session. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Required if SecurityID is specified. Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc Used to indicate if a product or group of product supports the creation of flexible securities An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] Settlement method for a contract. Can be used as an alternative to CFI Code value Method for price quotation For futures, indicates type of valuation method applied Indicates whether strikes are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing security. Must be present for MBS or TBA Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. Additional attribution for the instrument series Security trading and listing attributes for the series level Used to specify forms of product classifications Must be set if SecurityXML field is specified andd must immediately precede it. XML Data Stream describing the Security. XML Schema used to validate the XML used to describe the Security. Identifies the application with which a message is associated. Used only if application sequencing is in effect. Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. The reason for updating the RefOrdID Order type from the order associated with the trade Order price at time of trade Stop/Limit order price Execution Instruction from the order associated with the trade Status of order as of this trade report Order quantity at time of trade The order expiration date/time in UTC May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). Can be used to specify FX tenors. Used to specify the instrument Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap. Mutually exclusive with LegPaymentStreamFixedAmount(40327). Mutually exclusive with LegPaymentStreamRate(40326). LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream. Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap. Mutually exclusive with PaymentStreamFixedAmount(40785). Mutually exclusive with PaymentStreamRate(40784). PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap. Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). Mutually exclusive with UnderlyingPaymentStreamRate(40615). UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream. DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere. LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component. Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in MarketDisruptionEventGrp. Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap. Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. Conditionally required when StreamCommoditySecurityID(41253) is specified. Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity. Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap. Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. Conditionally required when LegStreamCommoditySecurityID(41650) is specified. Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity. Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap. Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule. If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision. The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision. Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the market depth up to specified level. Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. Conditionally required when MDStatisticDelayUnit(2463) is specified. Conditionally required when MDStatisticDelayPeriod(2462) is specified. Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). Conditionally required when MDStatisticIntervalPeriod(2466) is specified. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. Conditionally required when MDStatisticType(2456) = 5(Ratio). This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited. The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range. MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided. It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades. Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when CashSettlDateOffsetUnit(42211) is specified. Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date. The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date. The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered. LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date. OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when PaymentStreamFormulaImage(42653) is specified. Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date. The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered. UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier. UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub. UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date. MsgType = 6 Required for Cancel and Replace IOITransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152) The value zero is used if NoLegs repeating group is used Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" Required for multileg IOIs Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. MsgType = 7 Required for Cancel and Replace AdvTransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Describes the purpose of the execution report. Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Expired MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Rejected For optional use with ExecType = 8 (Rejected) Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp is used. Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 9 If CxlRejReason="Unknown order", specify "NONE". Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. Can be used to provide order id used by exchange or executing system. Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected. For optional use with OrdStatus = 0 (New) Required for rejects against orders which were submitted as part of a list. Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. MsgType = B Unique identifer for News message News items referenced by this News message Used to optionally specify the national language used for the News item. Specifies the headline text Must be set if EncodedHeadline field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Used to optionally specify the market to which this News applies. Used to optionally specify the market segment to which this News applies. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. MsgType = C Unique identifier for the email message thread Specifies the Subject text Must be set if EncodedSubject field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Type of account associated with the order (Origin) Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Useful for verifying security identification Available for optional use when Side(54) = 6(Sell short exempt). Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required for auction orders ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" $Market.Phase == "Closed" BusinessRejectRefID(379) correlates to ClOrdId(11) field in the order message !exists $Market.SecMassStatGrp[SecurityID==in.SecurityID]" ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID and ExecID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" One or more fills may occur; the first one may be synchronous. The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. MsgType = E Must be unique, by customer, for the day Should refer to an earlier program if bidding took place. e.g. Non Disclosed Model, Disclosed Model, No Bidding Process For CIV - Optional Reference to Registration Instructions message applicable to all Orders in this List. Controls when execution should begin For CIV Orders indicates order of execution.. Free-form text. Used for contingency orders. Must be set if EncodedListExecInst field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. Number of orders in this message (number of repeating groups to follow) The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. MsgType = F Required if provided on the order being cancelled. Echo back the value provided by the requester. ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Unique ID of cancel request as assigned by the institution. Required for List Orders Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request. Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). MsgType = G Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Required for List Orders TransactTime of the last state change that occurred to the original order Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt Available for optional use when Side(54) = 6(Sell short exempt). Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must match original order. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. For use in derivatives omnibus accounting For use with derivatives, such as options Required for short sell orders For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Conditionally required for auction orders. The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. MsgType = H Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Unique identifier for this allocation instruction message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. MsgType = K Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. MsgType = L Must be unique, by customer, for the day Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. MsgType = M Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The list status request message type is used by institutions to instruct the broker to generate status messages for a list. MsgType = N Total number of messages required to status complete list. Sequence number of this report message. Must be set if EncodedListStatusText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders statused in this message, i.e. number of repeating groups to follow. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. MsgType = P Optional second identifier for the allocation instruction being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Instruction Ack generated Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Instruction were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow. In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required if specified on the ExecutionRpt Required if specified on the ExecutionRpt Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. MsgType = R For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) MsgType = S Required when quote is in response to a QuoteRequest(35=R) message. Unique identifier for the bid side of the quote. Unique identifier for the ask side of the quote. Can be used when modifying an existing quote. Optionally used to supply a message identifier for a quote. Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Required for Tradeable or Counter quotes of single instruments Required for Tradeable quotes or Counter quotes of single instruments Can be used with forex quotes to specify a specific "value date". For NDFs this is required. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Required for NDFs to specify the settlement currency (fixing currency). Required for multileg quotes If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. For use in private/directed quote negotiations. The time when the quote will expire Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets SpreadOrBenchmarkCurveData component may be used to specify the benchmark. SpreadOrBenchmarkCurveData component may be used to specify the benchmark. Spread(218) may be used for a mid-spread value. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. MsgType = T Unique identifier for this message Only used when this message is used to respond to a settlement instruction request (to which this ID refers) 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Date/time this message was generated SettlInstMode != ^RequestReject Required except where SettlInstMode is 5=Reject SSI request The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request). SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Required if SubscriptionRequestType(263) = 1(Snapshot + Updates). Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). Defines the scope(s) of the request Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh). Can be used to limit the result set to the specified markets or market segments. Action to take if application level queuing exists Maximum application queue depth that must be exceeded before queuing action is taken. Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MsgType = W Total number or reports returned in response to a request. Unique identifier for the market data report. Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Can be used to define a subordinate book. Can be used to define the current depth of the book. Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a MarketDataRequest(35=V). Required for multileg quotes Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MsgType = X Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a Market Data Request. Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MsgType = Y Must refer to the MDReqID of the request. Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. MsgType = Z Required when quote is in response to a Quote Request message Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. Optionally used to supply a message identifier for a quote cancel. Identifies the type of Quote Cancel request. Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote). Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Cancel should be applied. Type of account associated with the order (Origin) The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying MsgType = a (lowercase) Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. Conditionally required when requesting status of a single security quote. Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Status Request should apply. Type of account associated with the order (Origin) Used to subscribe for Quote Status Report messages The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MsgType = b (lowercase) Required when acknowledgment is in response to a Quote Request message Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: - QuoteID(117) of a Mass Quote - QuoteMsgID(1166) of Quote Cancel - QuoteStatusReqID(649) of Quote Status Request Status of the mass quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. Type of Quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. Type of account associated with the order (Origin) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The number of sets of quotes in the message Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. MsgType = c (lowercase) Identifies the market for which the security definition request is being made. Identifies the segment of the market for which the security definition request is being made. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. MsgType = d (lowercase) Used to identify the SecurityDefinition(35=d) message. Used to identify the response to a SecurityDefinitionRequest(35=c) message. Allow result of query request to be returned to requester Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). Used to specify forms of product classifications Currency in which the price is denominated Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. MsgType = f (lowercase) Business day that the state change applies to. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Used to relay changes in the book type Used to relay changes in market depth. Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. Time of status information. Represents the price of the first fill of the trading session. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. MsgType = g (lowercase) Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of trading Trading Session Mode The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. MsgType = h (lowercase) Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) Market for which trading session applies Market Segment for which trading session applies Business day for which trading session applies to. Identifier for trading session Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. Identifies an event related to the trading status of a trading session Indicates if trading session is in fast market. TradSesStatus==^RequestRejected Use with TradSesStatus(340) = 6(Request Rejected). Starting time of the trading session Time of the opening of the trading session Time of the pre-close of the trading session Closing time of the trading session End time of the trading session Indicates how control of trading session and subsession transitions are performed Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument. The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MsgType = i (lowercase) Required when quote is in response to a Quote Request message Type of Quote Default is Indicative if not specified Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Default Bid Size for quote contained within this quote message - if not explicitly provided. Default Offer Size for quotes contained within this quote message - if not explicitly provided. The number of sets of quotes in the message Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). MsgType = j (lowercase) MsgSeqNum of rejected message The MsgType of the FIX message being referenced. Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. MsgType = k (lowercase) Required to relate the bid response Identifies the Bid Request message transaction type e.g. "Non Disclosed", "Disclosed", No Bidding Process Total number of tickets/allocations assuming fully executed Used to represent the currency of monetary amounts. Expressed in Currency Expressed in Currency Used if BidType="Non Disclosed" Used if BidType="Disclosed" Overall weighted average liquidity expressed as a % of average daily volume % value of stocks outside main country in Currency % of program that crosses in Currency Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Net/Gross Is foreign exchange required Indicates the total number of bidders on the list Used when BasisPxType = "C" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. MsgType = l (lowercase L) Number of bid repeating groups The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. MsgType = m (lowercase) Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of strike price entries The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. MsgType = o (lowercase O) Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary to which Registration relates Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of registration details in this message (number of repeating groups to follow) Number of Distribution instructions in this message (number of repeating groups to follow) The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. MsgType = p (lowercase P) Unique identifier of the original Registration Instructions details Identifies original Registration Instructions transaction type Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. MsgType = q (lowercase Q) Unique ID of Order Mass Cancel Request as assigned by the institution. Specifies the type of cancellation requested Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Can be used to specify the parties to whom the Order Mass Cancel should apply. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required for MassCancelRequestType = 8 (Cancel orders for a market) Required for MassCancelRequestType = 9 (Cancel orders for a market segment) Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). MsgType = r (lowercase R) ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. Order Mass Cancel Request Type accepted by the system Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected. Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request List of orders affected by the Order Mass Cancel Request List of orders not affected by Order Mass Cancel Request. Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Side of the market specified on the Order Mass Cancel Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. MsgType = s (lowercase S) Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. MsgType = t (lowercase T) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. MsgType = u (lowercase U) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being cancelled. Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Leg Time this order request was initiated/released by the trader, trading system, or intermediary. Used to fully cancel the remaining open quantity of a cross order. MsgType = v (lowercase V) Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Used to qualify which security types are returned Used to qualify which security type is returned Used to qualify which security types are returned The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = w (lowercase W) Identifier for the security response message The result of the security request identified by SecurityReqID Indicates total number of security types in the event that multiple Security Type messages are used to return results Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = x (lowercase X) Type of Security List Request being made Identifies a specific list Indentifies a list type Identifies the source a list type Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = y (lowercase Y) Identifies a specific Security List Entry Provides a reference to another Security List Identifies a list type Identifies the source of a list type Identifier for the Security List message Result of the Security Request identified by the SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. MsgType = z (lowercase Z) Specifies the underlying instrument Group block which contains all information for an option family. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = AA (2 A's) Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. MsgType = AB Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MsgType = AC Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. MsgType = AD Unique identifier for the trade request. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Can be used to request a specific trade report. To request a specific trade report To request all trades based on secondary execution identifier Can be used to request all trades of a specific execution type. Can be used to request all trades of a specific trade type. Can be used to request all trades of a specific trade sub type. Can be used to request all trades for a specific transfer reason. Can be used to request all trades of a specific secondary trade type. Can be used to request all trades of a specific trade link identifier. Can be used to request a trade matching a specific TrdMatchID(880). Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator Number of date ranges provided (must be 1 or 2 if specified) Can be used to request trades for a specific clearing business date. Can be used to request trades for a specific trading session. Can be used to request trades for a specific trading session. Can be used to request trades within a specific time bracket. Can be used to request trades for a specific side of a trade. Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. Can be used to requests trades that were submitted from a specific trade input source. Can be used to request trades that were submitted from a specific trade input device. Used to match specific values within Text(58) fields. The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. MsgType = AE TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified. Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a "give-up" (also known as "claim") model. Identifier for the trade capture report request associated with this trade capture report. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. Set to 'Y' if message is sent as a result of a subscription request or out of band configuration. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. The TradeReportID(571) that is being referenced for trade correction or cancelation. Market (exchange) assigned execution identifier. Can be used to indicate cabinet trade pricing. Used for acting parties that applies to the whole message, not individual legs, sides, etc. Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades Used to specify the differential price when reporting the individual leg of a spread trade. Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381). Applicable for F/X orders Applicable for F/X orders Used when clearing price differs from execution price. Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Used when reporting other than current day trades. If used then the LastPx(31) will contain the original price on the execution. Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security). Identifies a multileg execution if present and non-zero. Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades. Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values. The settlement date for the underlying instrument of a derivatives security. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. Indicates the reason that a trade report was rejected. Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. MsgType = AF Unique ID of mass status request as assigned by the institution. Specifies the scope of the mass status request Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Order Mass Status Request should apply. Account Trading Session Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders will be returned. The order mass status request message requests the status for orders matching criteria specified within the request. MsgType = AG For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Reason Quote was rejected Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote Request Reject message is used to reject Quote Request messages for all quoting models. MsgType = AH Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES Number of related symbols (instruments) in Request Used to subscribe for Quote Requests that are sent into a market Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments MsgType = AI Required when quote is in response to a Quote Request message Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Contains the BidID(390) of a single Quote(35=S). Contains the QuoteID(1867) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). Required when responding to a QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). Conditionally required when reporting status of a single security quote. Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Conditionally required for multileg quote status reports. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets Reason description for rejecting the quote. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) MsgType = AJ Unique ID as assigned by the Initiator Required only when responding to a Quote. Optionally used when responding to a Quote. Contains the QuoteReqID(131) of the QuoteRequest(35=R). Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). Required only when responding to an IOI. Default is Indicative. May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Number of underlyings Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Optional Used to identify the source of the Account code. Type of account associated with the order (Origin) Required for multileg quote response If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. For usage of this message in a negotiation or counter quote dialog for fixed income and exchanges/marketplace see Volume 7, Fixed Income and Exchanges and Markets sections respectively. MsgType = AK Unique ID for this message Mandatory if ConfirmTransType is Replace or Cancel Only used when this message is used to respond to a confirmation request (to which this ID refers) New, Cancel or Replace Denotes whether this message represents a confirmation or a trade status message Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed. Used to communicate the status of the central clearing workflow. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Time of last execution being confirmed by this message Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). The quantity being confirmed by this message (this is at a trade level, not block or order level) Account number for the trade being confirmed by this message Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income Absence of this field indicates that default precision arranged by the broker/institution is to be used Price type for the AvgPx field Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. AllocQty(80) * AvgPx(6) Optional "next coupon date" for Fixed Income Required for Fixed Income products that trade with accrued interest Required for Fixed Income products that pay lump sum interest at maturity For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Net Money at maturity if Zero Coupon and maturity value is different from par value Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. Used to identify any commission shared with a third party (e.g. directed brokerage) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Required if any miscellaneous fees are reported. The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. MsgType = AL Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. The Clearing Business Date referred to by this maintenance request The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition Boolean - if Y then indicates you are requesting a position maintenance that acting Boolean - Y indicates you are requesting rollover of prior day's spread submissions Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. MsgType = AM Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the position maintenance request associated with this report Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest. The Clearing Business Date covered by this request The business date previous to the clearing business date referred to by this maintenance request. Valuation date of the position(s) in this report. Valuation time of the position(s) in this report. Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Position Account Type of account associated with the order (Origin) Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse). Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers. Additional payments or bullet payments. Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. MsgType = AN Unique identifier for the Request for Positions as assigned by the submitter Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security The Clearing Business Date referred to by this request Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. MsgType = AO Unique identifier for this position report Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. MsgType = AP Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. Will be 7=Net Position if the report contains net position information for margin requirements. Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Total number of Position Reports being returned Result of a Request for Position Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. The Clearing Business Date referred to by this maintenance request The business date previous to the clearing business date referred to by this maintenance request. Used to identify the event or source which gave rise to a message Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. Position Account Account may also be specified through via Parties Block using Party Role 27 which signifies Account Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account Position Settlement Date Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708). Values = Final, Theoretical For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Valuation date of the position(s) in this report Valuation time of the position(s) in this report Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. Used to indicate if a Position Report is matched or unmatched Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" RegNonRegInd Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. MsgType = AQ Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Number of trade reports returned Result of Trade Request Status of Trade Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs NoLegs > 0 identifies a Multi-leg Execution Specify type of multileg reporting to be returned. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to identify the event or source which gave rise to a message The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. MsgType = AR Indicates action to take on trade. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. The TradeReportID(571) that is being referenced for trade correction or cancelation. The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation Status of trade report. Reason description for rejecting the TradeCaptureReport(35=AE). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Exchanged assigned execution identifier (trade identifier). Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). Time this message was issued by matching system, trading system or counterparty. Must be set if EncodedText(355) field is specified and must immediately precede it. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. MsgType = AS Unique identifier for this message i.e. New, Cancel, Replace Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report Optional second identifier for this allocation instruction (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Specifies the purpose or type of Allocation Report message Required for AllocStatus = 1 (rejected) Required for AllocTransType = Replace or Cancel Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal). Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates MultiLegReportType of original trade marked for allocation. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Specifies the rounded price to quoted precision. Used to identify the event or source which gave rise to a message. Specific device number, terminal number or station where trade was entered Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Sum of AllocAccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. MsgType = AT Indicates Clearing Business Date for which transaction will be settled. Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Optional second identifier for the allocation report being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Report Ack generated Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Report were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. MsgType = AU Date/Time Allocation Instruction Ack generated Required for ConfirmStatus = 1 (rejected) Denotes whether the financial details provided on the Confirmation were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. MsgType = AV Unique message ID Date/Time this request message was generated Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise. Should not be populated if StandInstDbType is populated Required if AllocAccount populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The Settlement Instruction Request message is used to request standing settlement instructions from another party. MsgType = AW Unique identifier for the Assignment report If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. Total Number of Assignment Reports being returned to a firm Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account Customer Account Type of account associated with the order (Origin) CFI Code - Market Indicator (col 4) used to indicate Market of Assignment Number of legs that make up the Security Number of legs that make up the Security "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Settlement Price of Option Values = Final, Theoretical Settlement Price of Underlying Expiration Date of Option Method under which assignment was conducted Quantity Increment used in performing assignment Open interest that was eligible for assignment Exercise Method used to in performing assignment Values = Automatic, Manual Business date of assignment Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. MsgType = AX Unique identifier for collateral request Reason collateral assignment is being requested Time until when Respondent has to assign collateral Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Instrument that was traded for which collateral is required Details of the Agreement and Deal Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. MsgType = AY Unique Identifer for collateral assignment Identifer of CollReqID to which the Collateral Assignment is in response Reason for collateral assignment Collateral Transaction Type Collateral assignment to which this transaction refers For an Initial assignment, time by which a response is expected Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY). The clearing business date of the collateral assignment. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. MsgType = AZ Unique identifer for the collateral response Conditionally required when responding to a Collateral Assignment message Identifer of CollReqID to which the Collateral Assignment is in response Conditionally required when responding to a Collateral Assignment message Collateral Transaction Type - not recommended because it causes confusion Collateral Assignment Response Type Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Tells whether security has been restricted. The clearing business date of the assignment. The date on which the transaction was entered. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date). Number of legs that make up the Security Number of legs that make up the Security Required if any miscellaneous fees are reported. The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ). The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning). Must be set if EncodedWarningText(2521) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field. Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to a Collateral Assignment message. MsgType = BA Unique Identifer for collateral report Identifier for the collateral inquiry to which this message is a reply Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. Tells whether security has been restricted. Collateral status Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The clearing business date of the report. The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA). The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to report collateral status when responding to a Collateral Inquiry message. MsgType = BB Unique identifier for this message. Number of qualifiers to inquiry Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to inquire for collateral status. MsgType = "BC" Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. MsgType = "BD" Required when NetworkStatusResponseType=2 Specifies the number of repeating CompId's This message is sent in response to a Network (Counterparty System) Status Request Message. MsgType = "BE" Can be used to hand structures etc to other API's etc This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. MsgType = "BF" Reason a request was not carried out This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. MsgType = BG Identifier for the collateral inquiry to which this message is a reply Status of the Collateral Inquiry referenced by CollInquiryID Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings Number of qualifiers to inquiry Total number of reports generated in response to this inquiry Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Trading Session in which trade occurred Trading Session Subid in which trade occurred Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. MsgType = BH Unique identifier for this message Denotes whether this message is being used to request a confirmation or a trade status message Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Account number for the trade being confirmed by this message The Confirmation Request message is used to request a Confirmation message. MsgType = BO Unique identifier for the Contrary Intention report Time the contrary intention was received by clearing organization. Indicates if the contrary intention was received after the exchange imposed cutoff time Source of the contrary intention Business date of contrary intention Clearing Organization Clearing Firm Position Account Expiration Quantities Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. MsgType = BP Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. Used to identify the SecurityDefinitionUpdateReport(35=BP) message. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. MsgType = BK Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) Identifies a specific Security List entity Provides a reference to another Security List Identifies a list type Identifies the sourec as a listype Identifier for the Security List message. Result of the Security Request identified by the SecurityReqID. Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the type of Corporate Action that triggered the update Identifies the market which lists and trades the instrument. Identifies the segment of the market specified in MarketID(96) Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. MsgType = BL Unique identifier for this Adjusted Position report The Clearing Business Date referred to by this maintenance request Position Account Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Settlement Price Prior Settlement Price Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions MsgType = BM Unique identifier for this allocation instruction alert message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" Insert here the set of "FinancingDetails" fields defined in "common components of application messages" When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0). Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Date/time when allocation is generated Identifies status of allocation. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. MsgType = BN Conditionally required if the Execution Report message contains a ClOrdID. Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. The ExecID of the Execution Report being acknowledged. Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). Conditionally required if specified on the Execution Report Conditionally Required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if DKReason = "other" The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). MsgType = BJ Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. MsgType = BI Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of Trading Trading Session Mode The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. MsgType = BQ Settlement cycle in which the settlement obligation was generated Unique identifier for this message Used to identify the reporting mode of the settlement obligation which is either preliminary or final Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Time when the Settlemnt Obligation Report was created. The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. MsgType = BR Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. MsgType = BS Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MsgType = BT Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). Conditionally required if MarketSegmentID(1300) is specified on the request Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MsgType = BU Unique identifier for each market definition message. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MsgType = BV Unique identifier for each market definition message. Specifies the action taken Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the valid base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. MsgType = CB List of users to which the notification is directed Reason for notification - when possible provide an explanation. Explanation for user notification. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. MsgType = BZ ClOrdID provided on the Order Mass Action Request. Unique Identifier for the Order Mass Action Report Order Mass Action Request Type accepted by the system Specifies the scope of the action Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 - Indicates Order Mass Action Request was rejected. Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Action Request List of orders affected by the Order Mass Action Request. List of orders not affected by the Order Mass Action Request. List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. Mutually exclusive with MarketSegmentID(1300). TradingSessionID for which orders are to be affected TradingSessionSubID for which orders are to be affected Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). Side of the market specified on the Order Mass Action Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. MsgType = CA Unique ID of Order Mass Action Request as assigned by the institution. Specifies the type of action requested Specifies the scope of the action MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). Trading Session in which orders are to be affected Can be used to specify the parties to whom the Order Mass Action should apply. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. MsgType = BW Unique identifier for request Type of Application Message Request being made Allows user to provide reason for request This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). MsgType = BX Identifier for the Application Message Request Ack Identifier of the request associated with this ACK message Total number of messages included in transmission This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. MsgType = BY Identifier for the Application Message Report If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. Type of report This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. MsgType = CC Unique identifier of the request. Type of assignment being requested. Assignment requests In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. MsgType = CD Unique identifier of the Stream Assignment Report. Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. Stream assignments he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. MsgType = CE Can be used to provide additional information regarding the assignment report, such as reject description. This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. MsgType = CH Unique identifier for this message Type of margin requirement inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time the inquiry was submitted Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MsgType = CI Unique identifier for this message Type of margin requirement inquiry Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID � specifies any errors or warnings Total number of reports generated in response to this inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Margin Requirement Inquiry. MsgType = CJ Unique identifier for this margin requirement report Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Type of report provided Total number of reports generated in response to inquiry referenced by MarginReqmtInqID Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Base currency of the margin requirement Margin requirement amounts Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. MsgType = CF May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party role(s) Scope of the query/reqeust for specific party relationship(s) The PartyDetailsListRequest is used to request party detail information. MsgType = CG Conditionally required when responding to the PartyDetailsListRequest message. Conditionally required when responding to the PartyDetailsListRequest message. The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MsgType = CK Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. MsgType = CL Scope of risk limit information. May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies) Scope of the query/request for specific party role(s). For example, "all information for PartyRole=24." Scope of the query/request for specific securities. Absence means all instruments for a given party or party role. The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. MsgType = CM Conditionally required when responding to PartyRiskLimitsRequest(35=CL). Can be used when responding to a PartyRiskLimitsRequest(35=CL). Conditionally required when responding to a PartyRiskLimitsRequest(35=CL). Optionally includes utilization (consumption) information. The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. MsgType = CN Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. MsgType = CO Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. Identifies all securities for a security list identifier. Identifies all securities for a market. Identifies all securities for a market segment. Business day that the state change applies to. Identifies all securities for a trading session. Identifies all securities for a trading sub-session. Set to "Y" if message is sent as a result of a subscription request not a snapshot request. Used to relay changes in the book type. Used to relay changes in Market Depth. Time of state change for security list. MsgType = CQ Identifies the base reporting currency used in this report. Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) Can be used to identify mark to market information for the position. The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). The Parties component and PtysSubGrp sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the SettlementAmountGrp component. Margin requirement amounts are provided using the MarginAmountData component. The current collateral values for each valid collateral type is provided using the CollateralAmountGrp component. Likewise pay/collect information is provided using the PayCollectGrp component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments. MsgType=CR Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. MsgType=CS May be used to identify the party making the request and their role. Risk limits to be enforced for given party(-ies) and related party(-ies). PartyRiskLimitDefinitionRequest is used for defining new risk limits. MsgType=CT PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. MsgType=CU May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party roles. For example, "all information for PartyRole=24". Scope of the query/request for specific securities. The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). MsgType=CV Conditionally required when responding to PartyEntitlementsRequest(35=CU). Conditionally required when responding to Party Entitlements Request. The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). 35=CW Contains the QuoteID(117) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z). Conditionally required when QuoteAckStatus(1865) = 2(Rejected). The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. The QuoteAck(35=CW) is available for optional use to acknowledge the request to cancel an individual quote (QuoteCancel(35=Z) with QuoteCancelType(298) =5(Cancel specified sinqle quote)). MsgType=CX Can be used to identify the party making the request and their role. Specifies the parties and relationships between parties to be defined, modified, or deleted. The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. MsgType=CY The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. MsgType=CZ Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies). Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). MsgType=DA Can be used to identify the party making the request and their role. Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies). The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). The PartyEntitlementsDefinitionRequestAck(35=DB) is the response message, used to indicate whether the request was accepted or rejected. MsgType=DB The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. MsgType=DC Unique identifier common for all trades included in a match event. Used when reporting other than current day trades. Time of the match event or transaction that resulted in this match report. Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used. Conditionally required when TradeReportType(856) = Submit(0). The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. MsgType=DD Identifier of the TradeMatchReport(35=DC) being acknowledged. Conditionally required when TradeMatchAckStatus(1896) = Rejected(2). The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). MsgType=DE The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message. Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. MsgType=DE Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified. Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used. Used to specify the transaction reference for this limit check request. Identifies the type of reference specified in RefOrderID(1080) for this limit check request. Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321). May be used to identify the party making the limit check request and their role. May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. MsgType=DG Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message. Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message. Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace) Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved) Optionally used to specify when the approved credit limit being reserved will expire. The trading party identified in the limit check request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. MsgType=DH Use to reduce the scope to a market Use to reduce the scope to a market segment Use to reduce the scope of instruments May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. MsgType=DI Conditionally required when responding to a PartyActionRequest(35=DH) message. Conditionally required when PartyActionResponse(2332) = 2 (Rejected). Conditionally required if present in the PartyActionRequest(35=DH) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MsgType=DJ Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. This is party information related to the submitter. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. The behavior of individual orders within a MassOrder(35=DJ) may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest (35=G) and OrderCancelRequest(35=F). Each of the orders in the MassOrder(35=DJ) are to be treated as stand-alone individual orders. MsgType=DK For use in drop copy applications. NOT FOR USE in transactional applications. Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. Unique identifier of MassOrder(35=DJ) message as assigned by the receiver Message level request status Message level request result Level of response requested from receiver of MassOrder (35=DJ) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. The content of the acknowledgement depends on the setting of the field OrderResponseLevel(2427) in the MassOrder(35=DJ) message. Only the order status is provided and not the immediate executions which would lead to ExecutionReport messages. MsgType = DL Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer. Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. MsgType=DM The identifier of the PositionTransferInstruction(35=DL) this message is responding to. Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent. Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. The PositionTransferInstructionAck(35=DM) is intended to be a technical acknowledgment, not a business level acknowledgment which would instead be provided by the PositionTransferReport(35=DN) message. As such, TransferID(2437), a business level ID assigned by the CCP, need not be assigned when providing a technical acknowledgment to a new or rejected position transfer request. MsgType = DN Conditionally required when sent in response to a PositionTransferInstruction(35=DM). Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MsgType=DO Unique message identifier for the request or the identifier of a previous request when unsubscribing. Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. Used to specify the business date. Used to specify a single market. Used to specify a single market segment. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Used to reference an entire group of instruments for which a single set of statistics is to be calculated. Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. Used to specify the parameters for the calculation of statistics. Time that the request was submitted. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp. Fields specified in the request are used as filter criteria to restrict the resulting data returned. MsgType = DP Unique message identifier for the report. Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies the resulting statistics information and corresponding statistical parameters. Time that the report was provided. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. Identifer of the CollateralReport(35=BA) being acknowledged. Conditionally required when CollRptStatus(2488) = 2 (Rejected). Conditionally required when CollRptStatus(2488) = 2 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MsgType = DR Unique identifier for MarketDataReport(35=DR). The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle. \ No newline at end of file + Orchestra Example Millennium IT FIX Trading Community Copyright 2019, FIX Protocol, Limited 2019-01-09T16:09:16.904-06:00 Repository 2016 Edition Buy Sell Trade Cross Broker's side of advertised trade New Cancel Replace Identifies advertisement message transaction type Amount per unit Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. Percent Absolute Total monetary amount. Percentage waived, cash discount basis For use with CIV buy orders. Percentage waived, enhanced units basis For use with CIV buy orders. Points per bond or contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. Basis points The commission is expressed in basis points in reference to the gross price of the reference asset. Amount per contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. Specifies the basis or unit used to calculate the total commission based on the rate. Stay on offer side Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bid side No cross Cross is forbidden. OK to cross Call first Percent of volume Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. Do not increase - DNI Do not reduce - DNR All or none - AON Reinstate on system failure Mutually exclusive with Q and l (lower case L). Institutions only Reinstate on trading halt Mutually exclusive with K and m. Cancel on trading halt Mutually exclusive with J and m. Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Cancel on system failure Mutually exclusive with H and l(lower case L). Primary peg Primary market - buy at bid, sell at offer. Suspend Fixed peg to local best bid or offer at time of order Customer display instruction Used in US Markets for: SEC Rule 11Ac1-1/4. Netting (for Forex) Peg to VWAP Trade along Try to stop Cancel if not best Trailing stop peg Strict limit No price improvement. Ignore price validity checks Peg to limit price Work to target strategy Intermarket sweep External routing allowed External routing not allowed Imbalance only Single execution requested for block trade Best execution Suspend on system failure Mutually exclusive with H and Q. Suspend on trading halt Mutually exclusive with J and K. Reinstate on connection loss Mutually exclusive with o and p. Cancel on connection loss Mutually exclusive with n and p. Suspend on connection loss Mutually exclusive with n and o. Release Mutually exclusive with S and w. Execute as delta neutral using volatility provided Execute as duration neutral Execute as FX neutral Minimum guaranteed fill eligible Bypass non-displayed liquidity Lock Mutually exclusive with q. Ignore notional value checks Trade at reference price In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Automated execution order, private, no Broker intervention Automated execution order, public, Broker intervention OK Manual order, best execution Instructions for order handling on Broker trading floor CUSIP SEDOL QUIK ISIN number RIC code ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Identifies class or source of the SecurityID(48) value. High Low Medium Relative quality of indication Small Medium Large Undisclosed Quantity Quantity (e.g. number of shares) in numeric form or relative size. New Cancel Replace Identifies IOI message transaction type Agent Cross as agent Cross as principal Principal Broker capacity in order execution Heartbeat The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. TestRequest The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. ResendRequest The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. Reject The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. SequenceReset The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. Logout The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. IOI Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. Advertisement Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. ExecutionReport The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade OrderCancelReject The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Logon The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. News The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. Email The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. NewOrderSingle The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. NewOrderList The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. OrderCancelRequest The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). OrderCancelReplaceRequest The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. OrderStatusRequest The order status request message is used by the institution to generate an order status message back from the broker. AllocationInstruction The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. ListCancelRequest The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. ListExecute The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. ListStatusRequest The list status request message type is used by institutions to instruct the broker to generate status messages for a list. ListStatus The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. AllocationInstructionAck In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. DontKnowTrade The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. QuoteRequest In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) Quote The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. SettlementInstructions The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MarketDataRequest Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MarketDataSnapshotFullRefresh The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MarketDataIncrementalRefresh The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MarketDataRequestReject The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. QuoteCancel The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying QuoteStatusRequest The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MassQuoteAck Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. SecurityDefinitionRequest The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. SecurityDefinition The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. SecurityStatusRequest The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. SecurityStatus The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. TradingSessionStatusRequest The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. TradingSessionStatus The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MassQuote The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). BusinessMessageReject The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. BidRequest The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. BidResponse The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. ListStrikePrice The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. XMLnonFIX RegistrationInstructions The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. RegistrationInstructionsResponse The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. OrderMassCancelRequest The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). OrderMassCancelReport The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. NewOrderCross Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. CrossOrderCancelReplaceRequest Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. CrossOrderCancelRequest Used to fully cancel the remaining open quantity of a cross order. SecurityTypeRequest The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityTypes The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityListRequest The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request SecurityList The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. DerivativeSecurityListRequest The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request DerivativeSecurityList The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. NewOrderMultileg The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MultilegOrderCancelReplace Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. TradeCaptureReportRequest The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. TradeCaptureReport The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. OrderMassStatusRequest The order mass status request message requests the status for orders matching criteria specified within the request. QuoteRequestReject The Quote Request Reject message is used to reject Quote Request messages for all quoting models. RFQRequest In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments QuoteStatusReport The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) QuoteResponse The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. Confirmation The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. PositionMaintenanceRequest The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. PositionMaintenanceReport The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. RequestForPositions The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. RequestForPositionsAck The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. PositionReport The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. TradeCaptureReportRequestAck The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. TradeCaptureReportAck The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. AllocationReport Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. AllocationReportAck The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. ConfirmationAck The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. SettlementInstructionRequest The Settlement Instruction Request message is used to request standing settlement instructions from another party. AssignmentReport Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. CollateralRequest An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. CollateralAssignment Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. CollateralResponse Used to respond to a Collateral Assignment message. CollateralReport Used to report collateral status when responding to a Collateral Inquiry message. CollateralInquiry Used to inquire for collateral status. NetworkCounterpartySystemStatusRequest This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. NetworkCounterpartySystemStatusResponse This message is sent in response to a Network (Counterparty System) Status Request Message. UserRequest This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. UserResponse This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. CollateralInquiryAck Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. ConfirmationRequest The Confirmation Request message is used to request a Confirmation message. ContraryIntentionReport The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. SecurityDefinitionUpdateReport This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. SecurityListUpdateReport The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. AdjustedPositionReport Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions AllocationInstructionAlert This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. ExecutionAck The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). TradingSessionList The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. TradingSessionListRequest The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. SettlementObligationReport The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. DerivativeSecurityListUpdateReport The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. TradingSessionListUpdateReport The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MarketDefinitionRequest The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MarketDefinition The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MarketDefinitionUpdateReport In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. ApplicationMessageRequest This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). ApplicationMessageRequestAck This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. ApplicationMessageReport This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. OrderMassActionReport The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. OrderMassActionRequest The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. UserNotification The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. StreamAssignmentRequest In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. StreamAssignmentReport he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. StreamAssignmentReportACK This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. PartyDetailsListRequest The PartyDetailsListRequest is used to request party detail information. PartyDetailsListReport The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MarginRequirementInquiry The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MarginRequirementInquiryAck Used to respond to a Margin Requirement Inquiry. MarginRequirementReport The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. PartyDetailsListUpdateReport The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. PartyRiskLimitsRequest The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. PartyRiskLimitsReport The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. SecurityMassStatusRequest SecurityMassStatus AccountSummaryReport The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). PartyRiskLimitsUpdateReport The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. PartyRiskLimitsDefinitionRequest PartyRiskLimitDefinitionRequest is used for defining new risk limits. PartyRiskLimitsDefinitionRequestAck PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. PartyEntitlementsRequest The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). PartyEntitlementsReport The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). QuoteAck The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. PartyDetailsDefinitionRequest The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. PartyDetailsDefinitionRequestAck The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. PartyEntitlementsUpdateReport The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). PartyEntitlementsDefinitionRequest The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). PartyEntitlementsDefinitionRequestAck The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. TradeMatchReport The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. TradeMatchReportAck The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). PartyRiskLimitsReportAck PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. PartyRiskLimitCheckRequest PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. PartyRiskLimitCheckRequestAck PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. PartyActionRequest The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. PartyActionReport Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MassOrder The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. MassOrderAck The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. PositionTransferInstruction The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. PositionTransferInstructionAck The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. PositionTransferReport The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MarketDataStatisticsRequest The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. MarketDataStatisticsReport The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. CollateralReportAck CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MarketDataReport The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** New Partially filled Filled Done for day Canceled Replaced (No longer used) Pending Cancel (i.e. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Accepted for Bidding Pending Replace (i.e. result of Order Cancel/Replace Request) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Market Limit Stop/Stop Loss. A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. Stop Limit. A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. Market On Close (No longer used) With Or Without Limit Or Better Limit With Or Without On Basis On Close (No longer used) Limit On Close (No longer used) Forex Market (No longer used) Previously Quoted Previously Indicated Forex Limit (No longer used) Forex Swap Forex Previously Quoted (No longer used) Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) Market If Touched (MIT) Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) Previous Fund Valuation Point (Historic pricing; for CIV) Next Fund Valuation Point (Forward pricing; for CIV) Pegged Counter-order selection Stop on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Stop Limit on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Original transmission Possible duplicate Indicates possible retransmission of message with this sequence number Buy Sell Buy minus Sell plus Sell short Sell short exempt Undisclosed Cross (orders where counterparty is an exchange, valid for all messages except IOIs) Cross short Cross short exempt "As Defined" (for use with multileg instruments) "Opposite" (for use with multileg instruments) Subscribe (e.g. CIV) Redeem (e.g. CIV) Lend (FINANCING - identifies direction of collateral) Borrow (FINANCING - identifies direction of collateral) Side of order (see Volume : "Glossary" for value definitions) Day (or session) Good Till Cancel (GTC) At the Opening (OPG) Immediate Or Cancel (IOC) Fill Or Kill (FOK) Good Till Crossing (GTX) Good Till Date (GTD) At the Close Good Through Crossing At Crossing Good for Time (GFT) Good for auction (GFA) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Normal Flash Background Urgency flag Regular / FX Spot settlement (T+1 or T+2 depending on currency) Cash (TOD / T+0) Next Day (TOM / T+1) T+2 T+3 T+4 Future When And If Issued Sellers Option T+5 Broken date Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). FX Spot Next settlement (Spot+1, aka next day) Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. New Replace Cancel Preliminary (without MiscFees and NetMoney) (Removed/Replaced) Calculated (includes MiscFees and NetMoney) (Removed/Replaced) Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) Reversal Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Close FIFO Open Rolled Close but notify on open Default Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Regular Soft Dollar Step-In Step-Out Soft-dollar Step-In Soft-dollar Step-Out Plan Sponsor Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Accepted (successfully processed) Block level reject Account level reject Received (received not yet processed) Incomplete Rejected by intermediary Allocation pending Reversed Cancelled by intermediary Claimed Refused Pending give-up approval Cancelled Pending take-up approval Reversal pending Identifies status of allocation. Unknown or missing account(s) Incorrect or missing block quantity Incorrect or missing average price Unknown executing broker mnemonic Incorrect or missing commission Unknown OrderID (37) Unknown ListID (66) Other (further in Text (58)) Incorrect or missing allocated quantity Calculation difference Unknown or stale ExecID Mismatched data Unknown ClOrdID Warehouse request rejected Duplicate or missing IndividualAllocId(467) Trade not recognized Trade previously allocated Incorrect or missing instrument Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing settlement instructions Incorrect or missing fees Incorrect or missing tax Unknown or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrrect or missing ProcessCode(81) Other Use Text(58) for further reject reasons. Identifies reason for rejection. New Reply Admin Reply Email message type. Original Transmission Possible Resend Indicates that message may contain information that has been sent under another sequence number. Too late to cancel Unknown order Broker / Exchange Option Order already in Pending Cancel or Pending Replace status Unable to process Order Mass Cancel Request OrigOrdModTime (586) did not match last TransactTime (60) of order Duplicate ClOrdID (11) received Price exceeds current price Price exceeds current price band Invalid price increment Other Code to identify reason for cancel rejection. Broker / Exchange option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Duplicate of a verbally communicated order Stale order Trade along required Invalid Investor ID Unsupported order characteristic Surveillance option Incorrect quantity Incorrect allocated quantity Unknown account(s) Price exceeds current price band Invalid price increment Reference price not available Notional value exceeds threshold Algorithm risk threshold breached A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. Short sell not permitted Short sell rejected due to security pre-borrow restriction Short sell rejected due to account pre-borrow restriction Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. All or None (AON) Market On Close (MOC) (held to close) At the close (around/not held to close) VWAP (Volume Weighted Average Price) In touch with Limit More Behind At the Open Taking a Position At the Market (previously called Current Quote) Ready to Trade Inventory or Portfolio Shown Through the Day Versus Indication - Working Away Crossing Opportunity At the Midpoint Pre-open Axe Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). Axe on bid Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) Axe on offer Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Indicates the party sending message will report trade Indicates the party receiving message must report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is not required to locate Indicates the broker is responsible for locating the stock Indicates whether the broker is to locate the stock in conjunction with a short sell order. Do Not Execute Forex After Security Trade Execute Forex After Security Trade Indicates request for forex accommodation trade to be executed along with security transaction. Unknown security Wrong side Quantity exceeds order No matching order Price exceeds limit Calculation difference No matching ExecutionReport(35=8) Other Reason for execution rejection. Not Natural Natural Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Regulatory (e.g. SEC) Tax Local Commission DEPRECATE - use <CommissionDataGrp> component instead Exchange Fees Stamp Levy Other Markup Consumption Tax Per transaction Conversion Agent Transfer Fee Security Lending Trade reporting Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. Tax on principal amount Tax on accrued interest amount New issuance fee Service fee Odd lot fee Auction fee Value Added tax - VAT Sales tax Indicates type of miscellaneous fee. New Done for day Canceled Replaced Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) Pending Replace (e.g. result of Order Cancel/Replace Request) Trade (partial fill or fill) Trade Correct Trade Cancel Order Status Trade in a Clearing Hold Trade has been released to Clearing Triggered or Activated by System Locked Released Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Multiply Divide Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Default (Replaced) Standing Instructions Provided Specific Allocation Account Overriding (Replaced) Specific Allocation Account Standing (Replaced) Specific Order for a single account (for CIV) Request reject Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** New Cancel Replace Restate Settlement Instructions message transaction type Broker's Instructions Institution's Instructions Investor (e.g. CIV use) Indicates source of Settlement Instructions US Treasury Note (Deprecated Value Use TNOTE) US Treasury Bill (Deprecated Value Use TBILL) Euro Supranational Coupons * Federal Agency Coupon Federal Agency Discount Note Private Export Funding * USD Supranational Coupons * Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Foreign Exchange Contract Non-deliverable forward FX Spot FX Forward FX Swap Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. Credit Default Swap Collar In an interest rate collar, this is a combination of a cap and a floor. Commodity swap Exotic Options on Combo Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. Forward Rate Agreement Future Derivative forward Interest Rate Swap Total return swap Loan/lease Options on Futures Options on Physical - use not recommended Option Spot forward Swap option Transmission General type for a contract based on an established index Bond basket Contract for difference Correlation swap Dividend swap Equity basket Equity forward Return swap Variance swap Common Stock Preferred Stock Repurchase Forward Buy Sellback Securities Loan Securities Pledge Delivery versus pledge Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns * Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended & Restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbriefe * To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Warrant Mutual Fund Multileg Instrument No Security Type Wildcard entry for use on Security Definition Request Cash Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Other DTC SID Thomson ALERT A Global Custodian (StandInstDBName (70) must be provided) AccountNet Identifies the Standing Instruction database used "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement FX Netting FX Swap Identifies the type of Allocation linkage when AllocLinkID (96) is used. Put Call Indicates whether an option contract is a put or call Covered Uncovered Used for derivative products, such as options Details should not be communicated Details should be communicated Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Match Forward Forward and Match Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Target Firm Target List Block Firm Block List Target Person Block Person Indicates the type of RoutingID (217) specified. EONIA EUREPO EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. FutureSWAP LIBID LIBOR (London Inter-Bank Offer) MuniAAA OTHER Pfandbriefe SONIA SWAP Treasury US Federal Reserve fed funds effective rate US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. Euro interbank offer rate Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Alternative Minimum Tax (Y/N) Auto Reinvestment at <rate> or better Bank qualified (Y/N) Bargain conditions (see StipulationValue (234) for values) Coupon range ISO Currency Code Custom start/end date Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) Valuation Discount Insured (Y/N) Year Or Year/Month of Issue (ex. 234=2002/09) Issuer's ticker issue size range Lookback Days Explicit lot identifier Lot Variance (value in percent maximum over- or under-allocation allowed) Maturity Year And Month Maturity range Maximum substitutions (Repo) Minimum denomination Minimum increment Minimum quantity Payment frequency, calendar Number Of Pieces Pools Maximum Pools per Lot Pools per Million Pools per Trade Price Range Pricing frequency Production Year Call protection Purpose Benchmark price source Rating source and range Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible Restricted (Y/N) Market Sector Security Type included or excluded Structure Substitutions frequency (Repo) Substitutions left (Repo) Freeform Text Trade Variance (value in percent maximum over- or under-allocation allowed) Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) Weighted Average Life Coupon - value in percent (exact or range) Weighted Average Loan Age - value in months (exact or range) Weighted Average Maturity - value in months (exact or range) Whole Pool (Y/N) Yield Range Original amount The original issued amount of a mortgage backed security or other loan/asset backed security. Pool effective date Pool initial factor For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. Tranche identifier Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. Substitution (Y/N) Indicates whether substitution is applicable (Y) or (N). Multiple exchange fallback (Y/N) For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. Component security fallback (Y/N) For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). Local jurisdiction (Y/N) "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. Relevant jurisdiction (Y/N) "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. Incurred recovery (Y/N) Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. Additional term Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. Modified equity delivery Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. No reference obligation (Y/N) When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. Unknown reference obligation (Y/N) When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. All guarantees (Y/N) Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. Reference price (Y/N) Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. Reference policy (Y/N) Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. Secured list (Y/N) Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. Average FICO Score Average Loan Size Maximum Loan Balance Pool Identifier Type of Roll trade reference to rolling or closing trade principal of rolling or closing trade interest of rolling or closing trade Available offer quantity to be shown to the street Broker's sales credit Offer price to be shown to internal brokers Offer quantity to be shown to internal brokers The minimum residual offer quantity Maximum order size Order quantity increment Primary or Secondary market indicator Broker sales credit override Trader's credit Discount Rate (when price is denominated in percent of par) Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) Absolute Prepayment Speed Constant Prepayment Penalty Constant Prepayment Rate Constant Prepayment Yield final CPR of Home Equity Prepayment Curve Percent of Manufactured Housing Prepayment Curve Monthly Prepayment Rate Percent of Prospectus Prepayment Curve Percent of BMA Prepayment Curve Single Monthly Mortality For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) After Tax Yield (Municipals) Annual Yield Yield At Issue (Municipals) Yield To Avg Maturity Book Yield Yield to Next Call Yield Change Since Close Closing Yield Compound Yield Current Yield Gvnt Equivalent Yield True Gross Yield Yield with Inflation Assumption Inverse Floater Bond Yield Most Recent Closing Yield Closing Yield Most Recent Month Closing Yield Most Recent Quarter Closing Yield Most Recent Year Yield to Longest Average Life Mark to Market Yield Yield to Maturity Yield to Next Refund (Sinking Fund Bonds) Open Average Yield Previous Close Yield Proceeds Yield Yield to Next Put Semi-annual Yield Yield to Shortest Average Life Simple Yield Tax Equivalent Yield Yield to Tender Date True Yield Yield Value Of 1/32 Yield To Worst Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Not Traded Flat Traded Flat Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full refresh Incremental refresh Specifies the type of Market Data update. book entries to be aggregated book entries should not be aggregated Specifies whether or not book entries should be aggregated. (Not specified) = broker option Bid Offer Trade Index value A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). Opening price Closing price Settlement price Trading session high price Trading session low price Trading session Volume Weighted Average Price (VWAP) Imbalance Trade volume Open interest Composite underlying price Simulated sell price Simulated buy price Margin rate Mid-price Empty book Settle high price Settle low price Prior settle price Session high bid Session low offer Early prices Auction clearing price Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) Daily value adjustment for long positions Cumulative value adjustment for long positions Daily value adjustment for short positions Cumulative value adjustment for short positions Fixing price Cash rate Recovery rate Recovery rate for long positions Recovery rate for short positions Market bid Market offer Short sale minimum price Previous closing price Type of market data entry. Plus Tick Zero-Plus Tick Minus Tick Zero-Minus Tick Direction of the "tick". Open/Active Closed/Inactive Exchange Best Consolidated Best Locked Crossed Depth Fast Trading Non-Firm Manual/Slow Quote Outright Price Implied Price Depth on Offer Depth on Bid Closing News Dissemination Trading Range Order Influx Due to Related News Pending Additional Info Additional Info due to related Resume View of Common Volume Alert Order Imbalance Equipment Changeover No Open / No Resume Regular ETH Automatic Execution Automatic Execution ETH Fast Market ETH Inactive ETH Rotation Rotation ETH Halt Halt ETH Due to News Dissemination Due to News Pending Trading Resume Out of Sequence Bid Specialist Offer Specialist Bid Offer Specialist End of Day SAM Forbidden SAM Frozen SAM PreOpening SAM Opening SAM Open SAM Surveillance SAM Suspended SAM Reserved SAM No Active SAM Restricted Rest of Book VWAP Better Prices in Conditional Orders Median Price Full Curve Flat Curve Space-delimited list of conditions describing a quote. Cash (only) Market Average Price Trade Cash Trade (same day clearing) Next Day (only)Market Opening/Reopening Trade Detail Intraday Trade Detail Rule 127 Trade (NYSE) Rule 155 Trade (AMEX) Sold Last (late reporting) Next Day Trade (next day clearing) Opened (late report of opened trade) Seller Sold (out of sequence) Stopped Stock (guarantee of price but does not execute the order) Imbalance More Buyers (cannot be used in combination with Q) Imbalance More Sellers (cannot be used in combination with P) Opening Price Bargain Condition (LSE) Converted Price Indicator Exchange Last Final Price of Session Ex-pit Crossed Trades resulting from manual/slow quote Trades resulting from intermarket sweep Volume Only Direct Plus Acquisition Bunched Distribution Bunched Sale Split Trade Cancel Stopped Cancel ETH Cancel Stopped ETH Out of Sequence ETH Cancel Last ETH Sold Last Sale ETH Cancel Last Sold Last Sale Cancel Open Cancel Open ETH Opened Sale ETH Cancel Only Cancel Only ETH Late Open ETH Auto Execution ETH Reopen Reopen ETH Adjusted Adjusted ETH Spread Spread ETH Straddle Straddle ETH Stopped Stopped ETH Regular ETH Combo Combo ETH Official Closing Price Prior Reference Price Cancel Stopped Sold Last Stopped Out of Sequence Offical Closing Price (duplicate enumeration - use 'AJ' instead) Crossed (duplicate enumeration - use 'X' instead) Fast Market Automatic Execution Form T Basket Index Burst Basket Trade through exempt Trade ignored prices on away markets. Quote spread Last auction price Trade represents outcome of last auction High price Trade establishes new high price for the session Low price Trade establishes new low price for the session Systematic internalizer Trade conducted by systematic internalizer Away market Trade conducted on away market Mid-point price Trade represents current midpoint price Traded before issue date Trade conducted during subscription phase of new issue Previous closing price Trade represents closing price of previous business day National Best Bid and Offer Trade price within National Best Bid and Offer (NBBO) Implied Trade Marketplace entered trade Multi-asset class multileg trade Multileg-to-Multileg Trade Short Sale Minimum Price Benchmark Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. Type of market data entry. New Change Delete Delete Thru Delete From Overlay Type of Market Data update action. Unknown symbol Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported AggregatedBook Unsupported MDEntryType Unsupported TradingSessionID Unsupported Scope Unsupported OpenCloseSettleFlag Unsupported MDImplicitDelete Insufficient credit Reason for the rejection of a Market Data request. Cancellation / Trade Bust Error Reason for deletion. Daily Open / Close / Settlement entry Session Open / Close / Settlement entry Delivery Settlement entry Expected entry Entry from previous business day Theoretical Price value Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Bankrupt Pending delisting Restricted Identifies a firm's or a security's financial status Ex-Dividend Ex-Distribution Ex-Rights New Ex-Interest Cash Dividend Stock Dividend Non-Integer Stock Split Reverse Stock Split Standard-Integer Stock Split Position Consolidation Liquidation Reorganization Merger Reorganization Rights Offering Shareholder Meeting Spinoff Tender Offer Warrant Special Action Symbol Conversion CUSIP / Name Change Leap Rollover Succession Event Identifies the type of Corporate Action. Accepted Canceled for specific securities Canceled for specific SecurityTypes(167) Canceled for underlying Canceled all Rejected Removed from market Expired Query Quote not found Pending Pass Locked market warning Crossed market warning Canceled due to locked market Canceled due to crossed market Active Canceled Unsolicited quote replenishment Pending end trade Too late to end Traded Traded and removed Identifies the status of the quote acknowledgement. Cancel for one or more securities Cancel for Security Type(s) Cancel for underlying security Cancel All Quotes Cancel specified single quote Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) Cancel by type of quote Cancel quotes by type of quote specified in QuoteType(537) Cancel for Security Issuer Cancel for Issuer of Underlying Security Identifies the type of quote cancel. Unknown symbol (security) Exchange (security) closed Quote Request exceeds limit Too late to enter Unknown quote Duplicate quote Invalid bid/ask spread Invalid price Not authorized to quote security Price exceeds current price band Quote locked - unable to update/cancel Invalid or unknown security issuer Invalid or unknown issuer of underlying security Notional value exceeds threshold Reference price not available Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: No Acknowledgement Acknowledge only negative or erroneous quotes Acknowledge each quote message Summary Acknowledgement Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Manual Automatic Confirm quote Indicates the type of Quote Request being generated Request Security identity and specifications Request Security identity for the specifications provided (name of the security is not supplied) Request List Security Types Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) Symbol SecurityType and or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Type of Security Definition Request. Accept security proposal as-is Accept security proposal with revisions as indicated in the message List of security types returned per request List of securities returned per request Reject security proposal Cannot match selection criteria Type of Security Definition message response. Message is being sent as a result of a prior request Message is being sent unsolicited Indicates whether or not message is being sent as a result of a subscription request or not. Opening delay Trading halt Resume No Open / No Resume Price indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market on Close Imbalance Buy Market on Close Imbalance Sell No Market Imbalance No Market on Close Imbalance ITS Pre-opening New Price Indication Trade Dissemination Time Ready to trade (start of session) Not available for trading (end of session) Not traded on this market Unknown or Invalid Pre-open Opening Rotation Fast Market Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion Post-close No-cancel Identifies the trading status applicable to the transaction. News Dissemination Order Influx Order Imbalance Additional Information News Pending Equipment Changeover Denotes the reason for the Opening Delay or Trading Halt. Halt was not related to a halt of the common stock Halt was due to common stock being halted Indicates whether or not the halt was due to Common Stock trading being halted. Halt was not related to a halt of the related security Halt was due to related security being halted Indicates whether or not the halt was due to the Related Security being halted. Cancel Error Correction Identifies the type of adjustment. Day HalfDay Morning Afternoon Evening After-hours Holiday Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Electronic Open Outcry Two Party Method of trading Testing Simulated Production Trading Session Mode Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected State of the trading session. Cancel New Identifies the Bid Request message type. Was not solicited Was solicited Indicates whether or not the order was solicited. GT corporate action GT renewal / restatement (no corporate action) Verbal change Repricing of order Broker option Partial decline of OrderQty (e.g. exchange initiated partial cancel) Cancel on Trading Halt Cancel on System Failure Market (Exchange) option Canceled, not best Warehouse Recap Peg Refresh Cancel On Connection Loss Cancel On Logout Assign Time Priority Cancelled, Trade Price Violation Cancelled, Cross Imbalance Other The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. Other Unknown ID Unknown Security Unsupported Message Type Application not available Conditionally required field missing Not Authorized DeliverTo firm not available at this time Throttle limit exceeded Throttle limit exceeded, session will be disconnected Throttled messages rejected on request Invalid price increment Code to identify reason for a Business Message Reject message. Related to displayed price Related to market price Related to primary price Related to local primary price Related to midpoint price Related to last trade price Related to VWAP Average Price Guarantee Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. "Non Disclosed" style (e.g. US/European) "Disclosed" sytle (e.g. Japanese) No bidding process Code to identify the type of Bid Request. Sector Country Index Code to identify the type of BidDescriptor (400). Side Value 1 Side Value 2 Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 5-day moving average 20-day moving average Normal market size Other Code to identify the type of liquidity indicator. False True Indicates whether or not to exchange for phsyical. Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. Real-time execution reports (to be discourage) Code to identify the desired frequency of progress reports. Net Gross Code to represent whether value is net (inclusive of tax) or gross. Agency VWAP Guarantee Guaranteed Close Risk Trade Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Closing price at morning session Closing price Current price SQ VWAP through a day VWAP through a morning session VWAP through an afternoon session VWAP through a day except "YORI" (an opening auction) VWAP through a morning session except "YORI" (an opening auction) VWAP through an afternoon session except "YORI" (an opening auction) Strike Open Others Code to represent the basis price type. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points spread) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Fixed cabinet trade price (primarily for listed futures and options) Variable cabinet trade price (primarily for listed futures and options) Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based. Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. Book out all trades on day of execution Accumulate executions until order is filled or expires Accumulate until verbally notified otherwise Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Ack Response Timed Exec Started All Done Alert Code to represent the status type. Net Gross Code to represent whether value is net (inclusive of tax) or gross. In bidding process Received for execution Executing Cancelling Alert All Done Reject Code to represent the status of a list order. Immediate Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) Exchange/switch CIV order - Sell driven Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) Identifies the type of ListExecInst (69). Order cancel request Order cancel/replace request Identifies the type of request that a Cancel Reject is in response to. Single security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. UK National Insurance or Pension Number US Social Security Number US Employer or Tax ID Number Australian Business Number Australian Tax File Number Tax ID Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII/FID Taiwanese Trading Acct Malaysian Central Depository (MCD) number Chinese Investor ID Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code Custom ID schema used between counterparties, trading platforms and repositories. ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) Australian Company Number Australian Registered Body Number CFTC reporting firm identifier Legal Entity Identifier (ISO 17442) LEI Interim identifier An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate / Lending Firm (for short-sales) Fund Manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buy-side firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub-custodian Beneficiary Interested party Regulatory body In the context of regulatory reporting, this identifies the regulator the trade is being reported to. Liquidity provider Entering trader Contra trader Position account The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. Contra Investor ID Transfer to Firm Contra Position Account Contra Exchange Internal Carry Account Order Entry Operator ID Secondary Account Number Foreign Firm Third Party Allocation Firm Claiming Account Asset Manager Pledgor Account Pledgee Account Large Trader Reportable Account Trader mnemonic Sender Location Session ID Acceptable Counterparty Unacceptable Counterparty Entering Unit Executing Unit Introducing Broker Quote originator Report originator Systematic internaliser (SI) Multilateral Trading Facility (MTF) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Regulated Market (RM) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market Maker Investment Firm Host Competent Authority (Host CA) Home Competent Authority (Home CA) Competent Authority of the most relevant market in terms of liquidity (CAL) Competent Authority of the Transaction (Execution) Venue (CATV) Reporting intermediary (medium/vendor via which report has been published) Execution Venue Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market data entry originator Location ID Desk ID Market data market Allocation Entity Prime Broker providing General Trade Services Step-Out Firm (Prime Broker) BrokerClearingID Central Registration Depository (CRD) Clearing Account Acceptable Settling Counterparty Unacceptable Settling Counterparty CLS Member Bank In Concert Group In Concert Controlling Entity Large Positions Reporting Account Settlement Firm Settlement account The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. Reporting Market Center Related Reporting Market Center Away Market Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Give-up (trading) firm Take-up (trading) firm Take-up clearing firm Originating Market Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. Margin account Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. Collateral asset account The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. Data repository Multiple instances of this PartyRole may appear for reporting purposes. Calculation agent Sender of exercise notice Receiver of exercise notice Rate reference bank The bank providing the reference rate. Multiple instance of this PartyRole may appear. Correspondent Beneficiary's bank or depository institution The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. Borrower Primary obligator Guarantor Excluded reference entity Determining party Hedging party Reporting entity The entity that is reporting the information. Sales person The person who is involved in the sales activities for their firm. Operator The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. Central Securities Depository (CSD) International Central Securities Depository (ICSD) Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Round to nearest Round down Round up Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Direct Credit (BECS, BACS) ACH Credit BPAY High Value Clearing System HVACS Reinvest In Fund A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Yes No - Execution Only No - Waiver agreement No - Institutional For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. Passed Not Checked Exempt - Below the Limit Exempt - Client Money Type exemption Exempt - Authorised Credit or financial institution A one character code identifying Money laundering status. Bid price Creation price Creation price plus adjustment percent Creation price plus adjustment amount Offer price Offer price minus adjustment percent Offer price minus adjustment amount Single price For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. New Cancel Replace Release Reverse Cancel Due To Back Out of Trade Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Debit Card Direct Debit (BECS) Direct Credit (BECS) Credit Card ACH Debit ACH Credit BPAY High Value Clearing System (HVACS) CHIPS S.W.I.F.T. CHAPS SIC euroSIC A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties None/Not Applicable (default) Maxi ISA (UK) TESSA (UK) Mini Cash ISA (UK) Mini Stocks And Shares ISA (UK) Mini Insurance ISA (UK) Current Year Payment (US) Prior Year Payment (US) Asset Transfer (US) Employee - prior year (US) Employee - current year (US) Employer - prior year (US) Employer - current year (US) Non-fund prototype IRA (US) Non-fund qualified plan (US) Defined contribution plan (US) Individual Retirement Account (US) Individual Retirement Account - Rollover (US) KEOGH (US) Profit Sharing Plan (US) 401(k) (US) Self-directed IRA (US) 403(b) (US) 457 (US) Roth IRA (Fund Prototype) (US) Roth IRA (Non-prototype) (US) Roth Conversion IRA (Fund Prototype) (US) Roth Conversion IRA (Non-prototype) (US) Education IRA (Fund Prototype) (US) Education IRA (Non-prototype) (US) Other For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties No Yes A one character code identifying whether the Fund based renewal commission is to be waived. Accepted Rejected Held Reminder - i.e. Registration Instructions are still outstanding Registration status as returned by the broker or (for CIV) the fund manager: Invalid/unacceptable Account Type Invalid/unacceptable Tax Exempt Type Invalid/unacceptable Ownership Type Invalid/unacceptable No Reg Details Invalid/unacceptable Reg Seq No Invalid/unacceptable Reg Details Invalid/unacceptable Mailing Details Invalid/unacceptable Mailing Instructions Invalid/unacceptable Investor ID Invalid/unaceeptable Investor ID Source Invalid/unacceptable Date Of Birth Invalid/unacceptable Investor Country Of Residence Invalid/unacceptable No Distrib Instns Invalid/unacceptable Distrib Percentage Invalid/unacceptable Distrib Payment Method Invalid/unacceptable Cash Distrib Agent Acct Name Invalid/unacceptable Cash Distrib Agent Code Invalid/unacceptable Cash Distrib Agent Acct Num Other Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: New Cancel Replace Identifies Registration Instructions transaction type Joint Investors Tenants in Common Joint Trustees The relationship between Registration parties. Commission amount (actual) Commission percent (actual) Initial Charge Amount Initial Charge Percent Discount Amount Discount Percent Dilution Levy Amount Dilution Levy Percent Exit Charge Amount Exit Charge Percent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) Fund-Based Renewal Commission Amount (based on Order value) Fund-Based Renewal Commission Amount (based on Projected Fund value) Net Settlement Amount Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Individual investor Public company Private company Individual trustee Company trustee Pension plan Custodian under Gifts to Minors Act Trusts Fiduciaries Networking sub-account Non-profit organization Corporate body Nominee Institutional customer Combined Representing more than one type of beneficial owner account. Member firm employee or associated person Market making account Proprietary account Non-broker-dealer Unknown beneficial owner type Error account of firm Identifies the type of owner. Agency Proprietary Individual Principal For some markets Principal may include Proprietary. Riskless Principal Agent for Other Member Mixed capacity Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Program Trade Index Arbitrage Non-Index Arbitrage Competing Market Maker Acting as Market Maker or Specialist in the security Acting as Market Maker or Specialist in the underlying security of a derivative security Foreign Entity (of foreign government or regulatory jurisdiction) External Market Participant External Inter-connected Market Linkage Riskless Arbitrage Issuer Holding Issue Price Stabilization Non-algorithmic Algorithmic Cross Insider Account Significant Shareholder Normal Course Issuer Bid (NCIB) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Cancel orders for a security Cancel orders for an underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Cancel Request. Cancel Request Rejected - See MassCancelRejectReason (532) Cancel orders for a security Cancel orders for an Underlying Security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel All Orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel Orders for a Securities Issuer Cancel Orders for Issuer of Underlying Security Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Mass Cancel Not Supported Invalid or Unknown Security Invalid or Unkown Underlying security Invalid or Unknown Product Invalid or Unknown CFICode Invalid or Unknown SecurityType Invalid or Unknown Trading Session Invalid or unknown Market Invalid or unkown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Cancel Request was rejected Indicative Tradeable Restricted tradeable Counter (tradeable) Initially tradeable Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. Cash Margin Open Margin Close Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. Local Market (Exchange, ECN, ATS) National Global Specifies the market scope of the market data. Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request Defines how a server handles distribution of a truncated book. Defaults to broker option. All-or-none cross A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. Immediate-or-cancel cross A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. One sided cross A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. Cross executed against book A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. Basis cross A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. Contingent cross A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. Volume-weighted-average-price (VWAP) cross A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. Special trading session cross A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. Customer to customer cross Cross order where both sides of the cross represent agency orders. Type of cross being submitted to a market None Buy side is prioritized Sell side is prioritized Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). One Side Both Sides Number of Side repeating group instances. Symbol SecurityType and/or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Identifies the type/criteria of Security List Request Valid request Invalid or unsupported request No instruments found that match selection criteria Not authorized to retrieve instrument data Instrument data temporarily unavailable Request for instrument data not supported The results returned to a Security Request message Report by mulitleg security only (do not report legs) Report by multileg security and by instrument legs belonging to the multileg security Report by instrument legs belonging to the multileg security only (do not report status of multileg security) Indicates the method of execution reporting requested by issuer of the order. Unknown or invalid TradingSessionID Other Indicates the reason a Trading Session Status Request was rejected. All Trades Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) Unmatched trades that match criteria Unreported trades that match criteria Advisories that match criteria Type of Trade Capture Report. Not reported to counterparty or market Previously reported to counterparty or market In the context of MiFID II when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). Indicates if the trade capture report was previously reported to the counterparty or market. Compared, matched or affirmed Uncompared, unmatched, or unaffirmed Advisory or alert The status of this trade with respect to matching or comparison. One-Party Trade Report (privately negotiated trade) Two-Party Trade Report (privately negotiated trade) Confirmed Trade Report (reporting from recognized markets) Auto-match Cross Auction Counter-Order Selection Call Auction Issuing/Buy Back Auction Systematic Internalizer Auto-match with last look Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. Cross auction with last look Execution that arises from a match against orders or quotes which require a confirmation during an auction. ACT Accepted Trade ACT Default Trade ACT Default After M2 ACT M6 Match Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) Compared records resulting from stamped advisories or specialist accepts/pair-offs Summarized match using A1 exact match criteria except quantity is summaried Summarized match using A2 exact match criteria except quantity is summarized Summarized match using A3 exact match criteria except quantity is summarized Summarized match using A4 exact match criteria except quantity is summarized Summarized match using A5 exact match criteria except quantity is summarized Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match Summarized match minus badges and times: ACT M2 Match OCS Locked In: Non-ACT The point in the matching process at which this trade was matched. Treat as round lot (default) Treat as odd lot This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Process normally Exclude from all netting Bilateral netting only Ex clearing Special trade Multilateral netting Clear against central counterparty Exclude from central counterparty Manual mode (pre-posting and/or pre-giveup) Automatic posting mode (trade posting to the position account number specified) Automatic give-up mode (trade give-up to the give-up destination number specified) Qualified Service Representative QSR Customer trade Self clearing Buy-in Eligibility of this trade for clearing and central counterparty processing. Account is carried on customer side of the books Account is carried on non-customer side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Equities specialist Options market maker Options firm account Type of account associated with an order Member trading for their own account Clearing firm trading for its proprietary account Member trading for another member All other Retail customer An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Status for orders for a Security Status for orders for an Underlying Security Status for orders for a Product Status for orders for a CFICode Status for orders for a SecurityType Status for orders for a trading session Status for all orders Status for orders for a PartyID Status for Security Issuer Status for Issuer of Underlying Security Mass Status Request Type Can trigger booking without reference to the order initiator ("auto") Speak with order initiator before booking ("speak first") Accumulate Indicates whether or not automatic booking can occur. Each partial execution is a bookable unit Aggregate partial executions on this order, and book one trade per order Aggregate executions for this symbol, side, and settlement date Indicates what constitutes a bookable unit. Pro rata Do not pro-rata - discuss first Indicates the method of preallocation. Pre-Trading Opening or opening auction (Continuous) Trading Closing or closing auction Post-Trading Scheduled intraday auction Quiescent Any auction Unscheduled intraday auction An unscheduled intraday auction might be triggered by a circuit breaker. Out of main session trading In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. Private auction An auction phase where only two parties participate. Public auction An auction phase where all trading parties participate. Group auction An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Calculated (includes MiscFees and NetMoney) Preliminary (without MiscFees and NetMoney) Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) Ready-To-Book single order Buyside Ready-To-Book - combined set of orders (replaced) Warehouse instruction Request to intermediary Accept Reject Accept Pending Incomplete group Complete group Reversal Pending Reopen group Cancel group Give-up Take-up Refuse take-up Initiate reversal Reverse Refuse reversal Sub-allocation give-up Approve give-up Approve take-up Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 1st year delegate trading for own account 2nd year delegate trading for own account 3rd year delegate trading for own account 4th year delegate trading for own account 5th year delegate trading for own account 6th year delegate trading for own account CBOE Member Non-member and Customer Equity Member and Clearing Member Full and Associate Member trading for own account and as floor brokers 106.H and 106.J firms GIM, IDEM and COM Membership Interest Holders Lessee 106.F Employees All other ownership types Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Order has been accepted but not yet in a working state Order is currently being worked Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Priority unchanged Lost Priority as result of order change Indicates if a Cancel/Replace has caused an order to lose book priority. Does not consitute a Legal Confirm Legal Confirm Indicates that this message is to serve as the final and legal confirmation. Unknown Symbol (Security) Exchange (Security) Closed Quote Request Exceeds Limit Too Late to enter Invalid Price Not Authorized To Request Quote No Match For Inquiry No Market For Instrument No Inventory Pass Insufficient credit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: BIC SID Code TFM (GSPTA) OMGEO (Alert ID) DTCC Code Other (custom or proprietary) Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Received Mismatched Account Missing Settlement Instructions Confirmed Request Rejected Identifies the status of the Confirmation. New Replace Cancel Identifies the Confirmation transaction type. Book Entry (default) Bearer Identifies the form of delivery. Par For Par Modified Duration Risk Proceeds For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed Amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points relative to benchmark) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Spread (swaps) Yield Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Hit/Lift Counter Expired Cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). Done away Trade was done with another quote provider. Pass End trade Timed out Tied Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. Tied cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. Identifies the type of Quote Response. Allocation Trade Qty Option Assignment As-of Trade Qty Delivery Qty Electronic Trade Qty Option Exercise Qty End-of-Day Qty Intra-spread Qty Inter-spread Qty Adjustment Qty Pit Trade Qty Start-of-Day Qty Integral Split Transaction from Assignment Total Transaction Qty Transaction Quantity Transfer Trade Qty Transaction from Exercise Cross Margin Qty Receive Quantity Corporate Action Adjustment Delivery Notice Qty Exchange for Physical Qty Privately negotiated Trade Qty (Non-regulated) Net Delta Qty Credit Event Adjustment Succession Event Adjustment Net Qty Gross Qty Intraday Qty Gross non-delta-adjusted swaption position Delta-adjusted paired swaption position Expiring quantity The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. Quantity not exercised The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. Requested exercise quantity The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. Cash futures equivalent quantity Used to identify the type of quantity that is being returned. Submitted Accepted Rejected Status of this position. Cash amount (corporate event) Cash residual amount Final mark-to-market amount Incremental mark-to-market Premium amount Start of day mark-to-market Trade variation amount Value adjusted amount Settlement value Initial trade coupon amount Accrued coupon amount Coupon amount Incremental accrued coupon Collateralized mark-to-market Incremental collateralized mark-to-market Compensation amount Total banked amount Total collateralized amount Long paired swap or swaption notional value Short paired swap or swaption notional value Start-of-day accrued coupon Net present value Start-of-day net present value Net cash flow Present value of all fees Present value of one basis points Change in value if yield curve shifts 0.01%. The five year equivalent notional amount Undiscounted mark-to-market Mark-to-model Mark-to-market variance Mark-to-model variance Upfront payment Type of Position amount Exercise Do not exercise Position adjustment Position change submission / margin disposition Pledge Large trader submission Large positions reporting submission Long holdings Internal transfer Changes due to transfer of positions within a firm. Transfer of firm Changes due to transfer of all positions of a firm. External transfer Changes due to transfer of positions between firms. Corporate action Notification Information about a position that has been chosen for assignment. Position creation Changes due to an option exercise causing a new futures position to be created. Close out Information about a position that has been closed out. Reopen Information about a position that has been reopened, i.e. reversal of a close out. Identifies the type of position transaction. New Used to increment the overall transaction quantity. Replace Used to override the overall transaction quantity or specific add messages based on the reference ID. Cancel Used to remove the overall transaction quantity or specific add messages based on the reference ID. Reverse Used to completelly back-out the transaction such that the transaction never existed. Maintenance Action to be performed. Intraday Regular Trading Hours Electronic Trading Hours End Of Day Identifies a specific settlement session Process request as margin disposition Delta plus Delta minus Final Customer specific position Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Accepted Accepted With Warnings Rejected Completed Completed With Warnings Status of Position Maintenance Request Successful Completion - no warnings or errors Rejected Other Result of Position Maintenance Request. Positions Trades Exercises Assignments Settlement Activity Backout Message Delta Positions Net Position Large Positions Reporting Exercise Position Reporting Submission Position Limit Reporting Submission Used to specify the type of position request being made. In-band (default) Transport of the request was sent over in-band. Out of band Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). Valid request Invalid or unsupported request No positions found that match criteria Not authorized to request positions Request for position not supported Other (use Text (58) in conjunction with this code for an explaination) Result of Request for Positions. Completed Completed With Warnings Rejected Status of Request for Positions Final Theoretical Type of settlement price Pro rata Random Method by which short positions are assigned to an exercise notice during exercise and assignment processing Automatic Manual Exercise Method used to in performing assignment. Successful (default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid transport type requested Invalid destination requested TradeRequestType not supported Not authorized Other Result of Trade Request Accepted Completed Rejected Status of Trade Request. Successful (default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Price exceeds current price band Reference price not available Notional value exceeds threshold Other Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Single Security (default if not specified) Individual leg of a multileg security Multileg Security Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Execution time Time in Time out Broker receipt Broker execution Desk receipt Submission to clearing Time priority Orderbook entry time Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. Order submission time Time the order was sent by the submitter. Publicly reported Public report updated Non-publicly reported Non-public report updated Submitted for confirmation Updated for confirmation Confirmed Updated for clearing Cleared Allocations submitted Allocations updated Application completed Submitted to repository Post-trade continuation event Post-trade valuation Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Status Confirmation Confirmation Request Rejected (reason can be stated in Text (58) field) Identifies the type of Confirmation message being sent. Incorrect or missing account Incorrect or missing settlement instructions Unknown or missing IndividualAllocId(467) Transaction not recognized Duplicate transaction Incorrect or missing instrument Incorrect or missing price Incorrect or missing commission Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing quantity Incorrect or missing fees Incorrect or missing tax Incorrect or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrect or missing capacity Other Use Text(58) for further reject reasons. Identifies the reason for rejecting a Confirmation. Regular booking CFD (Contract for difference) Total Return Swap Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Use default instructions Derive from parameters provided Full details provided SSI DB IDs provided Phone for instructions Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Cash Securities Used to indicate whether a delivery instruction is used for securities or cash settlement. Overnight Term Flexible Open Type of financing termination. Unable to process request Unknown account No matching settlement instructions found Other Identifies reason for rejection (of a settlement instruction request message). Preliminary request to intermediary Sellside calculated using preliminary (includes MiscFees and NetMoney) Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) Warehouse recap Request to intermediary Accept Reject Accept Pending Complete Reverse Pending Give-up Take-up Reversal Alleged reversal Sub-allocation give-up Describes the specific type or purpose of an Allocation Report message Original details incomplete/incorrect Change in underlying order details Cancelled by give-up firm Other Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Account is carried pn customer side of books Account is carried on non-customer side of books House trader Floor trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Type of account associated with a confirmation or other trade-level message Firm Person System Application Full legal name of firm Postal address Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant member code Registered address Fund account name Telex number Fax number Securities account name Cash account name Department Location desk Position account type Security locate ID Market maker Eligible counterparty Professional client Location Execution venue Currency delivery identifier Address City Address State/Province Address Postal Code Address Street Address Country (ISO country code) ISO country code Market segment Customer account type Omnibus account Funds segregation type Guarantee fund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). Swap dealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". Major participant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. Financial entity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. U.S. person A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. Reporting entity indicator Indicates the entity obligated to report to their regulator. Set PartySubID(523)=Y if true. Elected clearing requirement exception Business center Reference text Short-marking exempt account Parent firm identifier Implementation-specific identifier of this party's parent entity. Parent firm name Full name of this party's parent entity. Deal identifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. System trade identifier System trade sub-identifier Futures Commission Merchant (FCM) code The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. Delivery terminal customer account/code Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. Voluntary reporting entity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. Reporting obligation jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. Voluntary reporting jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. Company activities For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. European Economic Area domiciled ID values: Y or N Contract linked to commercial or treasury financing for this counterparty ID values: Y or N Contract above clearing threshold for this counterparty ID values: Y or N Voluntary reporting party When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. End user When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. Location or jurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Derivatives dealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Exempt from recognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Type of PartySubID(523) value. Pending Accept Pending Release Pending Reversal Accept Block Level Reject Account Level Reject Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" No Action Taken Queue Flushed Overlay Last End Session Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. No Action Taken Queue Flushed Overlay Last End Session Action to take to resolve an application message queue (backlog). No average pricing Trade is part of an average price group identified by the AvgPxGroupID(1731) Last trade is the average price group identified by the AvgPxGroupID(1731) Average Pricing Indicator Allocation not required Allocation required (give-up trade) allocation information not provided (incomplete) Use allocation provided with the trade Allocation give-up executor Allocation from executor Allocation to claim account Trade split Identifies if, and how, the trade is to be allocated or split. Expire on trading session close (default) Expire on trading session open Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) Part of trading cycle when an instrument expires. Field is applicable for derivatives. Regular trade Block trade Exchange for physical (EFP) Transfer Late trade T trade Weighted average price trade Bunched trade Late bunched trade Prior reference price trade After hours trade Exchange for risk (EFR) Exchange for swap (EFS) Exchange of futures for in market futures (EFM) For example full sized for mini. Exchange of options for options (EOO) Trading at settlement All or none Futures large order execution Exchange of futures for external market futures (EFF) Option interim trade Option cabinet trade Privately negotiated trade Substitution of futures for forwards Non-standard settlement Derivative related transaction Portfolio trade Volume weighted average trade Exchange granted trade Repurchase agreement OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. Exchange basis facility (EBF) Opening trade Netted trade Block swap trade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. Credit event trade Succession event trade Give-up Give-in trade Dark trade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. Technical trade Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. Package trade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. Error trade Special cum dividend (CD) Special ex dividend (XD) Special cum coupon (CC) Special ex coupon (XC) Cash settlement (CS) Special price (SP) Usually net or all-in price. Guaranteed delivery (GD) Special cum rights (CR) Special ex rights (XR) Special cum capital repayments (CP) Special ex capital repayments (XP) Special cum bonus (CB) Special ex bonus (XB) Block trade The same as large trade. Worked principal trade Block trades Name change Portfolio transfer Prorogation buy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. Prorogation sell See prorogation buy. Option exercise Delta neutral transaction Financing transaction Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. CMTA Internal transfer or adjustment External transfer or transfer of account Reject for submitting side Advisory for contra side Offset due to an allocation Onset due to an allocation Differential spread Implied spread leg executed against an outright Transaction from exercise Transaction from assignment ACATS Off Hours Trade On Hours Trade OTC Quote Converted SWAP Wash Trade Trade at Settlement Identifies a trade that will be priced using the settlement price. Auction Trade Trade at Marker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. Default (Credit Event) Restructuring (credit event) Merger (succession event) Spin-off (succession event) Multilateral compression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. AI (Automated input facility disabled in response to an exchange request.) B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) K (Transaction using block trade facility.) LC (Correction submitted more than three days after publication of the original trade report.) M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) NR (Non-risk transaction in a SEATS security other than an AIM security) P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) PA (Protected transaction notification) PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) PN (Worked principal notification for a portfolio transaction which includes order book securities) R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) T (If reporting a single protected transaction) WN (Worked principal notification for a single order book security) WT (Worked principal transaction (other than a portfolio transaction)) Crossed Trade (X) Interim Protected Trade (I) Large in Scale (L) Further qualification to the trade type Floating (default) Fixed Describes whether peg is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Peg Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) Type of Peg Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the peg Floating (default) Fixed Describes whether discretionay price is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Discretion Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) Type of Discretion Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the discretion VWAP Participate (i.e. aim to be x percent of the market volume) Mininize market impact The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Added Liquidity Removed Liquidity Liquidity Routed Out Auction Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Do Not Report Trade Report Trade Indicates if a trade should be reported via a market reporting service. Dealer Sold Short Dealer Sold Short Exempt Selling Customer Sold Short Selling Customer Sold Short Exempt Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short QSR or AGU Contra Side Sold Short Exempt Reason for short sale. Units (shares, par, currency) Contracts Unit of Measure per Time Unit Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Submit Alleged Accept Decline Addendum No/Was Trade Report Cancel (Locked-In) Trade Break Defaulted Invalid CMTA Pended Alleged New Alleged Addendum Alleged No/Was Alleged Trade Report Cancel Alleged (Locked-In) Trade Break Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). Type of Trade Report Not specified Explicit list provided Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Put Call Tender Sinking fund call Activation Inactivation Last eligible trade date Swap start date Swap end date Swap roll date Swap next start date Swap next roll date First delivery date Last delivery date Initial inventory due date Final inventory due date First intent date Last intent date Position removal date Minimum notice Deliver start time Delivery end time First notice date The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. Last notice date The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. First exercise date Redemption date Trade continuation effective date Other Code to represent the type of event Flat (securities pay interest on a current basis but are traded without interest) Zero coupon Interest bearing (for Euro commercial paper when not issued at discount) No periodic payments Variable rate Less fee for put Stepped coupon Coupon period (if not semi-annual) Supply redemption date in the InstrAttribValue(872) field. When [and if] issued Original issue discount Callable, puttable Escrowed to Maturity Escrowed to redemption date - callable Supply redemption date in the InstrAttribValue(872) field. Pre-refunded In default Unrated Taxable Indexed Subject To Alternative Minimum Tax Original issue discount price Supply price in the InstrAttribValue(872) field. Callable below maturity value Callable without notice by mail to holder unless registered Price tick rules for security Trade type eligibility details for security Instrument denominator Instrument numerator Instrument price precision Instrument strike price Tradeable indicator Instrument is eligible to accept anonymous orders Minimum guaranteed fill volume Minimum guaranteed fill status Trade at settlement (TAS) eligibility Test instrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. Dummy instrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. Negative settlement price eligibility Negative strike price eligibility US standard contract indicator Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf Text Supply the text value in InstrAttribValue(872). Code to represent the type of instrument attribute 3(a)(3) Arising out of a current transaction with a maturity less than 9 months. 4(2) Issued not involving any public offering. 3(a)(2) Issued or guaranteed by the US, state or territorial government. 3(a)(3) & 3(c)(7) Combination of 3(a)(3) and 3(c)(7). 3(a)(4) Religious, education, benevolent, fraternal, charitable or reformatory purposes. 3(a)(5) Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. 3(a)(7) Issued by a receiver or trustee in bankruptcy. 3(c)(7) Qualified hedge-fund under the Investment Company Act of 1940. Other The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. Absolute Per Unit Percentage Defines the unit for a miscellaneous fee. Not Last Message Last Message Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Initial Scheduled Time Warning Margin Deficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. Margin Excess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. Forward Collateral Demand Event of default Adverse tax event Transfer deposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. Transfer withdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. Reason for Collateral Assignment Trade Date GC Instrument Collateral Instrument Substitution Eligible Not Assigned Partially Assigned Fully Assigned Outstanding Trades (Today < end date) Collateral inquiry qualifiers: New Replace Cancel Release Reverse Collateral Assignment Transaction Type Received Accepted Declined Rejected Transaction pending The collateral assignment transaction is pending at the recipient. Transaction completed with warning - see Text(58) for further information. The collateral assignment transaction was accepted and completed but with warnings. Type of collateral assignment response. Unknown deal (order / trade) Unknown or invalid instrument Unauthorized transaction Insufficient collateral Invalid type of collateral Excessive substitution Other Collateral Assignment Reject Reason Unassigned Partially Assigned Assignment Proposed Assigned (Accepted) Challenged Collateral Status Not last message Last message Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment "Free": Deliver (if sell) or Receive (if buy) Free Tri-Party Hold In Custody Identifies type of settlement Log On User Log Off User Change Password For User Request Individual User Status Request Throttle Limit Indicates the action required by a User Request Message Logged In Not Logged In User Not Recognised Password Incorrect Password Changed Other Forced user logout by Exchange Session shutdown warning Throttle parameters changed Indicates the status of a user Connected Not Connected - down expected up Not Connected - down expected down In Process Indicates the status of a network connection Snapshot Subscribe Stop Subscribing Level of Detail, then NoCompID's becomes required Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Full Incremental Update Indicates the type of Network Response Message. Accepted Rejected Cancelled Accepted with errors Pending New Pending Cancel Pending Replace Terminated Pending verification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. Deemed verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. Trade Report Status Received Confirm rejected, i.e. not affirmed Affirmed Specifies the affirmation status of the confirmation. Retain Add Remove Action proposed for an Underlying Instrument instance. Accepted Accepted With Warnings Completed Completed With Warnings Rejected Status of Collateral Inquiry Successful (default) Invalid or unknown instrument Invalid or unknown collateral type Invalid Parties Invalid Transport Type requested Invalid Destination requested No collateral found for the trade specified No collateral found for the order specified Collateral inquiry type not supported Unauthorized for collateral inquiry Other (further information in Text (58) field) Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Int Length NumInGroup SeqNum TagNum float Qty Price PriceOffset Amt Percentage Char Boolean String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp Tenor Datatype of the parameter Active Instrument is active, i.e. trading is possible. Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. Active, closing orders only Instrument is active but only orders closing positions (reducing risk) are allowed. Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. Knocked-out Instrument has breached a pre-defined price threshold. Knock-out revoked Instrument reinstated, i.e. threshold has not been breached. Pending Expiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. Suspended Instrument has been temporarily disabled for trading (i.e. halted). Published Instrument information is provided prior to its first activation. Pending Deletion Instrument is awaiting deletion from security reference data. Used for derivatives. Denotes the current state of the Instrument. FIXED DIFF Used for derivatives that deliver into cash underlying. T+1 T+3 T+4 Indicates order settlement period for the underlying instrument. Add Delete Modify Auto Exercise Non Auto Exercise Final Will Be Exercised Contrary Intention Difference Expiration Quantity type Sub Allocate Third Party Allocation Identifies whether the allocation is to be sub-allocated or allocated to a third party Billion cubic feet Cubic Meters gigajoules Kilowatt hours One Million BTU Megawatt hours therms Equal to 100,000 BTU Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt-Year Kilowatt-Day Kilowatt-Hour Kilowatt-Month Kilowatt-Minute (electrical capacity) liters pounds Megawatt-Year Megawatt-Day Megawatt-Hour Megawatt-Month Megawatt-Minute Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Hour Minute Second Day Week Month Year Quarter Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Automatic Guarantor Manual Broker assigned Specifies the method under which a trade quantity was allocated. false - trade is not an AsOf trade true - trade is an AsOf trade A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Top of Book Price Depth Order Depth Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Book Off-Book Cross Quote driven market Examples for quote driven markets are market maker or specialist market models. Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Used to describe the origin of the market data entry. Phone simple Phone complex FCM provided screen Other provided screen Client provided platform controlled by FCM Client provided platform direct to exchange Algo engine Price at execution (price added at initial order entry, trading, middle office or time of give-up) Desk - electronic Desk - pit Client - electronic Client - pit Add-on order All or none Conditional order Cash not held Delivery instructions - cash Directed order Discretionary limit order Exchange for physical transaction Fill or kill Intraday cross Imbalance only Immediate or cancel Intermarket sweep order Limit on open Limit on Close Market at Open Market at close Market on open Market on close Merger related transfer position Minimum quantity Market to limit Delivery instructions - next day Not held Options related transaction Over the day Pegged Reserve size order Stop stock transaction Scale Delivery instructions - sellers option Time order Trailing stop Work Stay on offerside Go along Participate do not initiate Strict scale Try to scale Stay on bidside No cross OK to cross Call first Percent of volume Reinstate on system failure Institution only Reinstate on trading halt Cancel on trading half Last peg Mid-price peg Non-negotiable Opening peg Market peg Cancel on system failure Primary peg Suspend Fixed peg to local best bid or offer at time of order Peg to VWAP Trade along Try to stop Cancel if not best Strict limit Ignore price validity checks Peg to Limit Price Work to target strategy G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. FINRA OATS FIA Execution Source Code Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Agency Arbitrage Block trading Convertible desk Central risk books Derivatives Equity capital markets International Institutional Other Preferred trading Proprietary Program trading Sales Swaps Trading desk or system non-market maker Treasury Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. FINRA OATS Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Add-on Order All or None Cash Not Held Directed Order Exchange for Physical Transaction Fill or Kill Imbalance Only Immediate or Cancel Limit On Open Limit on Close Market at Open Market at Close Market on Open Market On Close Minimum Quantity Not Held Over the Day Pegged Reserve Size Order Stop Stock Transaction Scale Time Order Trailing Stop Work Codes that apply special information that the broker-dealer needs to report. Received, not yet processed Accepted Don't know / Rejected The status of this execution acknowledgement message. Specific Deposit General conveys how the collateral should be/has been applied Divide Multiply Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Open Close Rolled FIFO Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Agent Principal Riskless Principal Identifies role of dealer; Agent, Principal, RisklessPrincipal Pro rata Random Method under which assignment was conducted Order initiator is aggressor Order initiator is passive Used to identify whether the order initiator is an aggressor or not in the trade. Indicative Tradeable Restricted Tradeable Counter Indicative and Tradeable Identifies market data quote type. SecondaryOrderID(198) OrderID(37) MDEntryID(278) QuoteEntryID(299) Original order ID QuoteID(117) QuoteReqID(131) Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Immediate (after each fill) Exhaust (when DisplayQty = 0) Instructs when to refresh DisplayQty (1138). Initial (use original DisplayQty) New (use RefreshQty) Random (randomize value) Undisclosed (invisible order) Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Odd Lot Round Lot Block Lot Round lot based upon UnitOfMeasure(996) Defines the lot type assigned to the order. Last peg (last sale) Mid-price peg (midprice of inside quote) Opening peg Market peg Primary peg (primary market - buy at bid or sell at offer) Peg to VWAP Trailing Stop Peg Peg to Limit Price Short sale minimum price Peg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). Defines the type of peg. Partial Execution Specified Trading Session Next Auction Price Movement On Order Entry or order modification entry Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Activate Modify Cancel Defines the type of action to take when the trigger hits. Best Offer Last Trade Best Bid Best Bid or Last Trade Best Offer or Last Trade Best Mid The type of price that the trigger is compared to. None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Trigger if the price of the specified type goes UP to or through the specified Trigger Price. Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. The side from which the trigger price is reached. Market Limit The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. Order Quote Privately Negotiated Trade Multileg order Linked order Quote Request Implied Order Cross Order Streaming price (quote) Internal Cross Order Defines the type of interest behind a trade (fill or partial fill). Trade confirmation Two-party report One-party report for matching One-party report for pass through Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. Automated floor order routing Two-party report for claim One-party report Third-party report for pass through Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. FIX27 FIX30 FIX40 FIX41 FIX42 FIX43 FIX44 FIX50 FIX50SP1 FIX50SP2 Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release BIC (Bank Identification Code) (ISO 9362) Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code ISO Country Code MIC (ISO 10383 - Market Identifier Code) The ID source of ExDestination Not implied Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument Implied-out - The existence of the underlying legs are implied by the multi-leg instrument Both Implied-in and Implied-out Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Preliminary Final Used to identify the reporting mode of the settlement obligation which is either preliminary or final Cancel New Replace Restate Transaction Type - required except where SettlInstMode is 5=Reject SSI request Instructions of Broker Instructions for Institution Investor Buyer's settlement instructions Seller's settlement instructions Used to identify whether these delivery instructions are for the buyside or the sellside. Accepted Rejected Removed from Market Expired Locked Market Warning Cross Market Warning Canceled due to Lock Market Canceled due to Cross Market Active Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Private Quote Public Quote Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. All market participants Specified market participants All Market Makers Primary Market Maker(s) Specifies the type of respondents requested. Order imbalance, auction is extended Trading resumes (after Halt) Price Volatility Interruption Change of Trading Session Change of Trading Subsession Change of Security Trading Status Change of Book Type Change of Market Depth Corporate action Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Exchange Last High / Low Price Average Price (VWAP, TWAP ... ) Turnover (Price * Qty) Type of statistics Customer Quantity of retail investors. Customer professional Quantity of high-volume investors acting similar to broker-dealers. Do not trade through Quantity that cannot trade through the away markets. Specifies the type of secondary size. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. European American Bermuda Other Type of exercise of a derivatives security Standard, money per unit of a physical Index Interest rate Index Percent of Par Method for price quotation premium style futures style mark-to-market futures style with an attached cash adjustment CDS style collateralization of market to market and coupon CDS in delivery - use recovery rate to calculate obligation Specifies the type of valuation method applied. pre-listed only user requested Indicates whether instruments are pre-listed only or can also be defined via user request Regular trading Variable cabinet Fixed cabinet Traded as a spread leg Settled as a spread leg Traded as spread Basis points spread Specifies the type of tick rule which is being described Months Days Weeks Years Unit of measure for the Maturity Month Year Increment YearMonth Only (default) YearMonthDay YearMonthWeek Format used to generate the MaturityMonthYear for each option Price (default) Ticks Percentage Describes the how the price limits are expressed. Add Delete Modify Snapshot If provided, then Instrument occurrence has explicitly changed Add Delete Modify Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Trading resumes (after Halt) Change of Trading Session Change of Trading Subsession Change of Trading Status Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Suspend orders Release orders from suspension Cancel orders Specifies the type of action requested All orders for a security All orders for an underlying security All orders for a Product All orders for a CFICode All orders for a SecurityType All orders for a trading session All orders All orders for a Market All orders for a market segment (or multiple segments) All orders for a Security Group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Action Request. Rejected - See MassActionRejectReason(1376) Accepted Completed Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Mass Action Not Supported Invalid or unknown security Invalid or unknown underlying security Invalid or unknown Product Invalid or unknown CFICode Invalid or unknown SecurityType Invalid or unknown trading session Invalid or unknown Market Invalid or unknown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Action Request was rejected Predefined Multileg Security User-defined Multileg Security User-defined, Non-Securitized, Multileg Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Net Price Reversed Net Price Yield Difference Individual Contract Weighted Average Price Multiplied Price Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) One Cancels the Other (OCO) One Triggers the Other (OTO) One Updates the Other (OUO) - Absolute Quantity Reduction One Updates the Other (OUO) - Proportional Quantity Reduction Bid and Offer Bid and Offer OCO Defines the type of contingency. Broker / Exchange option Exchange closed Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Unsupported order characteristic Other Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Do Not Publish Trade Publish Trade Deferred Publication Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Retransmission of application messages for the specified Applications Subscription to the specified Applications Request for the last ApplLastSeqNum published for the specified Applications Request valid set of Applications Unsubscribe to the specified Applications Cancel retransmission Cancel retransmission and unsubscribe to the specified applications Type of Application Message Request being made. Request successfully processed Application does not exist Messages not available Used to indicate the type of acknowledgement being sent. Application does not exist Messages requested are not available User not authorized for application Used to return an error code or text associated with a response to an Application Request. Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. Application message re-send completed. Type of report Seconds (default if not specified) Tenths of a second Hundredths of a second milliseconds microseconds nanoseconds minutes hours days weeks months years Time unit in which the OrderDelay(1428) is expressed Electronic exchange Pit Ex-pit Clearinghouse Registered market Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. Off-market Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. Central limit order book Quote driven market Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Identifies the type of venue where a trade was executed GTC from previous day Partial Fill Remaining Order Changed The reason for updating the RefOrdID Member trading for their own account Clearing Firm trading for its proprietary account Member trading for another member All other The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Utility provided standard model Proprietary (user supplied) model Type of pricing model used Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. NERC Eastern Off-Peak NERC Western Off-Peak NERC Calendar-All Days in month NERC Eastern Peak NERC Western Peak The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Bloomberg Reuters Telerate ISDA Settlement Rate Option The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option Other Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Primary Secondary Indicates whether the rate source specified is a primary or secondary source. Full Restructuring Modified Restructuring Modified Mod Restructuring No Restructuring specified A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Senior Secured Senior Subordinated Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Industry Classification Trading List Market / Market Segment List Newspaper List Specifies a type of Security List. ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. GICS (Global Industry Classification Standard) published by Standards & Poor Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Company News Marketplace News Financial Market News Technical News Other News Category of news mesage. Replacement Other language Complimentary Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. Type of reference to another News(35=B) message item. Fixed strike (default if not specified) Strike set at expiration to underlying or other value (lookback floating) Strike set to average of underlying settlement price across the life of the option Strike set to optimal value Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Less than underlying price is in-the-money (ITM) Less than or equal to the underlying price is in-the-money(ITM) Equal to the underlying price is in-the-money(ITM) Greater than or equal to underlying price is in-the-money(ITM) Greater than underlying is in-the-money(ITM) Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Regular Special reference Optimal value (Lookback) Average value (Asian option) Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Vanilla Capped Binary Indicates the type of payout that will result from an in-the-money option. Capped Trigger Knock-in up Knock-in down Knock-out up Knock-out down Underlying Reset Barrier Rolling Barrier One-touch No-touch Double one-touch Double no-touch Foreign exchange composite Foreign exchange Quanto Foreign exchange cross currency Strike spread Calendar spread Price observation (Asian or Lookback) Pass-through Strike schedule Equity valuation Dividend valuation Identifies the type of complex event. Less than ComplexEventPrice(1486) Less than or equal to ComplexEventPrice(1486) Equal to ComplexEventPrice(1486) Greater than or equal to ComplexEventPrice(1486) Greater than ComplexEventPrice(1486) Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Expiration Immediate (At Any Time) Specified Date/Time Close Official closing time of the exchange on valuation date. Open Official opening time of the exchange on valuation date. Official settlement price Official settlement price determination time. Derivatives close Official closing time of the derivatives exchange. As specified in Master Confirmation Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). And Or Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Stream assignment for new customer(s) Stream assignment for existing customer(s) Type of stream assignment request. Unknown client Exceeds maximum size Unknown or Invalid currency pair No available stream Other Reason code for stream assignment request reject. Assignment Accepted Assignment Rejected Type of acknowledgement. Assignment Rejected Terminate/Unassign The type of assignment being affected in the Stream Assignment Report. Match Do Not Match Matching Instruction for the order. This order (default) Other order (use RefID) All other orders for the given security All other orders for the given security and price All other orders for the given security and side All other orders for the given security, price and side Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). Credit limit Gross position limit Net position limit Risk exposure limit Long position limit Short position limit Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). Summary Detail Excess/Deficit Net Position Qualifier for MarginRequirementInquiry to identify a specific report. Summary Detail Excess/Deficit Type of MarginRequirementReport. Successful (default) Invalid or unknown instrument Invalid or unknown margin class Invalid Parties Invalid Transport Type requested Invalid Destination requested No margin requirement found Margin requirement inquiry qualifier not supported Unauthorized for margin requirement inquiry Other (further information in Text (58) field) Result returned in response to MarginRequirementInquiry. Additional Margin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance. Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions. Adjusted Margin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. Unadjusted Margin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. Binary Add-On Amount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. Cash Balance Amount Information about cash balance posted to the clearing house to cover the current margin requirement. Concentration Margin Reflects a riskier portfolio concentration when a set of closely related products is held. Core Margin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. Delivery Margin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. Discretionary Margin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. Futures Spread Margin Long and short positions of futures with different expiration dates can be offset against each other and are called �spreads�. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day. This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow. Initial Margin The initial amount required to cover the position. Liquidating Margin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price. The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin. Margin Call Amount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. Margin Deficit Amount (Shortfall) Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. Margin Excess Amount (Surplus) Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. Option Premium Amount Premium registered on the given trading date. The amount of money that the options buyer must pay the options seller. Premium Margin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. Reserve Margin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. Security Collateral Amount Information about the security collateral posted to the clearing house to cover the current margin requirement. Stress Test Add-On Amount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. Super Margin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. Total Margin Sum of all margin amounts at value date. Variation Margin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price. Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures. Secondary Variation Margin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. Rolled up margin deficit Spread response margin Risk factor component associated with spread moves, curve shape changes and recovery rates. Systemic risk margin Risk factor component to capture parallel shift of credit spreads. Curve risk margin Risk factor captures curve shifts based on portfolio. Index spread risk margin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. Sector risk margin Risk factor component to capture sector risk. Jump-to-default risk margin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Basis risk margin Risk factor component to capture basis risk between index and index constituent reference entities. Interest rate risk margin Risk factor component associated with parallel shift movements in interest rates. Jump-to-health risk margin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Other risk margin Any other risk factors include in the Margin Model. Type of margin requirement amount being specified. "hedges for" instrument Underlier Equity equivalent Nearest exchange traded contract Retail equivalent of wholesale instrument Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. The type of instrument relationship No participation Buy participation Sell participation Both buy and sell participation Indicates market maker participation in security. Valid request Invalid or unsupported request No data found that match selection criteria Not authorized to retrieve data Data temporarily unavailable Request for data not supported Other (further information in RejectText (1328) field) Result of a request as identified by the appropriate request ID field Is also Clears for Clears through Trades for Trades through Sponsors Sponsored through Provides guarantee for Is guaranteed by Member of Has members Provides marketplace for Participant of marketplace Carries positions for Posts trades to Enters trades for Enters trades through Provides quotes to Requests quotes from Invests for Invests through Brokers trades for Brokers trades through Provides trading services for Uses trading services of Approves of Approved by Parent firm for Subsidiary of Regulatory owner of Owned by (regulatory) Controls Is controlled by Legal / titled owner of Owned by (legal / title) Beneficial owner of Owned by (beneficial) Settles for Settles through Used to specify the type of the party relationship. Credit limit The credit limit provided by one party to another for trading. Gross limit Net limit Exposure Long limit Short limit Cash margin Additional margin Total margin Limit consumed The limit used in the recent transaction. Clip size/notional limit per time period The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Maximum notional order size DV01/PV01 limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. CS01 limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". Volume limit per time period The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Volume filled as percent of ordered volume per time period The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Notional filled as percent of notional per time period The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Transaction/execution limit per time period The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Include Exclude Operator to perform on the instrument(s) specified Active (default if not specified) Suspended Halted Indicates the status of the party identified with PartyDetailID(1691). Agency Principal Riskless principal Primary trade repository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. Original trade repository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. Additional international trade repository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. Additional domestic trade repository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. Related exchange Options exchange Specified exchange Constituent exchange General clearing member Individual clearing member Preferred market maker Directed market maker Exempt from trade reporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. Bank Hub Indicates that the Intermediary party is a hub system or service provider. Current Can be used to convey an existing party identifier for the same party role in a single message. New Can be used to convey a future party identifier for the same party role in a single message. Qualifies the value of PartyRole(452) Accepted Rejected Received Used to indicate the status of the trade submission (not the trade report) Fee Credit Controls Margin Entitlement / Eligibility Market Data Account Selection Delivery Process Sector Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Options settlement Pending erosion adjustment Final erosion adjustment Tear-up coupon amount Price alignment interest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. Delivery invoice charges Delivery storage charges Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Trade Clearing at Execution Price Trade Clearing at Alternate Clearing Price Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Invalid instrument requested Instrument already exists Request type not supported System unavailable for instrument creation Ineligible instrument group Instrument ID unavailable Invalid or missing data on option leg Invalid or missing data on future leg Invalid or missing data on FX leg Invalid leg price specified Invalid instrument structure specified Identifies the reason a security definition request is being rejected. Throttle limit not exceeded, not queued Queued due to throttle limit exceeded Indicates whether a message was queued as a result of throttling. Queue inbound Queue outbound Reject Disconnect Warning Action to take should throttle limit be exceeded. Inbound Rate Outstanding Requests Type of throttle. Reject if throttle limit exceeded Queue if throttle limit exceeded Describes action recipient should take if a throttle limit were exceeded. Outstanding requests unchanged Outstanding requests decreased Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Roll up Do not roll up An indicator to override the normal procedure to roll up allocations for the same take-up firm. Completed Refused Cancelled Identifies the status of a reversal transaction. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Percent of par Deal spread Upfront points Upfront amount Percent of par and upfront amount Deal spread and upfront amount Upfront points and upfront amount Method used for negotiation of contract price. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Fixed amount (absolute value) Type of price used to determine upfront payment for swaps contracts. No restrictions Security is not shortable Security not shortable at or below the best bid Security is not shortable without pre-borrow Indicates whether a restriction applies to short selling a security. Exemption reason unknown An exemption reason not provided or received. Income sell short exempt Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. Above national best bid (broker/dealer provision) Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. Delayed delivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. Odd lot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker�s or dealer�s position by no more than a unit of trading. Domestic arbitrage The sale is connected to a bona-fide domestic arbitrage transaction. International arbitrage The sale is connected to an international arbitrage transaction. Underwriter or syndicate distribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. Riskless principal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer �long� sale on a riskless principal basis. VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Definitions(Default) Utilization Definitions and utilization Type of risk limit information. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid risk limit type(s) Invalid risk limit ID(s) Invalid risk limit amount(s) Invalid risk/warning level action(s) Invalid risk instrument scope(s) Risk limit actions not supported Warning levels not supported Warning level actions not supported Risk instrument scope not supported Risk limit not approved for party(-ies) Risk limit already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Acceptence pending Status of risk limit definition request. Accepted Accepted with changes Rejected Status of risk limit definition for one party. Queue inbound Queue outbound Reject Disconnect Warning Ping credit check model with revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. Ping credit check model without revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. Push credit check model with revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are to be cancelled. Push credit check model without revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will remain active. Suspend Suspend the Credit User from trading once limit(s) is breached. This is considered a "soft" stop. Halt trading Halt or stop the Credit User from trading once limit(s) is breached. This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability to trade. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Trade Make markets Hold positions Perform give-ups Submit Indications of Interest (IOIs) Subscribe to market data Short with pre-borrow Short sell order is allowed with pre-borrowing. Submit quote requests Entitled to submit quote requests into the market in order to receive quotes from the market. Respond to quote requests Entitled to respond to quote requests from the market. Type of entitlement. Tenor Pattern Reserved100Plus Reserved1000Plus Reserved4000Plus String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp XMLData char Boolean float Qty Price PriceOffset Amt Percentage int Length NumInGroup SeqNum TagNum DayOfMonth Datatype of the entitlement attribute. Automatic (Default) Manual Indicates how control of trading session and subsession transitions are performed. Number of units (e.g. share, par, currency, contracts) (default) Number of round lots Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Added (0=New) Modified (5=Replaced) Deleted (4=Canceled) Partially Filled (F=Trade) Filled (F=Trade) Suspended (9=Suspended) Released (N=Released) Restated (D=Restated) Locked (M=Locked) Triggered (L=Triggered or Activated by System) Activated (L=Triggered or Activated by System) The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Add order request Modify order request Delete order request Order entered out-of-band Order modified out-of-band Order deleted out-of-band Order activated or triggered Order expired Reserve order refreshed Away market better Corporate action Start of day End of day Action that caused the event to occur. Block order auction Directed order auction Exposure order auction Flash order auction Facilitation order auction Solicitation order auction Price improvement mechanism (PIM) Directed Order price improvement mechanism (PIM) Type of auction order. Automatic auction permitted (default) Automatic auction not permitted Instruction related to system generated auctions, e.g. flash order auctions. Not locked Away market better Three tick locked Locked by market maker Directed order lock Multileg lock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. Market order lock Pre-assignment lock Indicates whether an order is locked and for what reason. Intermarket Sweep Order (ISO) No Away Market Better check Instruction to define conditions under which to release a locked order or parts of it. Volume Price Side AON General General is used for bilateral agreed disclosure information type(s). Clearing account CMTA account Information subject to disclosure. No Yes Use default setting Instruction to disclose information or to use default value of the receiver. Customer Customer professional Broker-dealer Customer broker-dealer Principal Market maker Away market maker Designates the capacity in which the order is submitted for trading by the market participant. Customer Firm Market maker Designates the account type to be used for the order when submitted to clearing. NBB (National Best Bid) NBO (National Best Offer) Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Once (applies only to first execution) Multiple (applies to every execution) Indicates how the minimum quantity should be applied when executing the order. Not triggered (default) Triggered Stop order triggered One Cancels the Other (OCO) order triggered One Triggers the Other (OTO) order triggered One Updates the Other (OUO) order triggered Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. Hour Minute Second Day Week Month Year Time unit associated with the event. Order received from a customer Order received from within the firm Order received from another broker-dealer Order received from a customer or orginated with the firm Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. Not cleared Trade or position has not yet been submitted for clearing. Cleared Trade or position has been successfully cleared. Submitted Trade or position has been submitted for clearing. Rejected Trade or position was rejected by clearing. Indicates whether the trade or position being reported was cleared through a clearing organization. Two component intercommodity spread Index or basket Two component locational basis Other Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Principal Agent Customer Counterparty Used to describe the ownership of the position. Special cum dividend (CD) Special cum rights (CR) Special ex dividend (XD) Special ex rights (XR) Special cum coupon (CC) Special cum capital repayments (CP) Special ex coupon (XC) Special ex capital repayments (XP) Cash settlement (CS) Special cum bonus (CB) Special price (SP) Usually net or all-in price. Special ex bonus (XB) Guaranteed delivery (GD) Special dividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. Price improvement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. Non-price forming trade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. Trade exempted from trading obligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Pending clear Claimed Cleared Rejected Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Cleared quantity Long side claimed quantity Short side claimed quantity Long side rejected quantity Short side rejected quantity Pending quantity Transaction quantity Remaining trade quantity Used to indicate the remaining quantity of a trade after a give-up or posting action. Previous remaining trade quantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. Indicates the type of trade quantity in TradeQty(1843). Add to an existing allocation group if one exists. Do not add the trade to an allocation group. Instruction on how to add a trade to an allocation group when it is being given-up. Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. Indicates the trade is a result of an offset or onset. No average pricing Trade is part of the average price group identified by the SideAvgPxGroupID(1854) Last trade is the average price group identified by the SideAvgPxGroupID(1854) Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. Non-FIX source Trade ID Secondary trade ID Trade report ID Firm trade ID Secondary firm Trade ID Regulatory trade ID Describes the source of the identifier that RelatedTradeID(1856) represents. Position maintenance report ID - PosMaintRptID(721) Position transfer ID - TransferID(2437) Position entity ID - PositionID(2618) Describes the source of the identifier that RelatedPositionID(1862) represents. Received, not yet processed Accepted Rejected Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Price check Notional value check Type of value to be checked. Do not check Checks will not be done for the specified ValueCheckType(1869). Check Checks will be done for the specificed ValueCheckType(1869) Best effort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. Action to be taken for the ValueCheckType(1869). Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid party status(es) Not authorized Other Result party detail definition request. Accepted Accepted with changes Rejected Acceptance pending Status of party details definition request. Accepted Accepted with changes Rejected Status of party detail definition for one party. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid entitlement type(s) Invalid entitlement ID(s) / ref ID(s) Invalid entitlement attribute(s) Invalid instrument scope(s) Invalid market segment scope(s) Invalid start date Invalid end date Instrument scope not supported Market segment scope not supported Entitlement not approved for party(-ies) Entitlement already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). Requested Entitlement definition has been requested. Deferred Entitlement definition request is being postponed or delayed. Status of entitlement definition for one party. Received, not yet processed Accepted Rejected Used to indicate the status of the trade match report submission. Successful Invalid party information Unknown instrument Not authorized to report trades Invalid trade type Other Reason the trade match report submission was rejected. Amount Percentage Describes the format of the PriceMovementValue(1921). Initial block trade Allocation Determination that the block trade will not be further allocated. Clearing Compression Novation Termination Post-trade valuation Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default if not specified. Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. Block The block trade's identifier when reporting an allocated subtrade. Related The related trade identifier when reporting a mixed swap. Cleared block trade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Do not intend to clear Intend to clear Specifies the party's or parties' intention to clear the trade. Non-electronic Electronic Unconfirmed Specifies how a trade was confirmed. Non-electronic Electronic Indication of how a trade was verified. No exception Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. End-user exception In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf Inter-affiliate exception In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf Treasury affiliate exception In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf Cooperative exception Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Principal is paying fixed rate Principal is receiving fixed rate Swap is float/float or fixed/fixed Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Real-time (RT) Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. Primary economic terms (PET) Report to regulators of the full terms of a regulated transaction included in the legal confirmation. Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. Confirmation Report from a clearing organization of a cleared regulated transaction. Combination of RT and PET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. Combination of PET and confirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. Combination of RT, PET and confirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. Post-trade valuation Periodic report of the ongoing mark-to-market value of a regulated transaction. Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. Post-trade event Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. Post trade event RT reportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). Limited Details Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". Daily Aggregated Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". Volume Omission Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". Four Weeks Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". Indefinite Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". Volume Omission Trade Eligible for Subsequent Aggregated Enrichment Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". Full Details Trade of "Limited Details Trade" Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". Full Details of "Daily Aggregated Trade" Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". Full Details of "Volume Omission Trade" Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". Full Details of "Four Weeks Aggregation Trade" Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". Type of regulatory report. Uncollateralized Partially collateralized One-way collaterallization Fully collateralized Specifies how the trade is collateralized. Novation Partial novation Trade unwind "Trade" includes "Swaps". Partial trade unwind "Trade" includes "Swaps". Exercise Compression/Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. Full netting Partial netting Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. Increase Credit event Strategic restructuring Succession event reorganization Succession event renaming Porting Withdrawal One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Account transfer Give up TakeUp Average pricing Reversal Allocation/Trade posting Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. Delivery Option assignment Expiration Maturity Equal position adjustment Unequal position adjustment An adjustment to either the long or short position quantity but not both. Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. Other price-forming continuation data Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. Interest rate Currency Credit Equity Commodity Other Cash Debt Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. Loan facility The broad asset category for assessing risk exposure. Metals Bullion Energy Commodity index Agricultural Environmental Freight Single name Credit index Index tranche Credit basket Basket [for multi-currency] Government Agency Corporate Financing Money market Mortgage Municipal Common Preferred Equity index Equity basket Mutual fund Collective investment vehicle Investment program A generalized fund for major investors. Specialized account program A specialized fund setup for a particular account or group of accounts. Single currency Cross currency Term loan Bridge loan Letter of credit Exotic The subcategory description of the asset class. Basis swap Index swap Broad-based security swap Basket swap The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. Zero Fixed rate Floating rate Structured Coupon type of the bond. Day Week Month Year Hour Minute Second Term Time unit associated with the frequency of the bond's coupon payment. 1/1 If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). 30/360 (30U/360 or Bond Basis) Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). 30/360 (SIA) A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. 30/360M Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. 30E/360 (Eurobond Basis) Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). 30E/360 (ISDA) Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Act/360 The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). Act/365 (FIXED) The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). Act/Act (AFB) The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). Act/Act (ICMA) The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). Act/Act (ICSMA Ultimo) The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. Act/Act (ISDA) The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). BUS/252 Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. 30E+/360 Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. Act/365L The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). NL365 The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. NL360 This is the same as Act/360, with the exception of leap days (29th February) which are ignored. Act/364 The actual number of days between Date1 and Date2, divided by 364. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Unknown First lien Second lien Third lien Indicates the seniority level of the lien in a loan. Bridge loan Letter of credit Revolving loan Swingline funding Term loan Trade claim Specifies the type of loan when the credit default swap's reference obligation is a loan. Asian Australian and New Zealand European emerging markets Japanese North American high yield North American insurance North American investment grade Singaporean Western European Western European insurance Specifies the type of reference entity for first-to-default CDS basket contracts. Initial block trade Allocation or determination that the block trade will not be further allocated. Clearing Compression Novation Termination Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default Previous e.g. when reporting a cleared trade or novation of a previous trade. Block e.g. when reporting an allocated subtrade. Related e.g. when reporting a mixed swap Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Block to be allocated Block not to be allocated Allocated trade A sub-trade of a block trade. Indication that a block trade will be allocated. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Bid Mid Offer The type of quote used to determine the cash settlement price. Market Highest Average market Average highest Blended market Blended highest Average blended market Average blended highest The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Payment / cash settlement Physical delivery Type of swap stream. Mandatory early termination Optional early termination Cancelable Extendible Mutual early termination Type of provisions. Day Week Month Year Time unit associated with the provision's tenor period. Exercising party Non-exercising party As specified in the master agreement As specified in the standard terms supplement Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. Buy Sell If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. Cash price Cash price alternate Par yield curve adjusted Zero coupon yield curve adjusted Par yield curve unadjusted Cross currency Collateralized price An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Bid Mid Offer Exercising party pays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". Identifies the type of quote to be used. Day Week Month Year Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Day Week Month Year Time unit associated with protection term events. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Day type for events that specify a period and unit. Retructuring - multiple holding obligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. Restructuring - multiple credit event notices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. Floating rate interest shortfall Indicates compounding. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Brokerage Upfront fee Independent amount / collateral Principal exchange Novation / termination Early termination provision Cancelable provision Extendible provision Cap rate provision Floor rate provision Option premium Settlement payment Cash settlement Other Type of payment. Buy Sell The side of the party paying the payment. Standard Net Standard and net Payment settlement style. Periodic (default) Initial Single Dividend Interest Dividend return Price return Total return Variance Correlation Identifies the type of payment stream associated with the swap. Standard Forward Rate Agreement (FRA) The method of calculating discounted payment amounts None Flat Straight Spread exclusive Compounding method. Day Week Month Year Term Time unit associated with the frequency of payments. Day Week Month Year Time unit multiplier for the relative initial fixing date offset. Monday Tuesday Wednesday Thursday Friday Saturday Sunday Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Bloomberg Reuters Telerate Other The source of the payment stream floating rate index. Day Week Month Year Time unit associated with the floating rate index. Short Long Identifies whether the rate spread is applied to a long or short position. Bond equivalent yield Money market yield Specifies the yield calculation treatment for the index. Buyer of the trade Seller of the trade Reference to the buyer of the cap rate option through its trade side. Buyer of the trade Seller of the trade Reference to the buyer of the floor rate option through its trade side. Unweighted Weighted When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. Zero interest rate method Negative interest rate method The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Day Week Month Year Time unit associated with the inflation lag period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day The inflation lag period day type. None Linear zero yield The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. None International Swaps and Derivatives Association (ISDA) Australian Financial Markets Association (AFMA) The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Notional Cash flow FX linked notional Fixed rate Future value notional Known amount Floating rate multiplier Spread Cap rate Floor rate Non-deliverable settlement payment dates Non-deliverable settlement calculation dates Non-deliverable fixing dates. Settlement period notional Settlement period price Calculation period Dividend accrual rate multiplier Dividend accrual rate spread Dividend accrual cap rate Dividend accrual floor rate Compounding rate multiplier Compounding rate spread Compounding cap rate Compounding floor rate Type of schedule. Initial Previous Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. Initial Final Compounding initial Compounding final Stub type. Short Long Optional indication whether stub is shorter or longer than the regular swap period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Not applicable Business day convention is not applicable. None (current day) Following day The following business day. Floating rate note The FRN business day convention. Modified following day The modified following business day. Preceding day The preceding business day. Modified preceding day The modified preceding business day. Nearest day The nearest applicable business day. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. 1st day of the month 2nd day of the month 3rd day of the month 4th day of the month 5th day of the month 6thd day of the month 7th day of the month 8th day of the month 9th day of the month 10th day of the month 11th day of the month 12th day of the month 13th day of the month 14th day of the month 15th day of the month 16th day of the month 17th day of the month 18th day of the month 19th day of the month 20th day of the month 21st day of the month 22nd day of the month 23rd day of the month 24th day of the month 25th day of the month 26th day of the month 27th day of the month 28th day of the month 29th day of the month 30th day of the month The end of the month. Use EOM for 31st day of the month. The floating rate note convention or Eurodollar convention. The International Money Market settlement date, i.e. the 3rd Wednesday of the month. The last trading day/expiration day of the Canadian Derivatives Exchange. The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. No adjustment The 13-week and 26-week U.S. Treasury Bill auction dates. Monday Tuesday Wednesday Thursday Friday Saturday Sunday The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Base64 encoding Base64 Encoding. Unencoded binary content Unencoded binary content. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Auto spot The spot price for the reference or benchmark security is provided automatically. Negotiated spot The spot price for the reference or benchmark security is to be negotiated. The spot price for the reference or benchmark security is to be negotiated via phone or voice. The spot price for the reference of benchmark security is to be negotiated via phone or voice. Specifies the negotiation method to be used. Asian Out Asian In Barrier Cap Barrier Floor Knock Out Knock In Specifies the period type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative date offset. Close Open Official settlement Valuation time Exchange settlement time Derivatives close As specified in master confirmation Specifies when the payout is to occur. Currency 1 per currency 2 Currency 2 per currency 1 For foreign exchange Quanto option feature. Seller notifies Buyer notifies Seller or buyer notifies The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Notional Delivery Physical settlement period Specifies the type of delivery schedule. Absolute Percentage Specifies the tolerance value type. All times On peak Off peak Base Block hours Other Specifies the commodity delivery flow type. Do not include holidays Include holidays Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Monday Tuesday Wednesday Thursday Friday Saturday Sunday All weekdays All days All weekends Specifies the day or group of days for delivery. Hour of the day Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. HH:MM time format Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. Specifies the format of the delivery start and end time values. Periodic (default if not specified) Initial Single Specifies the type of delivery stream. Firm Never excused of delivery obligations. Interruptable or non-firm Excused when interrupted for any reason or for no reason without liability. Force majeure Excused when prevented by force majeure. System firm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. Unit firm Must be supplied from the generation assset specified. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Transfers with risk of loss Does not transfer with risk of loss Specifies the condition of title transfer. Buyer Seller Indicates whether the tolerance is at the seller's or buyer's option. Buyer Seller A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Amortizing Compounding The subclassification or subtype of swap. Straddle Strangle Butterfly Condor Callable inversible snowball Other Specifies the type of trade strategy. Negotiation Cancellation and payment Specifies the consequences of bullion settlement disruption events. Not applicable Applicable As specified in master agreement As specified in confirmation The consequences of market disruption events. As specified in master agreement As specified in confirmation Specifies the location of the fallback provision documentation. Basket Bond Cash Commodity Convertible bond Equity Exchange traded fund Future Index Loan Mortgage Mutual fund The type of reference price underlier. Not required Non-electronic Electronic Unknown at time of report Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Unadjusted Adjusted Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Prepaid Post-paid Variable Fixed Forward start premium type. Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. Maximum The maximum number of weather index units for any day in the calculaiton period. Minimum The minimum number of weather index units for any day in the calculaiton period. Cumulative The cumulative number of weather index units for each day in the calculaiton period. Specifies how weather index units are to be calculated. Absolute Percentage Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. All First Last Penultimate The distribution of pricing days. Every day (the default if not specified) Monday Tuesday Wednesday Thursday Friday Saturday Sunday The day of the week on which pricing takes place. Day Number of asset attribute entries in the group. Week Month Time unit associated with the nearby settlement day. Day Time unit associated with the commodity delivery date roll. City (4 character business center code) Airport (IATA standard) Weather station WBAN (Weather Bureau Army Navy) Weather index WMO (World Meteorological Organization) Type of data source identifier. Term Per business day Per calculation period Per settlement period Per calendar day Per hour Per month The commodity's notional or quantity delivery frequency. Accepted Rejected Status of risk limit report. Unknown RiskLimitReportID(1667) Unknown party Other The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). New Cancel Replace Specifies the transaction type of the risk limit check request. Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. Limit consumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. Specifies the type of limit check message. All or none (default if not specified). The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. Partial The requester will accept a partial approval of the requested credit limit amount. Specifies the type of limit amount check being requested. Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. Partially approved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. Rejected Approval pending Cancelled Indicates the status of the risk limit check request. Successful (default) Invalid party Requested amount exceeds credit limit Requested amount exceeds clip size limit Request exceeds maximum notional order amount Other Result of the credit limit check request. Suspend Halt trading Reinstate Specifies the type of action to take or was taken for a given party. Accepted The action request is accepted for processing. Completed The processing of the requested action has been successfully completed. Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Invalid party or parties Unknown requesting party Not authorized Other Specifies the reason the PartyActionRequest(35=DH) was rejected. RiskLimitRequestID(1666) RiskLimitCheckID(2319) Out of band identifier Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. None (default if not specified) No specified limit check model is defined. Limit checks for the party will be based on parameters defined. PlusOne model A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. Ping model A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. Push model A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. Specifies the type of credit limit check model workflow to apply for the specified party Accepted For use when none of the more specific status enumerations apply. Rejected For use when none of the more specific status enumerations apply. Claim required Indicates that the clearing firm is required to accept or decline the trade. Pre-defined limit check succeeded Indicates a check enforced automatically by the clearing house. Pre-defined limit check failed Indicates a check enforced automatically by the clearing house. Pre-defined auto-accept rule invoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. Pre-defined auto-reject rule invoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. Accepted by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. Rejected by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. Pending Indicates that one or more side level risk checks are in progress. Accepted by credit hub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. Rejected by credit hub Indicates that a credit hub rejected the trade. Pending credit hub check Indicates that a check is pending at a credit hub. Accepted by execution venue Indicates acceptance by an execution venue, such as a SEF. Rejected by execution venue Indicates that the trade was rejected by an execution venue, such as a SEF. Indicates the status of the risk limit check performed on a trade. None (default if not specified) The transaction does not fall under any special regulatory rule or mandate. Swap Execution Facility (SEF) required transaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. Swap Execution Facility (SEF) permitted transaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. Specifies the regulatory mandate or rule that the transaction complies with. Proprietary Energy Identification Code (EIC) Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). Identifies the class or source of DeliveryStreamDeliveryPoint(41062). ISIN or Alternate instrument identifier plus CFI Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). Interim Taxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. The type of identification taxonomy used to identify the security. Clearing member Client Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Order entry Entitle to enter new orders Hit/Lift Entitle to Hit/Lift View indicative prices Entitle to subscribe to indicative prices View executable prices Entitle to subscribe to executable prices Single quote Entitle to submit quote request for a single quote Streaming quotes Entitle to submit quote request for streaming quotes Single broker Entitle to submit quote request for a single broker Multi brokers Entitle to submit quote request for multiple brokers Subtype of an entitlement specified in EntitlementType(1775). Quote entry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote modification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote model type Undefined/unspecified - (default when not specified) Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". Automated The transaction was executed on an automated execution platform such as an automated systematic internalizer system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. Voice brokered The transaction was negotiated by voice through an intermediary. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Does not apply (default if not specified) The trade is for an for asset class that is not traded with contingency. Contingent trade The trade is terminated as soon as its paired trade is cleared or denied clearing. Non-contingent trade Identifies a trade that is not contingent but is for an asset class that may be contingent. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. Initial (principal exchange) Intermediate (principal exchange) Final (principal exchange) Prepaid (premium forward) Postpaid (premium forward) Variable (premium forward) Fixed (premium forward) Swap (premium) Indicates that the premium is to be paid in the style of payments under an IRS contract. Conditional (principal exchange on exercise) Used to further clarify the value of PaymentType(40213). Accepted Accepted with additional events Rejected Status of mass order request. Successful Response level not supported Invalid market Invalid market segment Other Request result of mass order request. No acknowledgement Responses are provided through one or more ExecutionReport(35=8) messages. Minimum acknowledgement The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. Acknowledge each order The number of entries in the response is identical to the number of entries in the request. Summary acknowledgement Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Add Modify Delete / Cancel Suspend Release Specifies the action to be taken for the given order. Order added upon request Order replaced upon request Order cancelled upon request Unsolicited order cancellation Non-resting order added upon request Order replaced with non-resting order upon request Trigger order replaced upon request Suspended order replaced upon request Suspended order canceled upon request Order cancellation pending Pending cancellation executed Resting order triggered Suspended order activated Active order suspended Order expired The initiating event when an ExecutionReport(35=8) is sent. New Replace Cancel Indicates the type of transfer transaction. Request transfer Accept transfer Decline transfer Indicates the type of transfer request. Inter-firm transfer Intra-firm transfer Clearing Member Trade Assignment Indicates the type of transfer. Received Rejected by intermediary Accept pending Accepted Declined Cancelled Status of the transfer. Success Invalid party Unknown instrument Not authorized to submit transfers Unknown position Other Reason the transfer instruction was rejected. Submit Alleged Indicates the type of transfer report. Count Simple count of entities or events, e.g. orders transactions during a period of time. Average volume Average quantity of entities, e.g. average size of incoming quotes or average trade size. Total volume Aggregated volume of entities across events, e.g. total trade volume during a period of time. Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. Volume weighted average price (VWAP) Benchmark price. Volatility Volatility of entities, e.g. price movements of incoming orders. Duration Time period of events, e.g. resting period of passive orders. Tick Price movement of an instrument in number of ticks. Average turnover Average volume multiplied by price. Total turnover Aggregated volume multiplied by price. High Highest price. Low Lowest price. Midpoint Midpoint price between bid and offer. First First price or initial value. Last Most recent price or value. Final Final price or confirmed value. Exchange best Best price of a single venue regardless of volume. Exchange best with volume Best price of a single venue with volume at or above a pre-defined threshold. Consolidated best Best price across multiple venues regardless of volume. Consolidated best with volume Best price across multiple venues with volume at or above a pre-defined threshold. Time weighted average price (TWAP) Type of statistic value. Bid prices Offer prices Bid depth Offer depth Orders Quotes Orders and Quotes Trades Trade prices Auction prices Opening prices Closing prices Settlement prices Underlying prices Open interest Index values Margin rates Entities used as basis for the statistics. Visible Only includes visible orders and/or quotes. Hidden Only includes hidden orders and/or quotes. Indicative Only includes IOIs and non-tradable quotes. Tradeable Excludes IOIs and indicative quotes. Passive Only includes resting orders and tradeable quotes. Market consensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Entry rate Modification rate Cancel rate Downward move Upward move Scope details of the statistics to reduce the number of events being used as basis for the statistics. Sliding window Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). Sliding window peak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. Fixed date range Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. Fixed time range Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). Current time unit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Previous time unit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Maximum range Use to convey record values over the lifetime of the system or venue. Maximum range up to previous time unit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) Type of interval over which statistic is calculated. Buyers to sellers Upticks to downticks Can also be used with a scope of multiple instruments representing an index. Market maker to non-market maker Use to identify share of market making activity. Automated to non-automated Use to identify ratio of orders and quotes resulting from automated trading. Orders to trades Use with scope of trades. Quotes to trades Use with scope of trades. Orders and quotes to trades Use with scope of trades. Ratios between various entities. Successful (default) Invalid or unknown market Invalid or unknown market segment Invalid or unknown security list Invalid or unknown instrument(s) Invalid parties Trade date out of supported range Statistic type not supported Scope or sub-scope not supported Scope type not supported Market depth not supported Frequency not supported Statistic interval not supported Statistic date range not supported Statistic time range not supported Ratio type not supported Invalid or unknown trade input source Invalid or unknown trading session Unauthorized for statistic request Other (further information in Text (58) field) Result returned in response to MarketDataStatisticsRequest (35=DO). Active (default) Inactive (not disseminated) Status for a statistic to indicate its availability. Absolute Percentage Type of statistical value. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Unknown trade or transaction Unknown or invalid instrument Unknown or invalid counterparty Unknown or invalid position Unacceptable or invalid type of collateral Other Reject reason code for rejecting the collateral report. Accepted (successfully processed) Received (not yet processed) Rejected The status of the collateral report. Asset Swap Spread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. Overnight Indexed Swap Spread OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). Zero Volatility Spread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). Discount Margin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. Interpolated Spread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. Option Adjusted Spread OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. G-Spread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. CDS Basis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. CDS Interpolated Basis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. Indicates the type of relative value measurement being specified. Bid Mid Offer Specifies the side of the relative value. Start of instrument reference data End of instrument reference data Start of off-market trades End of off-market trades Start of order book trades End of order book trades Start of open interest End of open interest Start of settlement prices End of settlement prices Start of statistics reference data End of statistics reference data Start of statistics End of statistics Technical event within market data feed. Active Market segment is active, i.e. trading is possible. Inactive Market segment has previously been active and is now inactive. Published Market segment information is provided prior to its first activation. Status of market segment. Pool Used when multiple market segments are being grouped or pooled together. Retail Wholesale Used to classify the type of market segment. Inter-product spread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. Used to further categorize market segments within a MarketSegmentType(2543). Market segment pool member Market segments represent constituents of the pool identified. Retail segment Retail segment related to wholesale segment identified. Wholesale segment Wholesale segment related to retail segment identified. Type of relationship between two or more market segments. Single sided quotes are not allowed Single sided quotes are allowed Indicates whether single sided quotes are allowed. No priority Unconditional priority Specifies the kind of priority given to customers. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. Automatic (default) Manual Specifies how the calculation will be made. Market valuation (the default) Portfolio value before processing pledge request Value confirmed as "locked-up" for processing a pledge request Credit value of collateral at CCP processing a pledge request The type of value in CurrentCollateralAmount(1704). Unspecified Acceptance The bank's charge for issuing a Letter of Credit. Broker The executing broker's commission. Clearing broker The clearing broker's commission. Retail Commission charged by or related to retail sales. Sales commission The commission charged by the sales desk. Local commission Commission paid to local broker in a cross-border transaction. Indicates what type of commission is being expressed in CommissionAmount(2640). Close Official closing price. Hedge Determined by the hedging party. The default election for determining settlement price. Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. Hedge election In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. Ex-date Dividend entitlement is on the dividend ex-date. Record date Dividend entitlement is on the dividend record date. Defines the contract event which the receiver of the derivative is entitled to the dividend. Record amount 100% of the gross cash dividend per share paid over record date during relevant dividend period. Ex amount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. Paid amount 100% of gross cash dividend per share paid during relevant dividend period. As specified in master confirmation The amount is determined as provided in the relevant master confirmation. Indicates how the gross cash dividend amount per share is determined. Potential adjustment event The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. Cash equivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. Defines the treatment of non-cash dividends. Equity amount receiver election The equity amount receiver determines the composition of dividends (subject to conditions). Calculation agent election The calculation agent determines the composition of dividends (subject to conditions). Defines how the composition of dividends is to be determined. Bid Mid Offer The quote side from which the index price is to be determined. Calculation agent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. Options exchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. Initial Interpolation is applicable to the initial period only. Initial and final Interpolation is applicable to the initial and final periods only. Final Interpolation is applicable to the final period only. Any period Interpolation is applicable to any non-standard period. Defines applicable periods for interpolation. Volatility Variance For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Previous For a return on day T, the observed price on T-1 must be in range. Last For a return on day T, the observed price on T must be in range. Both For a return on day T, the observed prices on both T and T-1 must be in range. Indicates which price to use to satisfy the boundary condition. Flat fee Amortized fee Funding fee Flat fee and funding fee Amortized fee and funding fee Type of fee elected for the break provision. Price valuation Dividend valuation Specifies the valuation type applicable to the return rate date. Initial Interim Final Specifies the type of price sequence of the return rate. Open The official opening time of the exchange on valuation date. Official settlement price time The time at which the official settlement price is determined. XETRA The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. Close The official closing time of the exchange on valuation date. Derivatives close The official closing time for derivative trading of the exchange on valuation date. High The high price for the day. Low The low price for the day. As specified in the master confirmation Specifies how or the timing when the quote is to be obtained. None (the default) Futures price The official settlement price as announced by the related futures exchange is applicable. Options price The official settlement price as announced by the related options exchange is applicable. Indicates whether an ISDA price option applies, and if applicable which type of price. Gross Net Accrued Clean net The basis of the return price. Absolute terms Percentage of notional Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standard The adjustments to the number of units are not governed by any specific clause. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standrd The adjustments to the number of units are not governed by any specific clause. Specifies the conditions that govern the adjustment to the number of units of the return swap. No remuneration paid Remuneration paid Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Disabled Risk limits for party is disabled. Enabled Risk limits for party is enabled. The status of risk limits for a party. Non-algorithmic trade Algorithmic trade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Pre-trade transparency waiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. Post-trade deferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). No preceding order in book as transaction price set within average spread of a liquid instrument Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, this is the "NLIQ" flag. No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OLIQ" flag. No preceding order in book as transaction price is for transaction subject to conditions other than current market price Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS 1, this is the "PRIC" flag. No public price for preceding order as public reference price was used for matching orders Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, this is the "RFPT" flag. No public price quoted as instrument is illiquid According to Article 14(1) MiFIR the systematic internaliser was not obliged to publish the quote prior to closing the trade as it was made in an illiquid instrument. For ESMA RTS 1, this is the "ILQD" flag. No public price quoted as order is above standard market size ESMA: As per Article 14(2) MiFIR, the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the instrument's standard market size. For ESMA RTS 1, this is the "SIZE" flag. Deferral due to "Large in Scale" Per MiFID Article 14, publication deferral is permitted if the transaction's volume is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. Deferral due to "Illiquid Instrument" Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. Deferral due to "Size Specific" Per MiFIR Article 11, publication deferral is permitted if the transaction's volume is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). int field representing the length in bytes. Value must be positive. int field representing a message sequence number. Value must be positive. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field typically representing a Price times a Qty float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). char field containing one of two values: 'Y' = True/Yes 'N' = False/No Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). string field containing one or more space delimited single character values (e.g. |18=2 A F| ). string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). ISO 3166-1:2013 Codes for the representation of names of countries and their subdivisions -- Part 1: Country codes string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). ISO 4217:2015 Codes for the representation of currencies string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). ISO 10383:2012 Codes for exchanges and market identification (MIC) string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing time-only in Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM:SS.s where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-60 seconds (60 only if UTC leap second), and optionally s (one or more digits representing a decimal fraction of a second). The punctuation of ":" between hours minutes and seconds are required. The "." is only required when sub-second time precision is specified. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing a date and time combination in local time with an optional offset to Univeral Time Coordinated (UTC). Its vaue space is described as the combination of date and time of day in the Chapter 5.4 of based on ISO 8601. Valid values are in the fFormat is YYYY-MM-DD-THH:MM:SS.s*[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, and optionally sss (one or more digits representing a decimal fraction of a second), hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. The "Z" or "+" or "-" are optional to denote an optional time zone offset. In FIXML, all data type fields are using base64Binary encoding. used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. ISO 639-1:2002 Codes for the representation of names of languages -- Part 1: Alpha-2 code string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. Account Reporting The PartiesAction category of messages is a set of messages that are used to take an action on party information as a result of risk management decisions made during the trading day. Required if NoLegStipulations >0 Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. Repeating group of NestedParty sub-identifiers. Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Required if NoPartyIDs(453) > 0. Identification of the party. Required if NoPartyIDs(453) > 0. Used to identify classification source. Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). Repeating group of Party sub-identifiers. Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Used when the PosAmt(708) value corresponds to a specific stream in of a swap. Number of Position Amount entries Required if NoPositions > 1 Short quantity that is considered covered, e.g. used for short option position Date associated with the quantity being reported Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. Repeating group of SettlParty sub-identifiers. Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole Required if NoStipulations >0 Required if NoTrdRegTimestamps > 1 Required if NoTrdRegTimestamps > 1 Type of Trading desk Required if NoUnderlyingStips >0 Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. Repeating group of Nested2Party sub-identifiers. Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. Repeating group of Nested3Party sub-identifiers. Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. Required if NoAllocs(78) > 0. Must be first field in repeating group. Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Used to communicate the status of central clearing workflow. Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject). Can be used here to hold text relating to the rejection of this AllocAccount(366)) Must be set if EncodedAllocText(361) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText(161) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Indicates number of allocation groups to follow. May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction). Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. Specifies the method under which a trade quantity was allocated. An indicator to override the normal procedure to roll up allocations for the same Carry Firm. Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information. Free format text field related to this AllocAccount Must be set if EncodedAllocText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15). Replaced by AllocSettlCurrAmt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided Applicable for Convertible Bonds and fixed income Applicable for securities that pay interest in lump-sum at maturity Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions. Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. Required if NoBidComponents > 0. Must be first field in repeating group. When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Indicates off-exchange type activities for Detail. Indicates Net or Gross for selling Detail. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Used if BidType="Disclosed" First element Commission required if NoBidComponents > 0. ISO Country Code When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Second element of price The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). Net/Gross Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of bid repeating groups Required if NoBidDescriptors > 0. Must be first field in repeating group. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Value between LiquidityPctLow and LiquidityPctHigh in Currency Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency Liquidity indicator or lower limit if LiquidityNumSecurities > 1 Upper liquidity indicator if LiquidityNumSecurities > 1 Eg Used in EFP (Exchange For Physical) trades 12% Used in EFP trades Used in EFP trades Used in EFP trades Used if BidType="Non Disclosed" Required if NoClearingInstructions > 0 Required if NoCollInquiryQualifier > 0 Type of collateral inquiry Number of qualifiers to inquiry Used to restrict updates/request to specific CompID Used to restrict updates/request to specific SubID Used to restrict updates/request to specific LocationID Used to restrict updates/request to specific DeskID Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. CompID that status is being report for. Required if NoCompIDs > 0, SubID that status is being report for. LocationID that status is being report for. DeskID that status is being report for. Additional Information, i.e. "National Holiday" Specifies the number of repeating CompId's Must be first field in the repeating group. Number of contract details in this message (number of repeating groups to follow) First field in repeating group. Required if NoContraBrokers > 0. Number of ContraBrokers repeating group instances. Specifies the capacity of the firm executing the order(s) The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message's AllocQty. Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15). Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type Used to identify whether the trade was executed on an agency or principal basis. Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Required if NoExecs > 0 Executions for which collateral is required Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Specifies the number of repeating symbols (instruments) specified Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Use to reference the partial execution of a multi-leg order to which this leg execution belongs. Number of leg executions. Required if NoLegs(555) > 0. Number of legs Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell Required for multileg IOIs and for each leg. Required for multileg IOIs Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Number of legs that make up the Security Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. SettlType (specifying the tenor) or SettlDate must be specified. Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. Number of symbols (instruments) requested. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group. Underlying Instruments Useful for verifying security identification Can use client order identifier or the symbol and side to uniquely identify the stock in the list. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of strike price entries Required if NoIOIQualifiers > 0 Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Repeating field, number of instances defined in LinesOfText Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating lines of text specified Must be the first field in the repeating group. Order number within the list Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Use to assign an ID to the block of individual preallocations Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Available for optional use when Side(54) = 6(Sell short exempt). Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Required for short sell orders Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Supplementary registration information for this Order within the List Number of orders in this message (number of repeating groups to follow) Required if NoMDEntries(268) > 0. Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278). Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59) = A (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades. For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use in reporting trades. For optional use in reporting trades. In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Specifies trade type when a trade is being reported. For optional use in reporting trades. For optional use in reporting trades. Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Used to report high price in association with trade, bid or ask rather than a separate entity Used to report low price in association with trade, bid or ask rather than a separate entity. Indicates the first price of a trading session; can be a bid, ask, or trade price. Indicates the last price of a trading session; can be a bid, ask, or trade price. Used to report trade volume in association with trade, bid or ask rather than a separate entity Indicates date on which instrument will settle. For NDFs required for specifying the "value date". Used to identify the sequence number within a feed type May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). Number of entries following. Must be first field in this repeating group. If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. Can be used to define a subordinate book. Can be used to define the current depth of the book. Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed. If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified. If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price). Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59)= 10 (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use when reporting trades For optional use when reporting trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Indicates the first price of a trading session; can be a bid, ask, or a trade price. Indicates the last price of a trading session; can be a bid, ask, or a trade price. Indicates date on which instrument will settle. For NDFs required for specifying the "value date". For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. For optional use in reporting Trades. Used to specify the time of matching. Entry time of the incoming order that triggered the trade Allows sequence number to be specified within a feed type Number of entries following. Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Number of MDEntryType fields requested. Alternative Market Data Source Required if NoMiscFees(136) > 0. Required if NoMiscFees(136) > 0. Required if any miscellaneous fees are reported. Indicates number of repeating entries. Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group. Can be used to provide order id used by exchange or executing system. Required for List Orders. Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades Average price for this order. For FX, if specified, expressed in terms of Currency(15). Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. For optional use with OrdStatus = 0 (New) Quantity open for further execution. LeavesQty = OrderQty - CumQty. Used if the order is rejected Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of orders statused in this message, i.e. number of repeating groups to follow. Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Values = Final, Theoretical Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. Reason Quote Entry was rejected. The number of quotes for this Symbol (QuoteSet) that follow in this message. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. Required if NoQuoteQualifiers > 1 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Can be used when QuoteRequestType(303) = 3(Confirm Quote). Can be used when QuoteRequestType(303) = 3(Confirm Quote). Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. Type of quantity specified in a quantity field. For FX, if used, should be "0". Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Required for NDFs to specify the settlement currency (fixing currency). Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for Used by the quote initiator to indicate the period of time the resulting Quote must be valid until The time when the request for quote or negotiation dialog will expire. The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price For OTC swaps, may be used to provide the estimated mid-market-mark. Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. For OTC swaps, may be used to provide the estimated mid-market mark. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message. Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message. Can be used (e.g. with forex quotes) to specify the desired "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for The time when Quote Request will expire. Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request First field in repeating group. Required if NoQuoteSets > 0 Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0 Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 Total number of quotes canceled for the quote set across all messages. Total number of quotes accepted for the quote set across all messages. Total number of quotes rejected for the quote set across all messages. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Secondary price limit rules Identifies the type of Corporate Action Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Number of related symbols (instruments) in Request Must be first field in the repeating group if NoDistribInsts > 0. Number of Distribution instructions in this message (number of repeating groups to follow) Must be first field in the repeating group Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID Number of registration details in this message (number of repeating groups to follow) Indicates type of RoutingID. Required if NoRoutingIDs is > 0. Identifies routing destination. Required if NoRoutingIDs is > 0. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Used to specify forms of product classifications Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Used to provide listing rules Used to provide listing rules Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Required if NoSecurityTypes > 0 Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions Required except where SettlInstMode is 5=Reject SSI request Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Must be 1 or 2 Required if NoSides(552) > 0. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Available for optional use when Side(54) = 6 (Sell short exempt). Use to assign an identifier to the block of preallocations Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Conditionally required when ForexReq(121) = "Y". Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. Required if NoAllocs(78) > 0. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Required when NoSides(552) > 0. Used to indicate a side specific alternate clearing price. Used to indicate the Price Differential between the first and second leg of a complex instrument. Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx) Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. Insert here the set of "LimitAmts" fields defined in "Common Components" Used to specify Step-out trades. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The customer capacity for this trade Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade. Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. Value expressed in the currency reflected by the Currency(15) field. Can be used for derivatives omnibus accounting. Can be used by the executing market to record any execution details that are particular to that market. Must be set if EncodedText field is specified and must immediately precede it. Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. Used to assign an ID to the block of preallocations. Conveys settlement account details reported as part of obligation. Optional when Side (54) = 6 (Sell short exempt) Order details for the order associated with this side of the trade. In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party. Required if NoTrades > 0 Trades for which collateral is required Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Additional attribute to store the trade or trade report identifier of the leg. Allow sequencing of legs for a strategy to be captured. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. Indicates the price type provided with each leg of a multi-leg trade For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Leg quantity type to be specified at the leg level. Can be different for each leg. Required if NoTradingSessions is > 0. Specifies the number of repeating TradingSessionIDs Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Required if NoUnderlyings > 0 Number of legs that make up the Security Required if NoUnderlyings(711) > 0. Number of underlyings Used when reporting other than current day trades. Conditionally required if NoDates > 0 To request trades for a specific time. Number of date ranges provided (must be 1 or 2 if specified) Required if NoEvents(864) > 0. Conditionally required when EventTime(1145) is specified. Conditionally required when EventTimePeriod(1826) is specified. Conditionally required when EventTimeUnit(1827) is specified. Must be set if EncodedEventText(1579) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. Name of parameter Datatype of the parameter. Value of the parameter Indicates number of strategy parameters Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Number of legs that make up the Security Amount to pay in order to receive the underlying instrument. Amount to collect in order to deliver the underlying instrument. Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Required if NoExpiration > 1 Required if NoInstrumentParties(1018) > 0. Identification of the party. Required if NoInstrumentParties(1018) > 0. Used to identify classification source. Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). Required when NoSides(552) > 0. Insert here the set of "LimitAmts" field defined in "Common Components" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Conveys settlement account details reported as part of obligation. Details of the order associated with this side of the trade. Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. Repeating group of RootParty sub-identifiers. Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. Type of Sub-identifier. Required if NoRootPartySubIDs > 0. Repeating group of RootParty sub-identifiers. Identifier for Trading Session Market for which Trading Session applies Market Segment for which Trading Session applies Method of Trading Trading Session Mode "Y" if message is sent unsolicited as a result of a previous subscription request. State of trading session. Used with TradSesStatus = "Request Rejected" Starting time of trading session Time of the opening of the trading session Time of pre-close of trading session Closing time of trading session End time of trading session Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Indicates the Source of the Settlement Instructions Carries settlement account information Number of settlement parties Unique ID for this settlement instruction New, Replace, Cancel, or Restate Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. Net flow of currency 1 Net flow of currency 2 Currency 1 in the stated currency pair, the dealt currency Currency 2 in the stated currency pair, the contra currency Derived rate of Ccy2 per Ccy1 based on netting Value Date Used to express the instrument in which settlement is taking place Effective (start) date/time for this settlement instruction Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Conveys settlement account details reported as part of obligation Number of Settlement Obligations Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. Number of statistics indicators Required if NoTickRules(1205) > 0. Can be used to limit tick rule to specific product suite. Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle Describes the maturity rules for a given set of strikes as defined by StrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Format used to generate the MMY for each option contract: enumeration specifying the increment unit: Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which maturity month year should be incremented within the specified price range. Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Required if NoMDFeedTypes(1141) > 0. Specifies the depth of book (or levels of market depth) for the feed type. Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. Conditionally required when MarketDataTimeInterval(2563) is specified. Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. Conditionally required when MDRecoveryTimeInterval(2565) is specified. Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) Minimum lot size allowed based on lot type specified in LotType(1093) Number of Lot Types Required if NoMatchRules(1235) > 0. Can be used to limit match rule to specific product suite. Can be used to give customer orders priority for the given matching algorithm. Indicates execution instructions that are valid for the specified market segment Number of execution instructions Indicates time in force techniques that are valid for the specified market segment Number of time in force techniques Indicates order types that are valid for the specified market segment. Number of order types Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id Contains trading rules specified at the trading session level Allows trading rules to be expressed by trading session Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. Number of Market Segments on which a security may trade. Used to identify party id related to instrument series Used to identify source of instrument series party id Used to identify the role of instrument series party id Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Indicates type of event describing security Specific time of event. To be used in combination with EventDate [1288] If provided, then Instrument occurrence has explicitly changed Secondary price limit rules Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs for the underlying instrument Recipient of the notification Number of usernames Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. Contraparty information Specifies the number of partial fills included in this Execution Report Number of trade publication indicators following Message sequence number of first message in range to be resent Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). Specifies number of application id occurrences Number of applications Number of applications Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. Required if NoRateSource(1445) > 0 Required if NoRateSources(1445) > 0 Conditionally required when RateSource(1446) = 99 (Other). Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. Used to identify source of target party identifier. Used to identify the role of source party identifier. Used to further qualify the role of the target party role. Repeating group of target party sub-identifiers. Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. Required if NoNewsRefIDs(2144) > 0. News item being referenced. Type of reference. Number of news item references Required if NoComplexEvents(1483) > 0. Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventTimes(1494) > 0. Required if NoComplexEventTimes(1494) > 0. Stream Assignment Requests. Stream Assignment Reports. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required when NoLimitAmts > 0 Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Number of limit amount occurences. Number of qualifier entries Total margin requirement if not provided Can be used to specify the base settlement currency if Currency(15) is not specified. Number of margin amount entries Conditionally required when NoRelatedInstruments > 0 Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. Conditionally required when RelatedSecurityID(1650) is specified. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Conditionally required when RelatedToSecurityID(2413) is specified. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0. Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. The identification of the party. Required when NoPartyDetails(1671) > 0. Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. Optionally used to specify alternate IDs to identify the party specified. May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltSubIDs > 0. Required when NoPartyDetailAltSubIDs > 0. Required if NoRiskLimitTypes(1529) > 0. Not applicable in a request. Not applicable in a request. Conditionally required when RiskLimitType(1530) = 10 (Clip size) Required when NoInstrumentScopeSecurityAltID > 0. Required when NoInstrumentScopeSecurityAltID > 0. Required if NoRiskWarningLevels(1559) > 0. Conditionally required when RiskWarningLevelAmount(1768) is not provided. Conditionally required when RiskWarningLevelPercent(1560) is not provided. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoInstrumentScopes > 0. Required when NoRiskInstrumentScopes > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartySubIDs > 0. Required when NoRequestingPartySubIDs > 0. Required if NoPartyUpdates > 0. Required if NoRequestedRiskLimitType > 0. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. Required if NoRiskLimits(1669) > 0. Required when NoPartyDetailSubIDs > 0. Required when NoPartyDetailSubIDs > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of exceptions with a trading status different from SecurityMassTradingStatus (1679). Conditionally required if NoLegPosAmt > 0. Number of Position Amount entries Conditionally required if NoSecurityClassifications > 0. Required when NoThrottles > 0. Required when NoThrottles > 0. Number of messages per time interval, or number of outstanding requests. Required when NoThrottles > 0. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is 1. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is Seconds. Indicates MsgType values that this throttle counts. If not specified, the definition is implicit based upon bilateral agreement. Indicates number of throttles to follow. Required when NoThrottleMsgType > 0. Required if NoSettlementAmounts > 0. Required if NoCollateralAmounts(1703) > 0. Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. Required if NoPayCollects > 0. Can be used to specify the base settlement currency if Currency(15) is not specified. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided. Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). Conditionally required when PartyDetailGrp component is not provided. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted. Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible. Conditionally required when PartyDetailGrp component is not provided. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPartyEntitlements(1772) > 0. Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component. Required if NoEntitlements(1773) > 0. Absence of this field indicates the meaning of the entitlement is implicit. Required if NoEntitlementAttrib(1777) > 0. If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype. Required if NoEntitlementAttrib(1777) > 0. Required if NoMarketSegments(1310) > 0. Required when NoTargetMarketSegments(1789) > 0. Required when NoAffectedMarketSegments(1791) > 0. Required when NoNotAffectedMarketSegments(1793) > 0. Required when NoOrderEvents(1795) > 0. Required when NoDisclosureInstructions(1812) > 0. Required if NoCrossLegs(1829) > 0. Quantity ordered for this leg as provided during order entry. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradePriceConditions(1838) > 0. Required if NoTradeQty(1841) > 0. Required if NoTradeQty(1841) > 0. Required if NoPositions > 0. Required if NoRelatedTrades(1855) > 0. Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. Required if NoRelatedPositions(1861) > 0. Required if NoValueChecks(1868) > 0. Required if NoValueChecks(1868) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoPartyEntitlements(1772). Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoInstrmtMatchSides(1889) > 0. LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument. Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance. Required if NoInstrmtMatchSides(1889) > 0. Required if NoInstrmtMatchSides(1889) > 0. Required if NoTrdMatchSides(1890) > 0. Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. Required if NoTrdMatchSides(1890) > 0. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. For use in derivatives omnibus accounting. Can be used if the match event results in matches across different market segments for this side. Can be used if the match event results in matches across different venue types for this side. Can be used to include text included in the order submission. Required if NoLegExecs(1892) > 0. Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. Can be used to specify whether the option is a cover, if it is different from the overall multileg security. Required if NoPriceMovements(1919) > 0. Required if NoPriceMovementValues(1919) > 0. Required if NoClearingAccountTypes(1918) > 0. Required if NoAdditionalTermBondRefs(40000) > 0. Conditionally required when AdditionalTermBondSecurityID(40001) is specified. Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. Required if NoAdditionalTerms(40019) > 0. Required if NoAllocRegulatoryTradeIDs(1908) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoCashSettlTerms(40022) > 0. Required if NoContractualDefinitions(40040) > 0. Required if NoContractualMatrices(40042) > 0. Required if NoFinancingTermSupplements(40046) > 0. Required if NoLegEvents(2059) > 0. Conditionally required when LegEventTime(2062) is specified. Conditionally required when LegEventTimePeriod(2064) is specified. Conditionally required when LegEventTimeUnit(2063) is specified. Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegPaymentSchedules(40374) > 0. Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. Required if NoLegPaymentScheduleRateSources(40414) > 0. Required if NoLegPaymentScheduleRateSources(40414) > 0. Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). Required if NoLegPaymentStubs(40418) > 0. Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisions(40448) > 0. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. Conditionally required when LegProvisionDateTenorUnit(40455) is specified. Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegSecondaryAssetClasses(2076) > 0. Required if NoLegSettlRateFallbacks(40902) > 0. Required if NoLegStreams(40241) > 0. Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPayments(40212) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. Conditionally required when PaymentDateOffsetUnit(41158) is specified. Conditionally required when PaymentDateOffsetPeriod(41157) is specified. Used to link a payment back to its parent InstrumentLeg by using the same value as the parent�s LegID(1788). Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPaymentSchedules(40828) > 0. Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. Required if NoPaymentScheduleRateSources(40868) > 0. Required if NoPaymentScheduleRateSources(40868) > 0. Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) Required if NoPaymentSettls(40230) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentStubs(40872) > 0. Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. Required if NoPhysicalSettlTerms(40204) > 0. Required if NoPhysicalSettlDeliverableObligations (40209) > 0. Required if NoProtectionTerms(40181) > 0. Required if NoProtectionTermEvents(40191) > 0. Conditionally required when ProtectionTermEventUnit(40196) is specified. Conditionally required when ProtectionTermEventPeriod(40195) is specified. Required if NoProtectionTermEventQualifiers(40199) > 0. Required if NoProtectionTermObligations(40201) > 0. Required if NoProvisionCashSettlPaymentDates (40171) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisionOptionExerciseFixedDates (40142) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisions(40090) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when ProvisionDateTenorUnit(40097) is specified. Conditionally required when ProvisionDateTenorPeriod(40096) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoRegulatoryTradeIDs(1907) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoSecondaryAssetClasses(1976) > 0. Required if NoSettlRateFallbacks(40085) > 0. Required if NoSideRegulatoryTradeIDs(1971) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoStreams(40049) > 0. Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingComplexEvents(2045) > 0. Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingEvents(1982) > 0. Conditionally required when UnderlyingEventTime(1984) is specified. Conditionally required when UnderlyingEventTimePeriod(1986) is specified. Conditionally required when UnderlyingEventTimeUnit(1985) is specified. Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheules(40664) > 0. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). Required if NoUnderlyingPaymentStubs(40708) > 0. Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. Required if NoUnderlyingSettlRateFallbacks(40659) > 0. Required if NoUnderlyingStreams(40540) > 0. Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDealers(40277) > 0. Required if NoBusinessCenters(40278) > 0. Required if NoLegBusinessCenters(40923) > 0. Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. Required if NoLegProvisionDateBusinessCenters(40939) > 0. Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. Required if NoPaymentBusinessCenters(40944) > 0. Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. Required if NoProtectionTermEventNewsSources(40951) > 0. Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. Required if NoProvisionDateBusinessCenters(40957) > 0. Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. Required if NoStreamEffectiveBusinessCenters(40960) > 0. Required if NoStreamTerminationDateBusinessCenters(40961) > 0. Required if NoUnderlyingBusinessCenters(40962) > 0. Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. Required if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Must be set if EncodedAttachment(2112) is specified and must immediately precede it. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if NoAttachmentKeywords(2113) > 0. Required if NoAssetAttributes(2304) > 0. Required if NoComplexEventAveragingObservations(40994) > 0. Required if NoComplexEventCreditEvents(40996) > 0. Conditionally required when ComplexEventCreditEventUnit(41002) is specified. Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. Required if NoComplexEventCreditEventQualifiers(41005) > 0. Required if NoComplexEventPeriodDateTimes(41007) > 0. Required if NoComplexEventPeriods(41010) > 0. Required if NoComplexEventRateSources(41013) > 0. Required if NoComplexEventRateSources(41013) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoComplexEventDateBuisinessCenters(41018) > 0. Required if NoComplexEventCreditEventSources(41029) > 0. Required if NoComplexEventSchedules(41031) > 0. Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. Required if NoDeliverySchedules(41037) > 0. Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. Required if NoDeliveryScheduleSettlDays(41051) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoDeliveryStreamCycles(41081) > 0. Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. Required if NoDeliveryStreamCommoditySources(41085) > 0. Required if NoMarketDisruptionEvents(41092) > 0. Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. Required if NoOptionExerciseBusinessCenters(41116) > 0. Required if NoOptionExerciseDates(41137) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. Required if NoOptionExpirationDates(41152) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentScheduleFixingDays(41161) > 0. Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. Required if NoPaymentStreamPaymentDates(41220) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41224) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDays(41227) > 0. Required if NoPricingDateBusinessCenters(41230) > 0. Required if NoStreamAssetAttributes(41237) > 0. Required if NoStreamCalculationPeriodDates(41241) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommoditySettlDays(41283) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoStreamCommoditySettlPeriods(41289) > 0. Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. Required if NoNoMandatoryClearingJurisdictions(41312) > 0. Required if NoLegAdditionalTermBondRefs(41316) > 0. Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. Required if NoLegAdditionalTerms(41335) > 0. Required if NoLegAssetAttributes(2308) > 0. Required if NoLegCashSettlDealers(41342) > 0. Required if NoLegCashSettlTerms(41344) > 0. Required if NoLegComplexEventAveragingObservations(41363) > 0. Required if NoLegComplexEventCreditEvents(41366) > 0. Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. Required if NoLegComplexEventPeriodDateTimes(41376) > 0. Required if NoLegComplexEventPeriods(41379) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). Required if NoLegComplexEventDateBusinessCenters(41387) > 0. Required if NoLegComplexEventCreditEventSources(41398) > 0. Required if NoLegComplexEvents(2218)) > 0. Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventScedules(41400) > 0. Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. Required if NoLegDeliverySchedules(41408) > 0. Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. Required if NoLegDeliveryScheduleSettlDays(41422) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamAssetAttributes(41452) > 0. Required if NoLegDeliveryStreamCycles(41456) > 0. Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegDeliveryStreamCommoditySources(41460) > 0. Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). Required if NoLegInstrumentPartySubIDs(2258) > 0. Required if NoLegMarketDisruptionEvents(41467) > 0. Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegOptionExerciseBusinessCenters(41491) > 0. Required if NoLegOptionExerciseDates(41512) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. Required if NoLegOptionExerciseExpirationDates(41527) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentScheduleFixingDays(41530) > 0. Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. Required if NoLegPaymentStreamPaymentDates(41589) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41593) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentStreamPricingDays(41596) > 0. Required if NoLegPhysicalSettlTerms(41599) > 0. Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. Required if NoLegPricingDateBusinessCenters(41607) > 0. Required if NoLegProtectionTermEventNewsSources(41614) > 0. Required if NoLegProtectionTerms(41616) > 0. Required if NoLegProtectionTermEvents(41625) > 0. Conditionally required when LegProtectionTermEventUnit(41630). Conditionally required when LegProtectionTermEventPeriod(41629). Required if NoLegProtectionTermEventQualifiers(41633) > 0. Required if NoLegProtectionTermObligations(41635) > 0. Required if NoLegStreamCalculationPeriodDates(41638) > 0. Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommoditySettlementDays(41680) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamCommoditySettlPeriods(41686) > 0. Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. Required if NoUnderlyingAssetAttributes(2312) > 0. Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. Required if NoUnderlyingComplexEventPeriods(41729) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. Required if NoUnderlyingComplexEventSchedules(41750) > 0. Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. Required if NoUnderlyingDeliverySchedules(41756) > 0. Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamAssetAttributes(41800) > 0. Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. Required if NoUnderlyingOptionExerciseDates(41841) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. Required if NoUnderlyingOptionExpirationDates(41856) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. Required if NoEntitlementTypes(2345) > 0. Number of Entitlement Types. Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. Required if NoUnderlyingAdditionalTerms(42036) > 0. Required if NoUnderlyingCashSettlDealers(42039) > 0. Required if NoUnderlyingCashSettlTerms(42041) > 0. Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. Required if NoUnderlyingProtectionTerms(42068) > 0. Required if NoUnderlyingProtectionTermEvents (42078) > 0. Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. Required if NoUnderlyingProtectionTermObligations(42087) > 0. Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisions(42149) > 0. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. Required if NoOrderEntries(2428) > 0. Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field. Conditionally required when OrdType(40) = 2 (Limit) Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Only subset of values permitted that do not require additional fields Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Required if NoOrderEntries(2432) > 0. Required if NoOrderEntries(2428) > 0. Required if NoOrderEntries(2428) > 0. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used. Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. Use to explicitly provide executed quantity. Use to explicitly provide remaining quantity. Use to explicitly provide cancelled quantity. Required when NoTargetPartySubIDs(2433) > 0. Required when NoTargetPartySubIDs(2433) > 0. Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use "[N/A]". Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = "[N/A]". Required if NoMDStatistics(2474) > 0. Required if NoMDStatistics(2474) > 0. Conditionally required when MDStatisticValue(2478) is specified. May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. Required if NoLegContractualDefinitions(42198) > 0. Required if NoLegFinancingTermSupplements(42200) > 0. Required if NoLegContractualMatrices(42203) > 0. Required if NoRelativeValues(2529) > 0. Required if NoRelativeValues(2529) > 0. Required if NoAuctionTypeRules(2548) > 0. Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. Required if NoFlexProductEligibilities(2560) > 0. Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. Required if NoPriceRangeRules(2550) > 0. Mutually exclusive with PriceRangePercentage(2554). Mutually exclusive with PriceRangeValue(2553). Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. Can be used to limit price range to specific product suite. Required if NoQuoteSizeRules(2558) > 0. Required if NoQuoteSizeRules(2558) > 0. Used to define the sizes applicable for fast market conditions. Number of quote size rules. Required if NoRelatedMarketSegments (2545) > 0. Number of market segments. Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. Interest rate until the instrument expires and used to calculate DiscountFactor(1592). Used to calculate AccumulatedReturnModifiedVariationMargin(2591). Number of parameter sets. Required if NoMiscFeeSubTypes(2633) > 0. Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. Required if NoCommissions(2639) > 0. Required if NoCommissions(2639) > 0. If specified, CommissionSharedIndicator(2647) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. Required if NoAllocCommissions(2653) > 0. Required if NoAllocCommissions(2653) > 0. If specified, AllocCommissionSharedIndicator(2661) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDateBusinessCenters(42214) > 0. Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. Required if NoDividendPeriods(42274) > 0. When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. Required if NoDividendPeriodBusinessCenters(42294) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoLegCashSettlDateBusinessCenters(42306) > 0. Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. Required if NoLegDividendPeriods(42366) > 0. When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. Required if NoLegDividendPeriodBusinessCenters(42386) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegPaymentStreamCompoundingDates(42405) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. Required if NoLegPaymentStreamFixingDates(42459) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. Required if NoLegReturnRateDates(42508) > 0. Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRates(42534) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with LegReturnRateQuoteTime(42548). Mutually exclusive with LegReturnRateQuoteTimeType(42547). Mutually exclusive with LegReturnRateValuationTime(42556). Mutually exclusive with LegReturnRateValuationTimeType(42555). Required if NoLegReturnRateInformationSources(42560) > 0. Required if NoLegReturnRatePrices(42564) > 0. Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. Required if NoLegReturnRateValuationDates(42571) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. Required if NoReturnRateDates(42709) > 0. Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRates(42735) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with ReturnRateQuoteTime(42749). Mutually exclusive with ReturnRateQuoteTimeType(42748). Mutually exclusive with ReturnRateValuationTime(42757). Mutually exclusive with ReturnRateValuationTimeType(42756). Required if NoReturnRateInformationSources(42761) > 0. Required if NoReturnRatePrices(42765) > 0. Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. Required if NoReturnRateValuationDates(42772) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPeriods(42862) > 0. When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingReturnRateDates(43008) > 0. Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRates(43034) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). Mutually exclusive with UnderlyingReturnRateValuationTime(43056) Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). Required if NoUnderlyingReturnRateInformationSources(43060) > 0. Required if NoUnderlyingReturnRatePrices(43064) > 0. Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. Required if NoUnderlyingReturnRateValuationDates(43071) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. Required if NoTrdRegPublications(2668) > 0. Session level messages to establish and control a FIX session Pre trade messages including reference data, market data, quoting, news and email, indication of interest Order handling and execution messages Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions Infrastructure messages for application sequencing, business reject, network and user management Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) Broker's side of advertised trade Identifies advertisement message transaction type Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1 Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. Specifies the basis or unit used to calculate the total commission based on the rate. Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) Instructions for order handling on Broker trading floor Identifies class or source of the SecurityID(48) value. Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) Relative quality of indication Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) Quantity (e.g. number of shares) in numeric form or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" Price of this (last) fill. Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) Identifies number of lines of text body Integer message sequence number. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) Indicates possible retransmission of message with this sequence number Price per unit of quantity (e.g. per share) Reference message sequence number Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) Side of order (see Volume : "Glossary" for value definitions) Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Assigned value used to identify receiving firm. Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. Free format text string (Note: this field does not have a specified maximum length) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Timestamp when the business transaction represented by the message occurred. Urgency flag Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") Free format text message containing list handling and execution instructions. Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) Indicates number of orders to be combined for average pricing and allocation. Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Number of repeating AllocAccount (79)/AllocPrice (366) entries. Sub-account mnemonic Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. Identifies status of allocation. Identifies reason for rejection. Electronic signature Length of encrypted message Actual encrypted data stream Number of bytes in signature field Email message type. Number of bytes in raw data field. Unformatted raw data, can include bitmaps, word processor documents, etc. Indicates that message may contain information that has been sent under another sequence number. Price per unit of quantity (e.g. per share) Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" Code to identify reason for cancel rejection. Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Can be used to provide an optional textual description for a financial instrument. Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Identifies party of trade responsible for exchange reporting. Indicates whether the broker is to locate the stock in conjunction with a short sell order. Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. Total amount due expressed in settlement currency (includes the effect of the forex transaction) Currency code of settlement denomination. Indicates request for forex accommodation trade to be executed along with security transaction. Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. Number of executions or trades. Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. Reason for execution rejection. Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Unique identifier for a QuoteRequest(35=R). Bid price/rate Offer price/rate Quantity of bid (Prior to FIX 4.2 this field was of type int) Quantity of offer (Prior to FIX 4.2 this field was of type int) Number of repeating groups of miscellaneous fees Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee. Previous closing price of security. Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Specifies the number of repeating symbols specified. The subject of an Email message The headline of a News message A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. NetMoney (8) for a specific AllocAccount (79) Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Free format text related to a specific AllocAccount (79). Unique identifier for Settlement Instruction. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Identifies the Standing Instruction database used Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. Identifies type of settlement Bid F/X spot rate. Bid F/X forward points added to spot rate. May be a negative value. Offer F/X spot rate. Offer F/X forward points added to spot rate. May be a negative value. OrderQty (38) of the future part of a F/X swap order. SettDate (64) of the future part of a F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. Identifies the type of Allocation linkage when AllocLinkID (96) is used. Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. Number of repeating groups of IOIQualifiers (04). Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an option contract is a put or call Strike Price for an Option. Used for derivative products, such as options Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. Market used to help identify a security. Valid values: See "Appendix 6-C" Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" Indicates the type of RoutingID (217) specified. Assigned value used to identify a specific routing destination. For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Unique identifier for Market Data Request Subscription Request Type Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) Specifies the type of Market Data update. Specifies whether or not book entries should be aggregated. (Not specified) = broker option Number of MDEntryType (269) fields requested. Number of entries in Market Data message. Type of market data entry. Price of the Market Data Entry. Quantity or volume represented by the Market Data Entry. Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) Time of Market Data Entry. Direction of the "tick". Market posting quote / trade. Valid values: See "Appendix 6-C" Space-delimited list of conditions describing a quote. Type of market data entry. Unique Market Data Entry identifier. Type of Market Data update action. Refers to a previous MDEntryID (278). Reason for the rejection of a Market Data request. Originator of a Market Data Entry Identification of a Market Maker's location Identification of a Market Maker's desk Reason for deletion. Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . Identifies a firm's or a security's financial status Identifies the type of Corporate Action. Default Bid Size. Default Offer Size. The number of quote entries for a QuoteSet. The number of sets of quotes in the message. Identifies the status of the quote acknowledgement. Identifies the type of quote cancel. Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. Reason Quote was rejected: Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Unique id for the Quote Set. Indicates the type of Quote Request being generated Total number of quotes for the quote set. Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field Underlying security's Issuer. See Issuer (06) field for description Description of the Underlying security. See SecurityDesc(107). Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) Underlying security's SecurityID. See SecurityID (48) field for description Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: Underlying security's Symbol. See Symbol (55) field for description Underlying security's SymbolSfx. See SymbolSfx (65) field for description Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description Put or call indicator of the underlying security. See PutOrCall(201). Underlying security's StrikePrice. See StrikePrice (202) field for description Underlying security's OptAttribute. See OptAttribute (206) field for description Underlying security's Currency. See Currency (5) field for description and valid values Unique ID of a Security Definition Request. Type of Security Definition Request. Unique ID of a Security Definition message. Type of Security Definition message response. Unique ID of a Security Status Request or a Security Mass Status Request message. Indicates whether or not message is being sent as a result of a subscription request or not. Identifies the trading status applicable to the transaction. Denotes the reason for the Opening Delay or Trading Halt. Indicates whether or not the halt was due to Common Stock trading being halted. Indicates whether or not the halt was due to the Related Security being halted. Quantity bought. Quantity sold. Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment. Unique ID of a Trading Session Status message. Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Identifies the trader (e.g. "badge number") of the ContraBroker. Method of trading Trading Session Mode State of the trading session. Starting time of the trading session Time of the opening of the trading session Time of the pre-closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market. Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. Byte length of encoded (non-ASCII characters) EncodedText (355) field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Reason Quote Entry was rejected: The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. The MsgType (35) of the FIX message being referenced. Identifies the Bid Request message type. Identifies contra broker. Standard NASD market-maker mnemonic is preferred. ID used to represent this transaction for compliance purposes (e.g. OATS reporting). Indicates whether or not the order was solicited. The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). The number of ContraBroker (375) entries. Number of TradingSessionIDs (336) in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. Descriptive name for list order. Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) Code to identify the type of Bid Request. Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor (400) entries. Code to identify the type of BidDescriptor (400). BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. Used in EFP trades Used in EFP trades. Represented as a percentage. Used in EFP trades Code to identify the type of liquidity indicator. Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. Indicates whether or not to exchange for phsyical. Value of stocks in Currency Percentage of program that crosses in Currency. Represented as a percentage. Code to identify the desired frequency of progress reports. Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Code to represent whether value is net (inclusive of tax) or gross. Indicates the total number of bidders on the list Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Code to represent the basis price type. Indicates the number of list entries. ISO Country Code in field Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) Quantity on a GT order that has traded today. The average price for quantity on a GT order that has traded today. Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Number of list strike price entries. Code to represent the status type. Code to represent whether value is net (inclusive of tax) or gross. Code to represent the status of a list order. Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices Identifies the type of ListExecInst (69). Identifies the type of request that a Cancel Reject is in response to. Underlying security's CouponRate. See CouponRate (223) field for description Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description Quantity traded with the ContraBroker (375). Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. The time at which current market prices are used to determine the value of a basket. Free format text string related to List Status. Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" Net change from previous day's closing price vs. last traded price. Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Number of UnderlyingSecurityAltID (458) entries. Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" Underlying security's Product. Valid values: see Product(460) field Underlying security's CFICode. Valid values: see CFICode (461) field Common reference passed to a post-trade booking process (e.g. industry matching utility). Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. The number of registration details on a Registration Instructions message Set of Correspondence address details, possibly including phone, fax, etc. The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. A one character code identifying Money laundering status. Free format text to specify mailing instruction requirements, e.g. "no third party mailings". For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) The name of the payment card holder as specified on the card being used for payment. The number of the payment card as specified on the card being used for payment. The expiry date of the payment card as specified on the card being used for payment. The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties Text indicating reason(s) why a Registration Instruction has been rejected. A one character code identifying whether the Fund based renewal commission is to be waived. Name of local agent bank if for cash distributions BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions Account number at agent bank for distributions. Free format Payment reference to assist with reconciliation of distributions. Name of account at agent bank for distributions. The start date of the card as specified on the card being used for payment. The date written on a cheque or date payment should be submitted to the relevant clearing system. Identifies sender of a payment, e.g. the payment remitter or a customer reference number. Registration status as returned by the broker or (for CIV) the fund manager: Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. Set of Registration name and address details, possibly including phone, fax etc. The number of Distribution Instructions on a Registration Instructions message Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary, expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary. Identifies Registration Instructions transaction type For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. The relationship between Registration parties. The number of Contract Amount details on an Execution Report message Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". Identifies the type of owner. Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. PartyID value within a nested repeating group. Same values as PartyID (448) PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Specifies scope of Order Mass Cancel Request. Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Reason Order Mass Cancel Request was rejected Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). Number of affected orders in the repeating group of order ids. OrderID(37) of an order affected by a mass cancel or mass action request. SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. PartyRole value within a nested repeating group. Same values as PartyRole (452) Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity. Underlying security's maturity date. See MaturityDate (541) field for description Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. PartySubID value within a nested repeating group. Same values as PartySubID (523) Specifies the market scope of the market data. Defines how a server handles distribution of a truncated book. Defaults to broker option. Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. Type of cross being submitted to a market Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. Number of Side repeating group instances. Userid or username. Password or passphrase. Number of InstrumentLeg repeating group instances. Currency associated with a particular Leg's quantity Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. Number of Security Type repeating group instances. Identifies the type/criteria of Security List Request The results returned to a Security Request message The trading lot size of a security The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. Indicates the method of execution reporting requested by issuer of the order. PositionEffect for leg of a multileg See PositionEffect (77) field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description Price for leg of a multileg See Price (44) field for description Indicates the reason a Trading Session Status Request was rejected. Trade Capture Report Request ID Type of Trade Capture Report. Indicates if the trade capture report was previously reported to the counterparty or market. Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types. The status of this trade with respect to matching or comparison. The point in the matching process at which this trade was matched. This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Number of clearing instructions Eligibility of this trade for clearing and central counterparty processing. Type of input device or system from which the trade was entered. Specific device number, terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Refer to description for SettlDate[64] Indicates whether or not automatic booking can occur. Indicates what constitutes a bookable unit. Indicates the method of preallocation. Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description Underlying security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual security's Symbol. See Symbol (55) field for description Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description Multileg instrument's individual security's Product. See Product (460) field for description Multileg instrument's individual security's CFICode. See CFICode (461) field for description Refer to definition of SecurityType(167) Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description Multileg instrument's individual security's Issuer. See Issuer (106) field for description Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description Description of a leg of a multileg instrument. See SecurityDesc(107). Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description The ratio of quantity for this individual leg relative to the entire multileg security. The side of this individual leg (multileg security). See Side (54) field for description and values Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Number of HopCompID entries in repeating group. Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Bid yield Mid yield Offer yield Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values Indicates if a Cancel/Replace has caused an order to lose book priority. Amount of price improvement. Price of the future part of a F/X swap order. See Price (44) for description. F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. RFQ Request ID - used to identify an RFQ Request. Used to indicate the best bid in a market Used to indicate the best offer in a market Used to indicate a minimum quantity for a bid. Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. Unique identifier for Quote Status Request. Indicates that this message is to serve as the final and legal confirmation. The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). Unique indicator for a specific leg for the ContraBroker (375). Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Reason Quote was rejected: ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. Specifies the price of the benchmark. Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. Message reference for Confirmation Identifies the status of the Confirmation. Identifies the Confirmation transaction type. Specifies when the contract (i.e. MBS/TBA) will settle. Identifies the form of delivery. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). Number of Allocations for the leg Allocation Account for the leg See AllocAccount (79) for description and valid values. Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. Leg allocation quantity. See AllocQty (80) for description and valid values. The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values. Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. The price type of the LegBenchmarkPrice(679). Bid price of this leg. See BidPx (32) for description and valid values. Leg-specific IOI quantity. See IOIQty (27) for description and valid values Number of leg stipulation entries Offer price of this leg. See OfferPx (133) for description and valid values Quantity ordered of this leg. See OrderQty (38) for description and valid values The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version. For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. For Fixed Income, identifies MBS / ABS pool. Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Message reference for Quote Response Identifies the type of Quote Response. Code to qualify Quote use See IOIQualifier (104) for description and valid values. Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). Price to which the yield has been calculated. The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. Indicates a trade that reverses a previous trade. Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. Number of position entries. Used to identify the type of quantity that is being returned. Long quantity. Short quantity. Status of this position. Type of Position amount Position amount Identifies the type of position transaction. Unique identifier for the position maintenance request as assigned by the submitter Number of underlying legs that make up the security. Maintenance Action to be performed. Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. The business date for which the trade is expected to be cleared. Identifies a specific settlement session SubID value associated with SettlSessID(716) Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Used to indicate when a contrary instruction for exercise or abandonment is being submitted Indicates if requesting a rollover of prior day's spread submissions. Unique identifier for this position report Status of Position Maintenance Request Result of Position Maintenance Request. Used to specify the type of position request being made. Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards" Total number of Position Reports being returned. Result of Request for Positions. Status of Request for Positions Settlement price Type of settlement price Underlying security's SettlPrice. See SettlPrice (730) field for description Underlying security's SettlPriceType. See SettlPriceType (731) field for description Previous settlement price Number of repeating groups of QuoteQualifiers (695). Currency code of settlement denomination for a specific AllocAccount (79). Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). Amount of interest (i.e. lump-sum) at maturity. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. Amount of interest (i.e. lump-sum) at maturity at the account-level. Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. Date of delivery. Method by which short positions are assigned to an exercise notice during exercise and assignment processing Quantity Increment used in performing assignment. Open interest that was eligible for assignment. Exercise Method used to in performing assignment. Total number of trade reports returned. Result of Trade Request Status of Trade Request. Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Number of position amount entries. Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. Unique identifier for Allocation Report message. Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. Underlying security's SecuritySubType. See SecuritySubType (762) field for description SecuritySubType of the leg instrument. See SecuritySubType (762) field for description The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. Number of TrdRegTimestamp (769) entries Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel Identifies the type of Confirmation message being sent. Identifies the reason for rejecting a Confirmation. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) Unique identifier for Settlement Instruction message. Number of settlement instructions within repeating group. Timestamp of last update to data item (or creation if no updates made since creation). Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) PartyRole value within a settlement parties component. Same values as PartyRole (452) PartySubID value within a settlement parties component. Same values as PartySubID (523) Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) Used to indicate whether a delivery instruction is used for securities or cash settlement. Type of financing termination. Can be used to uniquely identify a specific Order Status Request message. Unique ID of settlement instruction request message Identifies reason for rejection (of a settlement instruction request message). Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). Describes the specific type or purpose of an Allocation Report message Reference identifier to be used with AllocTransType (7) = Replace or Cancel Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Indicates whether or not this message is a drop copy of another message. Type of account associated with a confirmation or other trade-level message Average price for a specific order Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries Number of PartySubID (523)and PartySubIDType (803) entries Type of PartySubID(523) value. Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" Underlying price associate with a derivative instrument. The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. Current number of application messages that were queued at the time that the message was created by the counterparty. Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. Action to take to resolve an application message queue (backlog). Number of alternative market data sources Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). Secondary trade report identifier - can be used to associate an additional identifier with a trade. Average Pricing Indicator Used to link a group of trades together. Specific device number, terminal number or station where order was entered Trading Session in which the underlying instrument trades Trading Session sub identifier in which the underlying instrument trades Reference to the leg of a multileg instrument to which this trade refers Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. Identifies if, and how, the trade is to be allocated or split. Part of trading cycle when an instrument expires. Field is applicable for derivatives. Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. Further qualification to the trade type Reason trade is being transferred Total Number of Assignment Reports being returned to a firm Unique identifier for the Assignment Report Amount that a position has to be in the money before it is exercised. Describes whether peg is static or floats Type of Peg Offset value Type of Peg Limit If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive The price the order is currently pegged at The scope of the peg Describes whether discretionay price is static or floats Type of Discretion Offset value Type of Discretion Limit If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive The current discretionary price of the order The scope of the discretion The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Indicates if a trade should be reported via a market reporting service. Reason for short sale. Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Additional TrdType(828) assigned to a trade by trade match system. Type of Trade Report Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Unique identifier for a Confirmation Request message Used to express average price as percent of par (used where AvgPx field is expressed in some other way) Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) Number of repeating OrderCapacity entries. Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) Number of repeating EventType entries. Code to represent the type of event Date of event Predetermined price of issue at event, if applicable Comments related to the event. Percent at risk due to lowest possible call. Number of repeating InstrAttribType entries. Code to represent the type of instrument attribute Attribute value appropriate to the InstrAttribType (87) field. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". The program under which the underlying commercial paper is issued The registration type of the underlying commercial paper issuance Unit amount of the underlying security (par, shares, currency, etc.) Identifier assigned to a trade by a matching system. Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Currency value attributed to this collateral at the start of the agreement Currency value currently attributed to this collateral Currency value attributed to this collateral at the end of the agreement Number of underlying stipulation entries Type of stipulation. Same values as StipulationType (233) Value of stipulation. Same values as StipulationValue (234) Net Money at maturity if Zero Coupon and maturity value is different from par value Defines the unit for a miscellaneous fee. Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Collateral Request Identifier Reason for Collateral Assignment Collateral inquiry qualifiers: Number of trades in repeating group. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. Excess margin amount (deficit if value is negative) TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) Starting consideration less repayments Collateral Assignment Identifier Collateral Assignment Transaction Type Collateral Response Identifier Type of collateral assignment response. Collateral Assignment Reject Reason Collateral Assignment Identifier to which a transaction refers Collateral Report Identifier Collateral Inquiry Identifier Collateral Status Total number of reports returned in response to a request. Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. Identifies type of settlement Accrued Interest Amount applicable to a financing transaction on the End Date. Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. Unique identifier for a User Request. Indicates the action required by a User Request Message New Password or passphrase Indicates the status of a user A text description associated with a user status. Indicates the status of a network connection A text description associated with a network status. Assigned value used to identify a firm. Assigned value used to identify specific elements within a firm. Unique identifier for a network response. Unique identifier for a network resquest. Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Number of CompID entries in a repeating group. Indicates the type of Network Response Message. Number of CollInquiryQualifier entries in a repeating group. Trade Report Status Specifies the affirmation status of the confirmation. Currency in which the strike price of an underlying instrument is denominated Currency in which the strike price of a instrument leg of a multileg instrument is denominated A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. Action proposed for an Underlying Instrument instance. Status of Collateral Inquiry Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Currency in which the StrikePrice is denominated. Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) Number of Nested3PartySubIDs (953) entries PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) Specifies when the contract (i.e. MBS/TBA) will settle. The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date Indicates number of strategy parameters Name of parameter Datatype of the parameter Value of the parameter Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. Unique identifier for the Market Data Report. Identifies a Security List message. Used for derivatives. Denotes the current state of the Instrument. Indicator to determine if instrument is settle on open Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Minimum price increase for a given exchange-traded Instrument Position Limit for a given exchange-traded product. Position Limit in the near-term contract for a given exchange-traded product. Percent of the Strike Price that this underlying represents. Cash amount associated with the underlying component. Used for derivatives that deliver into cash underlying. Indicates order settlement period for the underlying instrument. Date associated to the quantity that is being reported for the position. Unique identifier for the Contrary Intention report Indicates if the contrary intention was received after the exchange imposed cutoff time Originating source of the request. Number of Expiration Qty entries Expiration Quantity type Expiration Quantity associated with the Expiration Type Total number of occurrences of Amount to pay in order to receive the underlying instrument Amount to pay in order to receive the underlying instrument Amount to collect in order to deliver the underlying instrument Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Will allow the intermediary to specify an allocation ID generated by their system. Additional attribute to store the Trade ID of the Leg. Specifies average price rounded to quoted precision. Identifies whether the allocation is to be sub-allocated or allocated to a third party Capacity of customer in the allocation block. The Tier the trade was matched by the clearing system. The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Refer to defintion of UnitOfMeasure(996) Refer to defintion of UnitOfMeasure(996) Same as TimeUnit. Same as TimeUnit. Specifies the method under which a trade quantity was allocated. The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. Used on a multi-sided trade to designate the ReportID Used on a multi-sided trade to convey order routing information Used on a multi-sided trade to convey reason for execution Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). Used to indicate the quantity on one side of a multi-sided trade. Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house Same as TrdRegTimeStampType Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Indicates number of SideTimestamps contained in group Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 Identifies the number of parties identified with an instrument PartyID value within an instrument party repeating group. Same values as PartyID (448) Used to report volume with a trade Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level Used to describe the origin of the market data entry. Indicates the first trade price of the day/session The spot rate for an FX entry Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. Identifies the broker-dealer department that first took the order. Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Codes that apply special information that the broker-dealer needs to report. The status of this execution acknowledgement message. Indicates the underlying position amount to be delivered Maximum notional value for a capped financial instrument Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Used to carry an internal trade entity ID which may or may not be reported to the firm The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary conveys how the collateral should be/has been applied Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Identifies role of dealer; Agent, Principal, RisklessPrincipal Method under which assignment was conducted PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an instrument party repeating group. Same values as PartySubID (523) Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The Currency in which the position Amount is denominated Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Used to identify whether the order initiator is an aggressor or not in the trade. Identifies the number of parties identified with an underlying instrument PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Identifies market data quote type. For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. Time of security's maturity expressed in local time with offset to UTC specified The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Instructs when to refresh DisplayQty (1138). Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" Defines the lower quantity limit to a randomized refresh of DisplayQty. Defines the upper quantity limit to a randomized refresh of DisplayQty. Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). Defines the quantity used to refresh DisplayQty. Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. Defines the type of price protection the customer requires on their order. Defines the lot type assigned to the order. Defines the type of peg. The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) Defines the identity of the security off whose prices the order will peg. Defines the common, 'human understood' representation of the security off whose prices the order will Peg. Security description of the security off whose prices the order will Peg. Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Defines the type of action to take when the trigger hits. The price at which the trigger should hit. Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). Defines the security description of the security whose prices will be tracked by the trigger logic. The type of price that the trigger is compared to. Defines the type of price protection the customer requires on their order. The side from which the trigger price is reached. The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. The Quantity the order should have after the trigger has hit. Defines the trading session at which the order will be activated. Defines the subordinate trading session at which the order will be activated. Defines the type of interest behind a trade (fill or partial fill). Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries PartyID value within a root parties component. Same values as PartyID (448) PartyIDSource value within a root parties component. Same values as PartyIDSource (447) PartyRole value within a root parties component. Same values as PartyRole (452) Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries PartySubID value within a root parties component. Same values as PartySubID (523) Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release Specifies a custom extension to a message being applied at the message level. Enumerated field Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID Specifies a custom extension to a message being applied at the session level. Transact time in the local date-time stamp with a TZ offset to UTC identified The ID source of ExDestination Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType Indicates the system or medium on which the report has been published ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Free format text string related to exchange. Time of security's maturity expressed in local time with offset to UTC specified Time of security's maturity expressed in local time with offset to UTC specified The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. The number of feed types and corresponding book depths associated with a security The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Specific time of event. To be used in combination with EventDate [866] Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Allow sequencing of Legs for a Strategy to be captured Settlement cycle in which the settlement obligation was generated Used to identify the trading currency on the Trade Capture Report Side Used to identify the settlement currency on the Trade Capture Report Side Net flow of Currency 1 Used to group Each Settlement Party Used to identify the reporting mode of the settlement obligation which is either preliminary or final Message identifier for Settlement Obligation Report Unique ID for this settlement instruction. Transaction Type - required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Used to identify whether these delivery instructions are for the buyside or the sellside. Number of settlement obligations Unique identifier for a quote message. Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Specifies the number of canceled quotes Specifies the number of accepted quotes Specifies the number of rejected quotes Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. Specifies the type of respondents requested. Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Number of statistics indicator repeating group entries Type of statistics The number of secondary sizes specifies in this entry Specifies the type of secondary size. A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). Identifies the application with which a message is associated. Used only if application sequencing is in effect. Data sequence number to be used when FIX session is not in effect Beginning range of application sequence numbers Ending range of application sequence numbers The length of the SecurityXML(1185) data block. XML definition for the security. The schema used to validate the contents of SecurityXML(1185). Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required Annualized volatility for option model calculations Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. Interest rate. Usually some form of short term rate. Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Type of exercise of a derivatives security Type of exercise of a derivatives security Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation Specifies the type of valuation method applied. Indicates whether instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price range. Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security Starting price range for specified tick increment Ending price range for the specified tick increment Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded Specifies the type of tick rule which is being described Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSoruce(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition of LowLimitPrice(1148) Refer to definition of HighLimitPrice(1149) Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Ending maturity month year for an option class Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. Refer to ProductComplex(1227) Increment between successive maturities for an option class Minimum lot size allowed based on lot type specified in LotType(1093) Number of execution instructions Number of Lot Type Rules Number of Match Rules Number of maturity rules in MarurityRules component block Number of order types Number of time in force techniques Refer to definition for TradingReferencePrice(1150) Starting maturity month year for an option class Used to indicate if a product or group of product supports the creation of flexible securities Refer to FlexProductEligibilityIndicator(1242) Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. Used when the trading currency can differ from the price currency Refer to definition SecurityXMLLen(1184) Refer to definition of SecurityXML(1185) Refer to definition of SecurityXMLSchema(1186) Refer to definition of NoParties(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) REfer to definition of PartyRole(452) Refer to definition for NoPartySubIDs(802) Refer to definition for PartySubID(523) Refer to definition for PartySubIDType(803) Type of exercise of a derivatives security Identifies the market segment Identifies the market Unit of measure for the Maturity Month Year Increment Format used to generate the MaturityMonthYear for each option Expiration Style for an option class: Describes the how the price limits are expressed Describes the how the price limits are expressed. Indicates execution instructions that are valid for the specified market segment Allows trading rules to be expressed by trading session Number of Market Segments on which a security may trade. Refer to definition of InstrAttribType(871) Refer to definition of InstrAttribValue(872) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Refer to definition of PriceQuoteMethod(1196) Refer to definition of ValuationMethod(1197). Indicates whether instruments are pre-listed only or can also be defined via user request Refer to definition of CapPrice(1199) Refer to definition of FloorPrice(1200) Indicates whether an Option is for a put or call If provided, then Instrument occurrence has explicitly changed Put or call indicator of the leg security. See PutOrCall(201). Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Unique ID of a Market Definition Request message. Market Definition message identifier. Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Description or name of Market Segment Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. Reference to a parent Market Segment. See MarketSegmentID(1300) Trading Session description Specifies the action taken for the specified trading sessions. Identifies the reason for rejection. This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSource(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition for SecurityType(167) Refer to definition for SecuritySubType(762) Refer to definition for MaturityMonthYear(200) Refer to definition for PutOrCall(201) Refer to definition for StrikePrice(202) Refer to definition for SecurityExchange(207) Number of Underlyings, Identifies the Underlying of the Leg Refer to definition for CFICode(461) Date of maturity. Time of security's maturity expressed in local time with offset to UTC specified Refer to definition of OptAttribute(206) Refer to definition of SecurityDesc(107) Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. Length of the EncryptedPassword(1402) field Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) Length of the EncryptedNewPassword(1404) field Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) The extension pack number associated with an application message. The extension pack number associated with an application message. Number of Usernames to which this this response is directed Identifies settlement currency for the leg level allocation. Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, Price of Fill. Refer to LastPx(31). Quantity of Fill. Refer to LastQty(32). The AllocID(70) of an individual leg of a multileg order. Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) Number of not affected orders in the repeating group of order ids. OrderID(37) of an order not affected by a mass cancel or mass action request. ClOrdID(11) of an order not affected by a mass cancel or mass action request. Specifies the type of action requested Specifies scope of Order Mass Action Request. Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Reason Order Mass Action Request was rejected Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) Specifies the volatility of an instrument leg. The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. Refer to definition for DividendYield(1380). Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 Refer to ExecInst(18) Same values as ExecInst(18) Defines the type of contingency. Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Number of trade reporting indicators Identifies the type of party for trade reporting. Same values as PartyRole(452). Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Unique identifier for request Type of Application Message Request being made. Used to indicate the type of acknowledgement being sent. Total number of messages included in transmission. Application sequence number of last message in transmission Specifies number of application id occurrences Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request Identifier for the Applicaton Message Request Ack Used to return an error code or text associated with a response to an Application Request. Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component Identifier for the Application Sequence Reset Application sequence number of last message in transmission. Used to specify a new application sequence number. Type of report Refer to definition of PartySubIDType(803) Refer to definition of PartySubID(523) Refer to definition of NoPartySubIDs(802) Refer to definition of NoPartyIDs(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) Refer to definition of PartyRole(452) Fill quantity for the leg instrument When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). Time unit in which the OrderDelay(1428) is expressed Identifies the type of venue where a trade was executed The reason for updating the RefOrdID The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) Type of pricing model used Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Number of rate sources being specified. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). See RestructuringType(1449) See Seniority(1450) See NotionalPercentageOutstanding(1451) See OriginalNotionalPercentageOutstanding(1452) Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. See AttachmentPoint(1457). See DetachmentPoint(1458). Identifies the number of target parties identified in a mass action. PartyID value within an target party repeating group. PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) PartyRole value within an target party repeating group. Same values as PartyRole (452) Specifies an identifier for a Security List Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. Specifies a description or name of a Security List. Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. Specifies a type of Security List. Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Unique identifier for a News message Category of news mesage. The national language in which the news item is provided. Number of News reference items Reference to another News message identified by NewsID(1474). Type of reference to another News(35=B) message item. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Indicates the type of payout that will result from an in-the-money option. Number of complex event occurrences. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of complex event date occurrences for a given complex event. Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. Unique identifier for the stream assignment request provided by the requester. Type of stream assignment request. Number of assignment requests. The identifier or name of the price stream. Unique identifier of the stream assignment report provided by the respondent. Reason code for stream assignment request reject. Type of acknowledgement. The type of assignment being affected in the Stream Assignment Report. See TransactTime(60) Yield Type, using same values as YieldType (235) Yield Percentage, using same values as Yield (236) Number of Instructions in the <MatchingInstructions> repeating group. Matching Instruction for the order. Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. Value of MatchAttribTagID(1626) on which to apply the matching instruction. Identifies the market to which the matching instruction applies. Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). The number of limit amount entries. Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. Unique identifier of the MarginRequirementInquiry. Number of margin requirement inquiry qualifiers. Qualifier for MarginRequirementInquiry to identify a specific report. Type of MarginRequirementReport. Identifier for group of instruments with similar risk profile. Status of MarginRequirementInquiry. Result returned in response to MarginRequirementInquiry. Identifier for the MarginRequirementReport message. Number of margin requirement amounts. Type of margin requirement amount being specified. Amount of margin requirement. Currency of the MarginAmt(1645). Number of related instruments The type of instrument relationship Ticker symbol of the related security. Common "human understood" representation of the security. Related security identifier value of RelatedSecurityIDSource(1651) type. Identifies class or source of the RelatedSecurityID (1650) value. Security type of the related instrument. Expiration date for the related instrument contract. Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). Indicates market maker participation in security. Unique identifier for PartyDetailsListRequest. Number of requested party roles. Identifies the type or role of party that has been requested. Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. Result of a request as identified by the appropriate request ID field Total number of PartyListGrp returned. Number of party relationships. Used to specify the type of the party relationship. Number of party alternative identifiers. An alternate party identifier for the party specified in PartyDetailID(1691) Identifies the source of the PartyDetailAltID(1517) value. Number of party detail alternate sub-identifiers. Sub-identifier for the party specified in PartyDetailAltID(1517). Type of PartyDetailAltSubID(1520) value. Number of risk limits with associated warning levels. Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Specifies the risk limit amount. Used to specify the currency of the risk limit amount. The area to which risk limit is applicable. This can be a trading platform or an offering. Number of risk instrument scopes. Operator to perform on the instrument(s) specified Used to limit instrument scope to specified symbol. See Symbol(55) field for description. Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for description. Used to limit instrument scope to specified instrument product category. See Product (460) field for description. Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. Used to limit instrument scope to specified security type. See SecurityType(167) field for description). Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. Number of risk warning levels. Percent of risk limit at which a warning is issued. Name or error message associated with the risk warning level. Number of related party detail identifiers. Party identifier for the party related to the party specified in PartyDetailID(1691). Identifies the source of the RelatedPartyDetailID(1563). Identifies the type or role of the RelatedPartyDetailID(1563) specified. Number of related party detail sub-identifiers. Sub-identifier for the party specified in RelatedPartyID(1563). Type of RelatedPartyDetailSubID(1567) value. Number of related party detail alternate identifiers. An alternate party identifier for the party specified in RelatedPartyID(1563). Identifies the source of the RelatedPartyDetailAltID(1570) value. Number of related party detail alternate sub-identifiers. Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). Type of RelatedPartyDetailAltSubID(1573) value. Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. Number of instrument scopes. Number of requesting party identifiers. Party identifier for the requesting party. Identifies the source of the RequestingPartyID(1658) value. Identifies the type or role of the RequestingPartyID(1658) specified. Number of requesting party sub-identifiers. Sub-identifier for the party specified in RequestingPartyID(1658). Type of RequestingPartySubID(1662) value. Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. Unique identifier for the PartyRiskLimitsRequest Identifier for the PartyRiskLimitsReport Number of risk limit types requested. Number of risk limits for different instrument scopes. Unique reference identifier for a specific risk limit defined for the specified party. Number of party details. Indicates the status of the party identified with PartyDetailID(1691). Qualifies the value of PartyRole(452) Qualifies the value of RelatedPartyRole(1565) Number of party updates. Number of party risk limits. Party identifier within Parties Reference Data messages. Source of the identifier of the PartyDetailID(1691) specified. Identifies the type or role of PartyDetailID(1691) specified. Number of party detail sub-identifiers. Sub-identifier for the party specified in PartyDetailID(1691). Type of PartyDetailSubID(1695) value. Identifies the trading status applicable to a group of instruments. Identifies an event related to the mass trading status. Denotes the reason for the Opening Delay or Trading halt of a group of securities. Identifies the trading status applicable to the instrument in the market data message. Describes a sub-class for a given class of service defined by MDFeedType (1022) Denotes the reason for the Opening Delay or Trading Halt. Used to represent the trade ID for each side of the trade assigned by an intermediary. Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType (tag 442) will be set to 2 (Individual leg of a multi-leg security) in this case. Used to indicate the status of the trade submission (not the trade report) Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Number of Security Classifications. Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Specifies the product classification value which further details the manner in which the instrument participates in the class. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Number of TrdInstrmtLegPosAmt values. Leg position amount. Type of leg position amount. Leg position currency. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. Used to calculate the present value of an amount to be paid in the future. Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn�t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. Risk adjusted price used to calculate variation margin on a position. Alternate clearing price Alternate clearing price for the side being reported. Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Price Differential between the front and back leg of a spread or complex instrument. Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. Identifies the reason a security definition request is being rejected. Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. Indicates whether a message was queued as a result of throttling. Indicates number of repeating groups to follow. Action to take should throttle limit be exceeded. Type of throttle. Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. Value of the time interval in which the rate throttle is applied. Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). Number of ThrottleMsgType fields. The MsgType (35) of the FIX message being referenced. Describes action recipient should take if a throttle limit were exceeded. Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Unique identifier for the AccountSummaryReport(35=CQ). Number of settlement amount entries. The amount of settlement. The currency of the reported settlement amount. Number of collateral amount entries. Currency denomination of value in CurrentCollateralAmount (1704). If not specified, default to currency specified in SettlementAmountCurrency(1702). Currency of the collateral; optional, defaults to the Settlement Currency if not specified. Type of collateral on deposit being reported. Number of pay collect entries. Amount to be paid by the clearinghouse to the clearing firm. Amount to be collected by the clearinghouse from the clearing firm. Category describing the reason for funds paid to, or the funds collected from the clearing firm. Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). Market segment associated with the pay collect amount. Market associated with the pay collect amount. Market segment associated with the margin amount. Market associated with the margin amount Firm assigned group allocation entity identifier. Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. An indicator to override the normal procedure to roll up allocations for the same take-up firm. Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Identifies the status of a reversal transaction. Type of reference obligation for credit derivatives contracts. Method used for negotiation of contract price. Type of price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts reported for a deal (trade). Indicates whether a restriction applies to short selling a security. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy The market data entry identifier of the bid side of a quote The market data entry identifier of the offer side of a quote. Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. Specifies the total bid size. Specifies the total offer size. Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. Type of risk limit information. Result of risk limit definition request. Status of risk limit definition request. Status of risk limit definition for one party. Result of risk limit definition for one party. Percentage of utilization of a party's set risk limit. Absolute amount of utilization of a party's set risk limit. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Amount at which a warning is issued. Action to take should warning level be exceeded. Unique identifier for PartyEntitlementsRequest(35=CU). Identifier for the PartyEntitlementsReport(35=CV). Number of party entitlement values. Number of entitlement values. Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. Type of entitlement. Unique identifier for a specific NoEntitlements(1773) repeating group instance. Number of entitlement attributes. Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Datatype of the entitlement attribute. Value of the entitlement attribute. Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. Indicates the starting date of the entitlement. Indicates the ending date of the entitlement. The area to which the entitlement is applicable. This can be a trading platform or an offering. Indicates how control of trading session and subsession transitions are performed. Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Spread table code referred by the security or symbol. Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). Number of market segments upon which a mass action is to be taken. Market segment within a target market segment repeating group. Number of market segments affected by a mass action. Market segment within an affected market repeating segment group. Number of market segments left unaffected by a mass action. Market segment within an unaffected market repeating segment group. Number of order events. The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. Action that caused the event to occur. Price associated with the event. Quantity associated with the event. Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). Additional information about the event. Type of auction order. Percentage of matched quantity to be allocated to the submitter of the response to an auction order. Instruction related to system generated auctions, e.g. flash order auctions. Used to reference an order via ClOrdID(11). Indicates whether an order is locked and for what reason. Locked order quantity. Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. Instruction to define conditions under which to release a locked order or parts of it. Quantity to be made available, i.e. released from a lock. Number of disclosure instructions. Information subject to disclosure. Instruction to disclose information or to use default value of the receiver. Designates the capacity in which the order is submitted for trading by the market participant. Designates the account type to be used for the order when submitted to clearing. Designates the capacity in which the order will be submitted to clearing. Qualifies the value of TargetPartyRole (1464). Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Indicates how the minimum quantity should be applied when executing the order. Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. OrigClOrdID(41) of an order affected by a mass cancel or mass action request. SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. Number of legs in the side of a cross order. Time unit multiplier for the event. Time unit associated with the event. When LastQty is an estimated value, e.g. for a Repo �circled� trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. An identifier representing the department or desk within the firm that originated the order. An identifier representing the department or desk within the firm that received the order. The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. Settlement price increment for stated price range. Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. Indicates whether the trade or position being reported was cleared through a clearing organization. Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Used to describe the ownership of the position. Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. Indicates the unit of measure of the position quantity when not expressed in contracts. Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. Number of trade price conditions. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Number of trade quantities. Indicates the type of trade quantity in TradeQty(1843). Trade quantity. Number of trade allocation amount entries. Type of the amount associated with a trade allocation. The amount associated with a trade allocation. Currency denomination of the trade allocation amount. Instruction on how to add a trade to an allocation group when it is being given-up. Indicates the trade is a result of an offset or onset. Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. Calculated average price for this side of the trade. Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). Number of related trades. Identifier of a related trade. Describes the source of the identifier that RelatedTradeID(1856) represents. Date of a related trade. Market of execution of related trade. Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. Number of related positions. Identifier of a related position. Describes the source of the identifier that RelatedPositionID(1862) represents. Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Unique identifier for the ask side of the quote assigned by the quote issuer. Number of value check entries. Type of value to be checked. Action to be taken for the ValueCheckType(1869). The length of the LegSecurityXML(1872) data block. XML definition for the leg security. The schema used to validate the contents of LegSecurityXML(1872). The length of the UnderlyingSecurityXML(1875) data block. XML definition for the underlying security. The schema used to validate the contents of UnderlyingSecurityXML(1875). Result party detail definition request. Status of party details definition request. Status of party detail definition for one party. Result of party detail definition for one party. Result of risk limit definition request. Status of party entitlements definition request. Status of entitlement definition for one party. Result of entitlement definition for one party. Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. Used to express the unit of measure of the settlement price if different from the contract. Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. Number of instrument match sides. Number of trade match sides. Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. Number of instrument leg executions. The ExecID(17) value corresponding to a trade leg. The TradeID(1003) value corresponding to a trade leg. The TradeReportID(571) value corresponding to a trade leg. Used to indicate the status of the trade match report submission. Reason the trade match report submission was rejected. Identifies the market segment of the side. Identifies the type of venue where the trade was executed for the side. Used to reference the value from SideExecID(1427). Used to reference the value from LegExecID(1893). Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). Time unit in which the ExposureDuration(1629) is expressed. The best quoted price received among those not traded. Number of clearing account type entries. Number of price movement entries. Number of price movement value entries. Value at specific price movement point. Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. Describes the format of the PriceMovementValue(1921). Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Number of regulatory IDs in the repeating group. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. Specifies the party's or parties' intention to clear the trade. Specifies the eligibility of this trade for clearing and central counterparty processing. Indicates that the trade being reported occurred in the past and is still in effect or active. Specifies how a trade was confirmed. An indication that the trade is flagged for mandatory clearing. An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). An indication that the price is off-market. Indication of how a trade was verified. Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Type of regulatory report. Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). Specifies how the trade is collateralized. Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. The broad asset category for assessing risk exposure. The subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. The version of the master agreement The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. The date that an annex to the master confirmation was executed between the parties. Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Indication that a block trade will be allocated. Number of events in the repeating group. Code to represent the type of event. The date of the event. The time of the event. To be used in combination with UnderlyingEventDate(1983). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. Specifies the coupon type of the underlying bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). Identifies the source scheme of the UnderlyingObligationID(1994). Specifies the equity in which a convertible bond can be converted. Identifies the source of the UnderlyingEquityID(1996). Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. The series identifier of a credit default swap index. The version identifier of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap index series annex. Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicator to determine if Instrument is Settle on Open. Method under which assignment was conducted Gives the current state of the instrument Type of reference obligation for credit derivatives contracts. The broad asset category for assessing risk exposure. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation. Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. Used to indicate if a product or group of product supports the creation of flexible securities. Position limit for the instrument. Position Limit in the near-term contract for a given exchange-traded product. Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. If different from IssueDate() If different from IssueDate and DatedDate Indicates whether a restriction applies to short selling a security. Spread table code referred by the security or symbol. Number of complex events in the repeating group. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of underlying complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). Number of events in the repeating group Code to represent the type of event. The date of the event. Specific time of event. To be used in combination with LegEventDate(2061). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. Free form text to specify additional information or enumeration description when a standard value does not apply. The broad asset category for assessing risk exposure. The general subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Swap type. Free form text to specify comments related to the event. Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of elements in the repeating group. Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date The time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of financing definitions in the repeating group. Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of contractual matrices in the repeating group. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of financing terms supplements in the repeating group. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. The publication date of the applicable version of the contractual supplement. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of the rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option�s exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. Free form text to specify additional information or enumeration description when a standard value does not apply. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). Specifies the type of date (e.g. adjusted for holidays). Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies class or source of the ProvisionPartyID(40175) value. Identifies the type or role of ProvisionPartyID(40175) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for ProvisionPartyID(40175). The type of ProvisionPartySubID(40179). Number of protection terms in the repeating group. The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of entries in the repeating group. Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of additional settlement or bullet payments. Type of payment. The side of the party paying the payment. The side of the party receiving the payment. Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. The total payment amount. The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. The unadjusted payment date. The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted payment date. The value representing the discount factor used to calculate the present value of the cash flow. The amount representing the present value of the forecast payment. Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. Payment settlement style. Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). Number of additional settlements or bullet payments. The payment settlement amount. Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. Number of parties identified in the additional settlement or bullet payment. The payment settlement party identifier. Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). Qualifies the value of PaymentSettlPartyRole(40236). Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). The type of PaymentSettlPartySubID(40239) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of dealers in the repeating group. Number of business centers in the repeating group. Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts. Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the LegPaymentStreamDiscountRate(40286). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the payment stream's floating rate index curve period. Time unit multiplier for the payment stream's floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the inflation index level from multiple points. The most common is linear method. The inflation index reference source. The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the source of rate information. Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Number of swap schedules in the repeating group Specifies the type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step schedule, or amount of a cashflow payment. The currency for this step schedule. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fxing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the stub floating rate index. Time unit multiplier for the floating rate index. Time unit associated with the floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source for the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the leg provision's tenor period. Time unit associated with the leg provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Free form text to specify additional information or enumeration description when a standard value does not apply. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. The first date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies the class or source of LegProvisionPartyID(40534). Identifies the type or role of LegProvisionPartyID(40534) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). The type of LegProvisionPartySubID(40538) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted termination date. The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). Compounding Method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream's floating rate index. The source of the payment stream floating rate index. Time unit associated with the underlying instrument�s floating rate index. Time unit multiplier for the underlying instrument�s floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies a short or long spread value. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the underlying payment stub floating rate index. Time unit multiplier for the underlying payment stub floating rate index. Time unit associated with the underlying payment stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Identifies the type of payment stream associated with the swap. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the PaymentStreamDiscountRate(40745). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit multiplier for the relative initial fixing date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of resets. Time unit associated with the frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the floating rate index. Time unit multiplier for the floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cash flow payment. The side of the party paying the step schedule. The side of the party receiving the stepf schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of swap schedule rate sources. Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source of the stub floating rate index. Time unit multiplier for the stub floating rate index. Time unit associated with the stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the payment stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. The unadjusted effective date. The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Specifies the type of price for PaymentPrice(40218). Specifies the day type of the relative payment date offset. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of event news sources in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. Identifies the reference "page" from the quote source. Identifies the reference "page" from the quote source. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. The date of the previous clearing business day. The valuation date of the trade. The valuation time of the trade. Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). Specifies whether or not CollateralFXRate(2090) should be multipled or divided. Market segment associated with the collateral amount. Market associated with the collateral amount. Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. Corresponds to the value in StreamDesc(40051) in the StreamGrp component. Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). Specifies whether or not PositionFXRate(2097) should be multipled or divided. Market segment associated with the position amount. Market associated with the position amount. Indicates if the position has been terminated. Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. Specifies the identifier of the reporting entity as assigned by regulatory agency. The number of attached files. Specifies the file name of the attachment. The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet Used to specify an external URL where the attachment can be obtained. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Unencoded content length in bytes. Can be used to validate successful unencoding. Byte length of encoded the EncodedAttachment(2112) field. The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. The number of attachment keywords. Can be used to provide data or keyword tagging of the content of the attachment. Specifies the negotiation method to be used. The time of the next auction. The number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the asset attribute. Limit or lower acceptable value of the attribute. The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. The commission rate unit of measure. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. The number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). The number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. The number of periods in the repeating group. Specifies the period type. The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. The number of business centers in the repeating group. The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted complex event date. The local market fixing time. The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. The subclassification or subtype of swap. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Indicator to determine if the instrument is to settle on open. Specifies the method under which assignment was conducted. Used for derivatives. Denotes the current state of the InstrumentLeg. A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. Type of reference obligation for credit derivatives contracts. The subclassification or subtype of swap. The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Specifies the method for price quotation. Specifies the type of valuation method applied. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Indicates whether instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. Used to indicate if a product or group of product supports the creation of flexible securities. Position Limit for a given exchange-traded product. Position limit in the near-term contract for a given exchange-traded product. The program under which a commercial paper is issued. The registration type of a commercial paper issuance. Indicates whether a restriction applies to short selling a security. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. The fee amount due if different from MiscFeeAmt(137). A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the day type of the relative earliest option exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. Last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also OptionExerciseEarliestTime(41134). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. An adjusted or unadjusted fixed option exercise expiration date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Forward start premium type. Number of fixing days in the repeating group. The day of the week on which fixing will take place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this PaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction �Fixed�. If 'N' it is taken on each Pricing Date �Floating�. Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Specifies the fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Secondary time unit associated with the payment stream's floating rate index curve. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Species the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadjusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. The adjusted pricing or fixing date. Specifies the local market time of the pricing or fixing. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Data source identifier. Type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in StreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodities settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this Stream for cross referencing elsewhere in the message. Cross reference to another Stream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery stream quantity unit of measure (UOM). Total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of mandatory clearing jurisdictions. Identifier of the regulatory jurisdiction requiring the trade to be cleared. The positive or negative change in quantity when this report is a trade correction or continuation. Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. Specifies the bond's payment priority in the event of a default. Specifies the coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. A named string value referenced by UnderlyingSettlTermXIDRef(41315). The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). Number of entries in the date-time repeating group. Averaging date for an Asian option. Trigger date for a Barrier or Knock option. Averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of complex events in the repeating group. Identifies the type of complex event. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of commodity sources in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. Number of parties in the repeating group. Used to identify party id related to instrument. Used to identify source of instrument party id. Used to identify the role of instrument party id. Number of parties sub-IDs in the repeating group. PartySubID value within an instrument party repeating group. Type of LegInstrumentPartySubID (2259) value. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also LegOptionExerciseEarliestTime(41509). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. The fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream's floating rate index curve. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place.. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of entries in the repeating group. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of protection terms in the repeating group. A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Specifies the day type for protection term events. Rate source for events that specify a rate source, e.g. floating rate interest shortfall. Number of qualifiers in the repeating group. Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Specifies the data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in LegStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. The settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this LegStream for cross referencing elsewhere in the message. Cross reference to another LegStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). Number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. The time when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the currency pairing for the quote. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the title transfer condition. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. The limit or lower acceptable value of the attribute. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). The subclassification or subtype of swap. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of underlying security. Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream�s floating rate index curve. Secondary time unit multiplier for the payment stream�s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. An adjusted or unadjusted fixed pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of commodity data sources in the repeating group. Data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this UnderlyingStream for cross referencing elsewhere in the message. Cross reference to another UnderlyingStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Total amount traded for this account (i.e. quantity * price) expressed in units of currency. Status of risk limit report. The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. The unique and static identifier, at the business entity level, of a risk limit check request. Specifies the transaction type of the risk limit check request. Specifies the type of limit check message. Specifies the message reference identifier of the risk limit check request message. Specifies the type of limit amount check being requested. Specifies the amount being requested for approval. Indicates the status of the risk limit check request. Result of the credit limit check request. The credit/risk limit amount approved. The unique identifier of the PartyActionRequest(35=DH) message. Specifies the type of action to take or was taken for a given party. Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Specifies the reason the PartyActionRequest(35=DH) was rejected. The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. Qualifies the value of RequestingPartyRole(1660). Specifies the type of credit limit check model workflow to apply for the specified party Indicates the status of the risk limit check performed on a trade. Indicates the status of the risk limit check performed on the side of a trade. Number of entitlement types in the repeating group. Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Specifies the regulatory mandate or rule that the transaction complies with. Identifier of the collateral portfolio when reporting on a portfolio basis. Identifies the class or source of DeliveryStreamDeliveryPoint(41062). Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates action that triggered the Position Report. FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). The type of identification taxonomy used to identify the security. Used to further qualify the value of PartyRole(452). Used to further qualify the value of DerivativeInstrumentPartyRole(1295). Used to further qualify the value of InstrumentPartyRole(1051). Used to further qualify the value of LegInstrumentPartyRole(2257). Used to further qualify the value of LegProvisionPartyRole(40536). Used to further qualify the value of Nested2PartyRole(759). Used to further qualify the value of Nested3PartyRole(951). Used to further qualify the value of Nested4PartyRole(1417). Used to further qualify the value of NestedPartyRole(538). Used to further qualify the value of ProvisionPartyRole(40177). Used to further qualify the value of RequestedPartyRole(1509). Used to further qualify the value of RootPartyRole(1119). Used to further qualify the value of SettlPartyRole(784). Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Subtype of an entitlement specified in EntitlementType(1775). Quote model type Free text for compliance information required for regulatory reporting. Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. FX spot rate. FX forward points added to spot rate. May be a negative value. FX spot rate. FX forward points added to spot rate. May be a negative value. Identifies the page heading from the rate source. The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. Identifies class or source of the RelatedToSecurityID(2413) value. StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. An identifier created by the trading party for the life cycle event associated with this report. FX spot rate. FX forward points added to spot rate. May be a negative value. Applicable value for LegMarketDisruptionEvent(41468). Applicable value for LegMarketDisruptionFallbackType(41470). Applicable value for MarketDisruptionEvent(41093). Applicable value for MarketDisruptionFallbackType(41095). Used to further clarify the value of PaymentType(40213). Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). Applicable value for UnderlyingMarketDisruptionEvent(41865). Applicable value for UnderlyingMarketDisruptionFallbackType(41867). Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Name referenced from UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Currency of physical settlement. Uses ISO 4217 currency codes. A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of protection terms in the repeating group. The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of event news sources in the repeating group. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. Last date in range when a settlement date range is provided. Number of UnderlyingProvision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). Specifies the type of date (e.g. adjusted for holidays). Identifies the source of quote information. Identifies the reference "page" from the quote source. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of UnderlyingProvision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). Number of provisions in the repeating group. Type of provision. The unadjusted date of the provision. The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision's exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Free form text to specify additional information or enumeration description when a standard value does not apply. Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. Number of parties identified in the contract provision. The party identifier for the payment settlement party. Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. Used to further qualify the value of UnderlyingProvisionPartyRole(42176). Number of sub-party IDs to be reported for the party. Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). The type of UnderlyingProvisionPartySubID(42178). Number of business centers in the repeating group. The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. Unique message identifier for an order request as assigned by the submitter of the request. Unique message identifier for a mass order request as assigned by the submitter of the orders. Unique message identifier for a mass order request as assigned by the receiver of the orders. Status of mass order request. Request result of mass order request. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Number of order entries. Specifies the action to be taken for the given order. Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. The initiating event when an ExecutionReport(35=8) is sent. Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. Number of target party sub IDs in the repeating group. Party sub-identifier value within a target party repeating group. Type of TargetPartySubID(2434) value. Unique identifier for the transfer instruction assigned by the submitter. The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. Unique identifier for the transfer report message. Indicates the type of transfer transaction. Indicates the type of transfer request. Indicates the type of transfer. Status of the transfer. Reason the transfer instruction was rejected. Indicates the type of transfer report. Timestamp of aggressive order or quote resulting in match event. Side of aggressive order or quote resulting in match event. Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. Indicate whether linkage handling is in effect for an instrument or not. Number of buy orders involved in a trade. Number of sell orders involved in a trade. Calculation method used to determine settlement price. Message identifier for a statistics request. Message identifier for a statistics report. The short name or acronym for a set of statistic parameters. Can be used to provide an optional textual description for a statistic. Type of statistic value. Entities used as basis for the statistics. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Scope details of the statistics to reduce the number of events being used as basis for the statistics. Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). Time unit for MDStatisticFrequencyPeriod(2460). Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. Time unit for MDStatisticDelayPeriod(2462). Type of interval over which statistic is calculated. Time unit for MDStatisticIntervalType(2464). Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. Time unit for MDStatisticIntervalPeriod(2466). First day of range for which statistical data is collected. Last day of range for which statistical data is collected. Start time of the time range for which statistical data is collected. End time of the time range for which statistical data is collected. Ratios between various entities. Result returned in response to MarketDataStatisticsRequest (35=DO). Number of market data statistics. Unique identifier for a statistic. Time of calculation of a statistic. Status for a statistic to indicate its availability. Statistical value. Type of statistical value. Unit of time for statistical value. Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. Indicates the status of the risk limit check performed on a trade for this allocation instance. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of financing definitions in the repeating group. Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of contractual matrices in the repeating group. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. The version of the master agreement. Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identifies type of settlement. A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. The date that an annexation to the master confirmation was executed between the parties. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. Type of financing termination. Specifies the publication date of the applicable version of the contractual supplement. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. Number of financing terms supplements in the repeating group. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The unique transaction entity identifier assigned by the firm. The unique transaction entity identifier. The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". Reject reason code for rejecting the collateral report. The status of the collateral report. Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. Ordinal number of the trade within a series of related trades. Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. An encoded collateral request processing instruction to the receiver. A unique identifier to link together a set or group of requests. Ordinal number of the request within a set or group of requests. Total number of request messages within a set or group of requests. Communicates the underlying condition when the request response indicates "warning". Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. Number of relative value metrics entries in the repeating group. Indicates the type of relative value measurement being specified. The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. Specifies the side of the relative value. Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Clearing settlement price. Technical event within market data feed. Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. Total number of reports related to market segments. Total number of reports related to instruments. Total number of reports related to party detail information. Total number of reports related to party entitlement information. Total number of reports related to party risk limit information. Status of market segment. Used to classify the type of market segment. Used to further categorize market segments within a MarketSegmentType(2543). Number of related market segments. Identifies a related market segment. Type of relationship between two or more market segments. Number of auction order types. Identifies an entire suite of products for which the auction order type rule applies. Number of rules related to price ranges. Lower boundary for price range. Upper boundary for price range. Maximum range expressed as absolute value. Maximum range expressed as percentage. Identifies an entire suite of products in the context of trading rules related to price ranges. Identifier for a price range rule. The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. Number of rules related to quote sizes. Indicates whether single sided quotes are allowed. Number of eligibility indicators for the creation of flexible securities. Identifies an entire suite of products which are eligible for the creation of flexible securities. Represents the total number of multileg securities or user defined securities that make up the security. Specifies the time interval used for netting market data in a price depth feed. The time unit associated with the time interval of the netting of market data in a price depth feed. Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. Primary service location identifier. Secondary or alternate service location identifier. Identifies an entire suite of products for which the matching rule applies. Specifies the kind of priority given to customers. Identifies an entire suite of products for which the price tick rule applies. Previous day's adjusted open interest. Previous day's unadjusted open interest. Indicates if a given option instrument permits low exercise prices (LEPO). Indicates if a given instrument is eligible for block trading. Specifies the number of decimal places for instrument prices. Specifies the number of decimal places for exercise price. Original exercise price, e.g. after corporate action requiring changes. Specifies a suitable settlement sub-method for a given settlement method. Number of parameter sets for clearing prices. Relative identification of a business day. Constant value required for the calculation of the clearing price, e.g. for variance futures. Constant value required for the calculation of the clearing quantity, e.g. for variance futures. Number of trading business days in a year. Number of trading business days over the lifetime of an instrument. Number of actual trading business days of an instrument. Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. Closing price of the underlying required to calculate the RealizedVariance(2587). Overnight interest rate. The economic cost of the variation margin from one trading day to the next. Specifies how the calculation will be made. Specifies the number of miscellaneous fee sub-types. Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. The amount of the specified MiscFeeSubType(2634). Can be used to provide an optional textual description of the fee sub-type. Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. The type of value in CurrentCollateralAmount(1704). Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in CommissionAmount(2640). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in AllocCommissionAmount(2654). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. Indicates that the party has taken a position on both a put and a call on the same underlying asset. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in DividendFloatingRateIndex(42218). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the DividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the DividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in the DividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the LegDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. The number of entries in the LegDividendPeriodBusinessCentersGrp component. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. Number of dates in the repeating group. The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). Specifies the type of payment compounding date (e.g. adjusted for holidays). The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the LegPaymentStreamFormulaImage(42452) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. Number of fixing dates in the repeating group. The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). Specifies the type of fixing date (e.g. adjusted for holidays). The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). Specifies the type of return rate valuation date (e.g. adjusted for holidays). The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the LegStreamVersion(42583). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the PaymentStreamFormulaImage(42563) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the StreamVersion(42784). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the repeating group. Specifies the date that the dividend or coupon payment is due. The amount of the dividend or coupon payment. Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. Accrued interest on the dividend or coupon payment. Specifies the actual dividend payout ratio associated with the equity or bond underlier. Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. Number of entries in the UnderlyingDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Notional value for the equity or bond underlier. Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. Specifies the conditions that govern the adjustment to the number of units of the return swap. Cross reference to another notional amount for duplicating its properties. In the case of an index underlier specifies the unique identifier for the referenced futures contract. Identifies the source of the UnderlyingFutureID(2620). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The limit of average percentage of individual securities traded in a day or a number of days. Specifies the limitation period for average daily trading volume in number of days. Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. Side value of the party electing the settlement method. The date through which the option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Specifies the initial rate spread for a basket underlier. Number of entries in the repeating group. The date that the rate spread step takes affect. The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the UnderlyingStreamVersion(43083). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. The status of risk limits for a party. A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Number of regulatory publication rules in repeating group. Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. An order originator that intends to make a profit or mitigate risk No orders or quotes may be entered. Authorities resume a market after a halt. Order matching is suspended due to unexpected conditions or by a circuit-breaker rule. Continuous trading Quotes and orders can be entered, changed or deleted, but orders are not matched. Closing auction Phases of the market as a state machine in.OrdType in {^Stop, ^StopLimit} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} Repeating group of security status by SecurityID Matches orders entered by buy-side participants The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed. This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. What the discretionary price is related to (e.g. primary price, display price etc) Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType Describes whether discretion price is static/fixed or floats Type of Discretion Offset (e.g. price offset, tick offset etc) Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) The scope of "related to" price of the discretion (e.g. local, global etc) The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal A common reference to the applicable standing agreement between the principals A reference to the date the underlying agreement was executed. Currency of the underlying agreement. Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. For Repos the timing or method for terminating the agreement. Settlement date of the beginning of the deal Repayment / repurchase date Delivery or custody arrangement for the underlying securities Percentage of cash value that underlying security collateral must meet. Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan � Amended 1998, for example. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date interest is to be paid. Used in identifying Corporate Bond issues. Conditionally required when MthToDefault(1943) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] 0 Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Method for price quotation Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Used to indicate if a product or group of product supports the creation of flexible securities Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) For Fixed Income. Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing the instrument. Identifies MBS / ABS pool Must be present for MBS/TBA The program under which a commercial paper is issued The registration type of a commercial paper issuance Number of repeating EventType group entries. If different from IssueDate If different from IssueDate and DatedDate Used to identify the parties related to a specific instrument. Spread table code referred by the security or symbol. The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. Identifies the form of delivery. Percent at risk due to lowest possible call. Number of repeating InstrAttrib group entries. The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. Conditionally required when LegMthToDefault(2158) is specified. Conditionally required when LegCouponFreqUnit(2164) is specified. Conditionally required when LegCouponFreqPeriod(2163) is specified. Conditionally required when LegConvertibleBondEquityID(2166) is specified. Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). Embedded XML document describing the leg instrument. Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Identifies MBS / ABS pool Used to express option right LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). For CIV - required For CIV - Optional For CIV - Optional The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType Defines the type of peg. Describes whether peg is static/fixed or floats Type of Peg Offset (e.g. price offset, tick offset etc) Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) The scope of the "related to" price of the peg (e.g. local, global etc) Required if PegSecurityID is specified. Requires PegSecurityIDSource if specified. The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. Required if AllocSettlInstType = 1 or 2 Required if AllocSettlInstType = 3 (should not be populated otherwise) Required if AllocSettlInstType = 3 (should not be populated otherwise) Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties For Fixed Income Must be present if BenchmarkPrice is used. The identifier of the benchmark security, e.g. Treasury against Corporate bond. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. Embedded XML document describing the underlying instrument. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. Specific to the <UnderlyingInstrument> (not in <Instrument>) Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). Used to express option right Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. Conditionally required when UnderlyingObligationID(1994) is specified. Conditionally required when UnderlyingEquityID(1996) is specified. Required if UnderlyingFutureID(2620) is specified. Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingMthToDefault(2018) is specified. Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. The YieldData component block conveys yield information for a given Fixed Income security. FIXT.1.1 (Always unencrypted, must be first field in message) (Always unencrypted, must be second field in message) (Always unencrypted, must be third field in message) Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. Used to support bilaterally agreed custom functionality (Always unencrypted) (Always unencrypted) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Required to identify length of encrypted section of message. (Always unencrypted) Required when message body is encrypted. Always immediately follows SecureDataLen field. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. The standard FIX message header Required when trailer contains signature. Note: Not to be included within SecureData field Note: Not to be included within SecureData field (Always unencrypted, always last field in message) The standard FIX message trailer Only to be used in the ExecutionReport Required when DisplayMethod = 3 Required when DisplayMethod = 3 Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 Required when DisplayMethod = 2 The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. Required if any other Triggering tags are specified. Conditionally required when TriggerAction(1101)=3 (Cancel). Only relevant and required for TriggerAction = 1 Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Should be specified if the order changes Price. Should be specified if the order changes type. Required if the order should change quantity Only relevant and required for TriggerType = 2. Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. This block contains the base trading rules This block contains the trading rules specific to a trading session Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. Must be provided if SecurityXML(1185) field is specified and must immediately precede it. The SecurityXML component is used to provide a definition in an XML format for the instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Describes the how the price limits are expressed Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session Specifies price tick rules for the security. Specifies the lot types that are valid for trading. Specifies the price limits that are valid for trading. Specifies the valid price range tables for trading. Specifies the valid quote sizes for trading. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. Used for multileg security only. Used for multileg security only. Defines the default price type used for trading. Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. Trading rules that are applicable to a market, market segment or individual security independent of a trading session. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Required if SecurityID is specified. Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc Used to indicate if a product or group of product supports the creation of flexible securities An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] Settlement method for a contract. Can be used as an alternative to CFI Code value Method for price quotation For futures, indicates type of valuation method applied Indicates whether strikes are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing security. Must be present for MBS or TBA Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. Additional attribution for the instrument series Security trading and listing attributes for the series level Used to specify forms of product classifications Must be set if SecurityXML field is specified andd must immediately precede it. XML Data Stream describing the Security. XML Schema used to validate the XML used to describe the Security. Identifies the application with which a message is associated. Used only if application sequencing is in effect. Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. The reason for updating the RefOrdID Order type from the order associated with the trade Order price at time of trade Stop/Limit order price Execution Instruction from the order associated with the trade Status of order as of this trade report Order quantity at time of trade The order expiration date/time in UTC May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). Can be used to specify FX tenors. Used to specify the instrument Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap. Mutually exclusive with LegPaymentStreamFixedAmount(40327). Mutually exclusive with LegPaymentStreamRate(40326). LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream. Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap. Mutually exclusive with PaymentStreamFixedAmount(40785). Mutually exclusive with PaymentStreamRate(40784). PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap. Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). Mutually exclusive with UnderlyingPaymentStreamRate(40615). UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream. DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere. LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component. Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in MarketDisruptionEventGrp. Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap. Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. Conditionally required when StreamCommoditySecurityID(41253) is specified. Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity. Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap. Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. Conditionally required when LegStreamCommoditySecurityID(41650) is specified. Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity. Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap. Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule. If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision. The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision. Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the market depth up to specified level. Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. Conditionally required when MDStatisticDelayUnit(2463) is specified. Conditionally required when MDStatisticDelayPeriod(2462) is specified. Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). Conditionally required when MDStatisticIntervalPeriod(2466) is specified. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. Conditionally required when MDStatisticType(2456) = 5(Ratio). This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited. The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range. MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided. It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades. Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when CashSettlDateOffsetUnit(42211) is specified. Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date. The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date. The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered. LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date. OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when PaymentStreamFormulaImage(42653) is specified. Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date. The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered. UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier. UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub. UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date. MsgType = 6 Required for Cancel and Replace IOITransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152) The value zero is used if NoLegs repeating group is used Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" Required for multileg IOIs Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. MsgType = 7 Required for Cancel and Replace AdvTransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Describes the purpose of the execution report. Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Expired MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Rejected For optional use with ExecType = 8 (Rejected) Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp is used. Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 9 If CxlRejReason="Unknown order", specify "NONE". Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. Can be used to provide order id used by exchange or executing system. Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected. For optional use with OrdStatus = 0 (New) Required for rejects against orders which were submitted as part of a list. Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. MsgType = B Unique identifer for News message News items referenced by this News message Used to optionally specify the national language used for the News item. Specifies the headline text Must be set if EncodedHeadline field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Used to optionally specify the market to which this News applies. Used to optionally specify the market segment to which this News applies. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. MsgType = C Unique identifier for the email message thread Specifies the Subject text Must be set if EncodedSubject field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Type of account associated with the order (Origin) Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Useful for verifying security identification Available for optional use when Side(54) = 6(Sell short exempt). Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required for auction orders ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" $Market.Phase == "Closed" BusinessRejectRefID(379) correlates to ClOrdId(11) field in the order message !exists $Market.SecMassStatGrp[SecurityID==in.SecurityID]" ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID and ExecID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" One or more fills may occur; the first one may be synchronous. The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. MsgType = E Must be unique, by customer, for the day Should refer to an earlier program if bidding took place. e.g. Non Disclosed Model, Disclosed Model, No Bidding Process For CIV - Optional Reference to Registration Instructions message applicable to all Orders in this List. Controls when execution should begin For CIV Orders indicates order of execution.. Free-form text. Used for contingency orders. Must be set if EncodedListExecInst field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. Number of orders in this message (number of repeating groups to follow) The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. MsgType = F Required if provided on the order being cancelled. Echo back the value provided by the requester. ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Unique ID of cancel request as assigned by the institution. Required for List Orders Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request. Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). MsgType = G Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Required for List Orders TransactTime of the last state change that occurred to the original order Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt Available for optional use when Side(54) = 6(Sell short exempt). Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must match original order. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. For use in derivatives omnibus accounting For use with derivatives, such as options Required for short sell orders For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Conditionally required for auction orders. The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. MsgType = H Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Unique identifier for this allocation instruction message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. MsgType = K Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. MsgType = L Must be unique, by customer, for the day Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. MsgType = M Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The list status request message type is used by institutions to instruct the broker to generate status messages for a list. MsgType = N Total number of messages required to status complete list. Sequence number of this report message. Must be set if EncodedListStatusText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders statused in this message, i.e. number of repeating groups to follow. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. MsgType = P Optional second identifier for the allocation instruction being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Instruction Ack generated Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Instruction were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow. In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required if specified on the ExecutionRpt Required if specified on the ExecutionRpt Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. MsgType = R For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) MsgType = S Required when quote is in response to a QuoteRequest(35=R) message. Unique identifier for the bid side of the quote. Unique identifier for the ask side of the quote. Can be used when modifying an existing quote. Optionally used to supply a message identifier for a quote. Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Required for Tradeable or Counter quotes of single instruments Required for Tradeable quotes or Counter quotes of single instruments Can be used with forex quotes to specify a specific "value date". For NDFs this is required. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Required for NDFs to specify the settlement currency (fixing currency). Required for multileg quotes If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. For use in private/directed quote negotiations. The time when the quote will expire Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets SpreadOrBenchmarkCurveData component may be used to specify the benchmark. SpreadOrBenchmarkCurveData component may be used to specify the benchmark. Spread(218) may be used for a mid-spread value. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. MsgType = T Unique identifier for this message Only used when this message is used to respond to a settlement instruction request (to which this ID refers) 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Date/time this message was generated SettlInstMode != ^RequestReject Required except where SettlInstMode is 5=Reject SSI request The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request). SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Required if SubscriptionRequestType(263) = 1(Snapshot + Updates). Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). Defines the scope(s) of the request Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh). Can be used to limit the result set to the specified markets or market segments. Action to take if application level queuing exists Maximum application queue depth that must be exceeded before queuing action is taken. Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MsgType = W Total number or reports returned in response to a request. Unique identifier for the market data report. Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Can be used to define a subordinate book. Can be used to define the current depth of the book. Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a MarketDataRequest(35=V). Required for multileg quotes Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MsgType = X Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a Market Data Request. Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MsgType = Y Must refer to the MDReqID of the request. Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. MsgType = Z Required when quote is in response to a Quote Request message Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. Optionally used to supply a message identifier for a quote cancel. Identifies the type of Quote Cancel request. Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote). Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Cancel should be applied. Type of account associated with the order (Origin) The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying MsgType = a (lowercase) Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. Conditionally required when requesting status of a single security quote. Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Status Request should apply. Type of account associated with the order (Origin) Used to subscribe for Quote Status Report messages The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MsgType = b (lowercase) Required when acknowledgment is in response to a Quote Request message Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: - QuoteID(117) of a Mass Quote - QuoteMsgID(1166) of Quote Cancel - QuoteStatusReqID(649) of Quote Status Request Status of the mass quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. Type of Quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. Type of account associated with the order (Origin) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The number of sets of quotes in the message Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. MsgType = c (lowercase) Identifies the market for which the security definition request is being made. Identifies the segment of the market for which the security definition request is being made. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. MsgType = d (lowercase) Used to identify the SecurityDefinition(35=d) message. Used to identify the response to a SecurityDefinitionRequest(35=c) message. Allow result of query request to be returned to requester Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). Used to specify forms of product classifications Currency in which the price is denominated Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. MsgType = f (lowercase) Business day that the state change applies to. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Used to relay changes in the book type Used to relay changes in market depth. Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. Time of status information. Represents the price of the first fill of the trading session. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. MsgType = g (lowercase) Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of trading Trading Session Mode The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. MsgType = h (lowercase) Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) Market for which trading session applies Market Segment for which trading session applies Business day for which trading session applies to. Identifier for trading session Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. Identifies an event related to the trading status of a trading session Indicates if trading session is in fast market. TradSesStatus==^RequestRejected Use with TradSesStatus(340) = 6(Request Rejected). Starting time of the trading session Time of the opening of the trading session Time of the pre-close of the trading session Closing time of the trading session End time of the trading session Indicates how control of trading session and subsession transitions are performed Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument. The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MsgType = i (lowercase) Required when quote is in response to a Quote Request message Type of Quote Default is Indicative if not specified Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Default Bid Size for quote contained within this quote message - if not explicitly provided. Default Offer Size for quotes contained within this quote message - if not explicitly provided. The number of sets of quotes in the message Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). MsgType = j (lowercase) MsgSeqNum of rejected message The MsgType of the FIX message being referenced. Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. MsgType = k (lowercase) Required to relate the bid response Identifies the Bid Request message transaction type e.g. "Non Disclosed", "Disclosed", No Bidding Process Total number of tickets/allocations assuming fully executed Used to represent the currency of monetary amounts. Expressed in Currency Expressed in Currency Used if BidType="Non Disclosed" Used if BidType="Disclosed" Overall weighted average liquidity expressed as a % of average daily volume % value of stocks outside main country in Currency % of program that crosses in Currency Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Net/Gross Is foreign exchange required Indicates the total number of bidders on the list Used when BasisPxType = "C" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. MsgType = l (lowercase L) Number of bid repeating groups The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. MsgType = m (lowercase) Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of strike price entries The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. MsgType = o (lowercase O) Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary to which Registration relates Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of registration details in this message (number of repeating groups to follow) Number of Distribution instructions in this message (number of repeating groups to follow) The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. MsgType = p (lowercase P) Unique identifier of the original Registration Instructions details Identifies original Registration Instructions transaction type Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. MsgType = q (lowercase Q) Unique ID of Order Mass Cancel Request as assigned by the institution. Specifies the type of cancellation requested Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Can be used to specify the parties to whom the Order Mass Cancel should apply. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required for MassCancelRequestType = 8 (Cancel orders for a market) Required for MassCancelRequestType = 9 (Cancel orders for a market segment) Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). MsgType = r (lowercase R) ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. Order Mass Cancel Request Type accepted by the system Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected. Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request List of orders affected by the Order Mass Cancel Request List of orders not affected by Order Mass Cancel Request. Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Side of the market specified on the Order Mass Cancel Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. MsgType = s (lowercase S) Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. MsgType = t (lowercase T) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. MsgType = u (lowercase U) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being cancelled. Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Leg Time this order request was initiated/released by the trader, trading system, or intermediary. Used to fully cancel the remaining open quantity of a cross order. MsgType = v (lowercase V) Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Used to qualify which security types are returned Used to qualify which security type is returned Used to qualify which security types are returned The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = w (lowercase W) Identifier for the security response message The result of the security request identified by SecurityReqID Indicates total number of security types in the event that multiple Security Type messages are used to return results Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = x (lowercase X) Type of Security List Request being made Identifies a specific list Indentifies a list type Identifies the source a list type Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = y (lowercase Y) Identifies a specific Security List Entry Provides a reference to another Security List Identifies a list type Identifies the source of a list type Identifier for the Security List message Result of the Security Request identified by the SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. MsgType = z (lowercase Z) Specifies the underlying instrument Group block which contains all information for an option family. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = AA (2 A's) Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. MsgType = AB Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MsgType = AC Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. MsgType = AD Unique identifier for the trade request. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Can be used to request a specific trade report. To request a specific trade report To request all trades based on secondary execution identifier Can be used to request all trades of a specific execution type. Can be used to request all trades of a specific trade type. Can be used to request all trades of a specific trade sub type. Can be used to request all trades for a specific transfer reason. Can be used to request all trades of a specific secondary trade type. Can be used to request all trades of a specific trade link identifier. Can be used to request a trade matching a specific TrdMatchID(880). Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator Number of date ranges provided (must be 1 or 2 if specified) Can be used to request trades for a specific clearing business date. Can be used to request trades for a specific trading session. Can be used to request trades for a specific trading session. Can be used to request trades within a specific time bracket. Can be used to request trades for a specific side of a trade. Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. Can be used to requests trades that were submitted from a specific trade input source. Can be used to request trades that were submitted from a specific trade input device. Used to match specific values within Text(58) fields. The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. MsgType = AE TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified. Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a "give-up" (also known as "claim") model. Identifier for the trade capture report request associated with this trade capture report. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. Set to 'Y' if message is sent as a result of a subscription request or out of band configuration. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. The TradeReportID(571) that is being referenced for trade correction or cancelation. Market (exchange) assigned execution identifier. Can be used to indicate cabinet trade pricing. Used for acting parties that applies to the whole message, not individual legs, sides, etc. Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades Used to specify the differential price when reporting the individual leg of a spread trade. Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381). Applicable for F/X orders Applicable for F/X orders Used when clearing price differs from execution price. Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Used when reporting other than current day trades. If used then the LastPx(31) will contain the original price on the execution. Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security). Identifies a multileg execution if present and non-zero. Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades. Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values. The settlement date for the underlying instrument of a derivatives security. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. Indicates the reason that a trade report was rejected. Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. MsgType = AF Unique ID of mass status request as assigned by the institution. Specifies the scope of the mass status request Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Order Mass Status Request should apply. Account Trading Session Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders will be returned. The order mass status request message requests the status for orders matching criteria specified within the request. MsgType = AG For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Reason Quote was rejected Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote Request Reject message is used to reject Quote Request messages for all quoting models. MsgType = AH Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES Number of related symbols (instruments) in Request Used to subscribe for Quote Requests that are sent into a market Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments MsgType = AI Required when quote is in response to a Quote Request message Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Contains the BidID(390) of a single Quote(35=S). Contains the QuoteID(1867) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). Required when responding to a QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). Conditionally required when reporting status of a single security quote. Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Conditionally required for multileg quote status reports. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets Reason description for rejecting the quote. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) MsgType = AJ Unique ID as assigned by the Initiator Required only when responding to a Quote. Optionally used when responding to a Quote. Contains the QuoteReqID(131) of the QuoteRequest(35=R). Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). Required only when responding to an IOI. Default is Indicative. May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Number of underlyings Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Optional Used to identify the source of the Account code. Type of account associated with the order (Origin) Required for multileg quote response If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. For usage of this message in a negotiation or counter quote dialog for fixed income and exchanges/marketplace see Volume 7, Fixed Income and Exchanges and Markets sections respectively. MsgType = AK Unique ID for this message Mandatory if ConfirmTransType is Replace or Cancel Only used when this message is used to respond to a confirmation request (to which this ID refers) New, Cancel or Replace Denotes whether this message represents a confirmation or a trade status message Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed. Used to communicate the status of the central clearing workflow. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Time of last execution being confirmed by this message Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). The quantity being confirmed by this message (this is at a trade level, not block or order level) Account number for the trade being confirmed by this message Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income Absence of this field indicates that default precision arranged by the broker/institution is to be used Price type for the AvgPx field Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. AllocQty(80) * AvgPx(6) Optional "next coupon date" for Fixed Income Required for Fixed Income products that trade with accrued interest Required for Fixed Income products that pay lump sum interest at maturity For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Net Money at maturity if Zero Coupon and maturity value is different from par value Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. Used to identify any commission shared with a third party (e.g. directed brokerage) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Required if any miscellaneous fees are reported. The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. MsgType = AL Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. The Clearing Business Date referred to by this maintenance request The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition Boolean - if Y then indicates you are requesting a position maintenance that acting Boolean - Y indicates you are requesting rollover of prior day's spread submissions Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. MsgType = AM Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the position maintenance request associated with this report Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest. The Clearing Business Date covered by this request The business date previous to the clearing business date referred to by this maintenance request. Valuation date of the position(s) in this report. Valuation time of the position(s) in this report. Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Position Account Type of account associated with the order (Origin) Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse). Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers. Additional payments or bullet payments. Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. MsgType = AN Unique identifier for the Request for Positions as assigned by the submitter Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security The Clearing Business Date referred to by this request Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. MsgType = AO Unique identifier for this position report Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. MsgType = AP Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. Will be 7=Net Position if the report contains net position information for margin requirements. Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Total number of Position Reports being returned Result of a Request for Position Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. The Clearing Business Date referred to by this maintenance request The business date previous to the clearing business date referred to by this maintenance request. Used to identify the event or source which gave rise to a message Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. Position Account Account may also be specified through via Parties Block using Party Role 27 which signifies Account Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account Position Settlement Date Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708). Values = Final, Theoretical For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Valuation date of the position(s) in this report Valuation time of the position(s) in this report Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. Used to indicate if a Position Report is matched or unmatched Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" RegNonRegInd Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. MsgType = AQ Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Number of trade reports returned Result of Trade Request Status of Trade Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs NoLegs > 0 identifies a Multi-leg Execution Specify type of multileg reporting to be returned. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to identify the event or source which gave rise to a message The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. MsgType = AR Indicates action to take on trade. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. The TradeReportID(571) that is being referenced for trade correction or cancelation. The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation Status of trade report. Reason description for rejecting the TradeCaptureReport(35=AE). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Exchanged assigned execution identifier (trade identifier). Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). Time this message was issued by matching system, trading system or counterparty. Must be set if EncodedText(355) field is specified and must immediately precede it. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. MsgType = AS Unique identifier for this message i.e. New, Cancel, Replace Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report Optional second identifier for this allocation instruction (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Specifies the purpose or type of Allocation Report message Required for AllocStatus = 1 (rejected) Required for AllocTransType = Replace or Cancel Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal). Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates MultiLegReportType of original trade marked for allocation. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Specifies the rounded price to quoted precision. Used to identify the event or source which gave rise to a message. Specific device number, terminal number or station where trade was entered Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Sum of AllocAccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. MsgType = AT Indicates Clearing Business Date for which transaction will be settled. Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Optional second identifier for the allocation report being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Report Ack generated Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Report were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. MsgType = AU Date/Time Allocation Instruction Ack generated Required for ConfirmStatus = 1 (rejected) Denotes whether the financial details provided on the Confirmation were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. MsgType = AV Unique message ID Date/Time this request message was generated Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise. Should not be populated if StandInstDbType is populated Required if AllocAccount populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The Settlement Instruction Request message is used to request standing settlement instructions from another party. MsgType = AW Unique identifier for the Assignment report If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. Total Number of Assignment Reports being returned to a firm Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account Customer Account Type of account associated with the order (Origin) CFI Code - Market Indicator (col 4) used to indicate Market of Assignment Number of legs that make up the Security Number of legs that make up the Security "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Settlement Price of Option Values = Final, Theoretical Settlement Price of Underlying Expiration Date of Option Method under which assignment was conducted Quantity Increment used in performing assignment Open interest that was eligible for assignment Exercise Method used to in performing assignment Values = Automatic, Manual Business date of assignment Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. MsgType = AX Unique identifier for collateral request Reason collateral assignment is being requested Time until when Respondent has to assign collateral Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Instrument that was traded for which collateral is required Details of the Agreement and Deal Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. MsgType = AY Unique Identifer for collateral assignment Identifer of CollReqID to which the Collateral Assignment is in response Reason for collateral assignment Collateral Transaction Type Collateral assignment to which this transaction refers For an Initial assignment, time by which a response is expected Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY). The clearing business date of the collateral assignment. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. MsgType = AZ Unique identifer for the collateral response Conditionally required when responding to a Collateral Assignment message Identifer of CollReqID to which the Collateral Assignment is in response Conditionally required when responding to a Collateral Assignment message Collateral Transaction Type - not recommended because it causes confusion Collateral Assignment Response Type Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Tells whether security has been restricted. The clearing business date of the assignment. The date on which the transaction was entered. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date). Number of legs that make up the Security Number of legs that make up the Security Required if any miscellaneous fees are reported. The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ). The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning). Must be set if EncodedWarningText(2521) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field. Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to a Collateral Assignment message. MsgType = BA Unique Identifer for collateral report Identifier for the collateral inquiry to which this message is a reply Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. Tells whether security has been restricted. Collateral status Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The clearing business date of the report. The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA). The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to report collateral status when responding to a Collateral Inquiry message. MsgType = BB Unique identifier for this message. Number of qualifiers to inquiry Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to inquire for collateral status. MsgType = "BC" Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. MsgType = "BD" Required when NetworkStatusResponseType=2 Specifies the number of repeating CompId's This message is sent in response to a Network (Counterparty System) Status Request Message. MsgType = "BE" Can be used to hand structures etc to other API's etc This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. MsgType = "BF" Reason a request was not carried out This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. MsgType = BG Identifier for the collateral inquiry to which this message is a reply Status of the Collateral Inquiry referenced by CollInquiryID Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings Number of qualifiers to inquiry Total number of reports generated in response to this inquiry Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Trading Session in which trade occurred Trading Session Subid in which trade occurred Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. MsgType = BH Unique identifier for this message Denotes whether this message is being used to request a confirmation or a trade status message Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Account number for the trade being confirmed by this message The Confirmation Request message is used to request a Confirmation message. MsgType = BO Unique identifier for the Contrary Intention report Time the contrary intention was received by clearing organization. Indicates if the contrary intention was received after the exchange imposed cutoff time Source of the contrary intention Business date of contrary intention Clearing Organization Clearing Firm Position Account Expiration Quantities Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. MsgType = BP Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. Used to identify the SecurityDefinitionUpdateReport(35=BP) message. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. MsgType = BK Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) Identifies a specific Security List entity Provides a reference to another Security List Identifies a list type Identifies the sourec as a listype Identifier for the Security List message. Result of the Security Request identified by the SecurityReqID. Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the type of Corporate Action that triggered the update Identifies the market which lists and trades the instrument. Identifies the segment of the market specified in MarketID(96) Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. MsgType = BL Unique identifier for this Adjusted Position report The Clearing Business Date referred to by this maintenance request Position Account Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Settlement Price Prior Settlement Price Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions MsgType = BM Unique identifier for this allocation instruction alert message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" Insert here the set of "FinancingDetails" fields defined in "common components of application messages" When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0). Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Date/time when allocation is generated Identifies status of allocation. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. MsgType = BN Conditionally required if the Execution Report message contains a ClOrdID. Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. The ExecID of the Execution Report being acknowledged. Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). Conditionally required if specified on the Execution Report Conditionally Required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if DKReason = "other" The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). MsgType = BJ Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. MsgType = BI Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of Trading Trading Session Mode The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. MsgType = BQ Settlement cycle in which the settlement obligation was generated Unique identifier for this message Used to identify the reporting mode of the settlement obligation which is either preliminary or final Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Time when the Settlemnt Obligation Report was created. The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. MsgType = BR Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. MsgType = BS Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MsgType = BT Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). Conditionally required if MarketSegmentID(1300) is specified on the request Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MsgType = BU Unique identifier for each market definition message. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MsgType = BV Unique identifier for each market definition message. Specifies the action taken Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the valid base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. MsgType = CB List of users to which the notification is directed Reason for notification - when possible provide an explanation. Explanation for user notification. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. MsgType = BZ ClOrdID provided on the Order Mass Action Request. Unique Identifier for the Order Mass Action Report Order Mass Action Request Type accepted by the system Specifies the scope of the action Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 - Indicates Order Mass Action Request was rejected. Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Action Request List of orders affected by the Order Mass Action Request. List of orders not affected by the Order Mass Action Request. List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. Mutually exclusive with MarketSegmentID(1300). TradingSessionID for which orders are to be affected TradingSessionSubID for which orders are to be affected Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). Side of the market specified on the Order Mass Action Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. MsgType = CA Unique ID of Order Mass Action Request as assigned by the institution. Specifies the type of action requested Specifies the scope of the action MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). Trading Session in which orders are to be affected Can be used to specify the parties to whom the Order Mass Action should apply. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. MsgType = BW Unique identifier for request Type of Application Message Request being made Allows user to provide reason for request This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). MsgType = BX Identifier for the Application Message Request Ack Identifier of the request associated with this ACK message Total number of messages included in transmission This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. MsgType = BY Identifier for the Application Message Report If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. Type of report This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. MsgType = CC Unique identifier of the request. Type of assignment being requested. Assignment requests In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. MsgType = CD Unique identifier of the Stream Assignment Report. Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. Stream assignments he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. MsgType = CE Can be used to provide additional information regarding the assignment report, such as reject description. This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. MsgType = CH Unique identifier for this message Type of margin requirement inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time the inquiry was submitted Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MsgType = CI Unique identifier for this message Type of margin requirement inquiry Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID � specifies any errors or warnings Total number of reports generated in response to this inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Margin Requirement Inquiry. MsgType = CJ Unique identifier for this margin requirement report Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Type of report provided Total number of reports generated in response to inquiry referenced by MarginReqmtInqID Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Base currency of the margin requirement Margin requirement amounts Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. MsgType = CF May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party role(s) Scope of the query/reqeust for specific party relationship(s) The PartyDetailsListRequest is used to request party detail information. MsgType = CG Conditionally required when responding to the PartyDetailsListRequest message. Conditionally required when responding to the PartyDetailsListRequest message. The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MsgType = CK Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. MsgType = CL Scope of risk limit information. May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies) Scope of the query/request for specific party role(s). For example, "all information for PartyRole=24." Scope of the query/request for specific securities. Absence means all instruments for a given party or party role. The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. MsgType = CM Conditionally required when responding to PartyRiskLimitsRequest(35=CL). Can be used when responding to a PartyRiskLimitsRequest(35=CL). Conditionally required when responding to a PartyRiskLimitsRequest(35=CL). Optionally includes utilization (consumption) information. The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. MsgType = CN Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. MsgType = CO Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. Identifies all securities for a security list identifier. Identifies all securities for a market. Identifies all securities for a market segment. Business day that the state change applies to. Identifies all securities for a trading session. Identifies all securities for a trading sub-session. Set to "Y" if message is sent as a result of a subscription request not a snapshot request. Used to relay changes in the book type. Used to relay changes in Market Depth. Time of state change for security list. MsgType = CQ Identifies the base reporting currency used in this report. Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) Can be used to identify mark to market information for the position. The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). The Parties component and PtysSubGrp sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the SettlementAmountGrp component. Margin requirement amounts are provided using the MarginAmountData component. The current collateral values for each valid collateral type is provided using the CollateralAmountGrp component. Likewise pay/collect information is provided using the PayCollectGrp component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments. MsgType=CR Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. MsgType=CS May be used to identify the party making the request and their role. Risk limits to be enforced for given party(-ies) and related party(-ies). PartyRiskLimitDefinitionRequest is used for defining new risk limits. MsgType=CT PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. MsgType=CU May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party roles. For example, "all information for PartyRole=24". Scope of the query/request for specific securities. The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). MsgType=CV Conditionally required when responding to PartyEntitlementsRequest(35=CU). Conditionally required when responding to Party Entitlements Request. The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). 35=CW Contains the QuoteID(117) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z). Conditionally required when QuoteAckStatus(1865) = 2(Rejected). The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. The QuoteAck(35=CW) is available for optional use to acknowledge the request to cancel an individual quote (QuoteCancel(35=Z) with QuoteCancelType(298) =5(Cancel specified sinqle quote)). MsgType=CX Can be used to identify the party making the request and their role. Specifies the parties and relationships between parties to be defined, modified, or deleted. The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. MsgType=CY The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. MsgType=CZ Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies). Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). MsgType=DA Can be used to identify the party making the request and their role. Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies). The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). The PartyEntitlementsDefinitionRequestAck(35=DB) is the response message, used to indicate whether the request was accepted or rejected. MsgType=DB The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. MsgType=DC Unique identifier common for all trades included in a match event. Used when reporting other than current day trades. Time of the match event or transaction that resulted in this match report. Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used. Conditionally required when TradeReportType(856) = Submit(0). The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. MsgType=DD Identifier of the TradeMatchReport(35=DC) being acknowledged. Conditionally required when TradeMatchAckStatus(1896) = Rejected(2). The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). MsgType=DE The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message. Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. MsgType=DE Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified. Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used. Used to specify the transaction reference for this limit check request. Identifies the type of reference specified in RefOrderID(1080) for this limit check request. Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321). May be used to identify the party making the limit check request and their role. May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. MsgType=DG Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message. Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message. Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace) Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved) Optionally used to specify when the approved credit limit being reserved will expire. The trading party identified in the limit check request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. MsgType=DH Use to reduce the scope to a market Use to reduce the scope to a market segment Use to reduce the scope of instruments May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. MsgType=DI Conditionally required when responding to a PartyActionRequest(35=DH) message. Conditionally required when PartyActionResponse(2332) = 2 (Rejected). Conditionally required if present in the PartyActionRequest(35=DH) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MsgType=DJ Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. This is party information related to the submitter. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. The behavior of individual orders within a MassOrder(35=DJ) may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest (35=G) and OrderCancelRequest(35=F). Each of the orders in the MassOrder(35=DJ) are to be treated as stand-alone individual orders. MsgType=DK For use in drop copy applications. NOT FOR USE in transactional applications. Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. Unique identifier of MassOrder(35=DJ) message as assigned by the receiver Message level request status Message level request result Level of response requested from receiver of MassOrder (35=DJ) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. The content of the acknowledgement depends on the setting of the field OrderResponseLevel(2427) in the MassOrder(35=DJ) message. Only the order status is provided and not the immediate executions which would lead to ExecutionReport messages. MsgType = DL Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer. Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. MsgType=DM The identifier of the PositionTransferInstruction(35=DL) this message is responding to. Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent. Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. The PositionTransferInstructionAck(35=DM) is intended to be a technical acknowledgment, not a business level acknowledgment which would instead be provided by the PositionTransferReport(35=DN) message. As such, TransferID(2437), a business level ID assigned by the CCP, need not be assigned when providing a technical acknowledgment to a new or rejected position transfer request. MsgType = DN Conditionally required when sent in response to a PositionTransferInstruction(35=DM). Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MsgType=DO Unique message identifier for the request or the identifier of a previous request when unsubscribing. Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. Used to specify the business date. Used to specify a single market. Used to specify a single market segment. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Used to reference an entire group of instruments for which a single set of statistics is to be calculated. Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. Used to specify the parameters for the calculation of statistics. Time that the request was submitted. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp. Fields specified in the request are used as filter criteria to restrict the resulting data returned. MsgType = DP Unique message identifier for the report. Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies the resulting statistics information and corresponding statistical parameters. Time that the report was provided. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. Identifer of the CollateralReport(35=BA) being acknowledged. Conditionally required when CollRptStatus(2488) = 2 (Rejected). Conditionally required when CollRptStatus(2488) = 2 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MsgType = DR Unique identifier for MarketDataReport(35=DR). The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle. \ No newline at end of file diff --git a/repository-util/src/test/resources/repositorywitherrors.xml b/repository-util/src/test/resources/repositorywitherrors.xml index 9b52cd31..1f9d981e 100644 --- a/repository-util/src/test/resources/repositorywitherrors.xml +++ b/repository-util/src/test/resources/repositorywitherrors.xml @@ -1,5 +1,5 @@ - + diff --git a/repository/README.md b/repository/README.md index 2026af5c..978aa790 100644 --- a/repository/README.md +++ b/repository/README.md @@ -4,7 +4,7 @@ This module provides an XML schema for message structures and workflow. Users ma See documentation of the schema in [Orchestra specifications](https://github.com/FIXTradingCommunity/fix-orchestra-spec/tree/master/v1-0-DRAFT) -The XML namespace for the schema is `http://fixprotocol.io/2020/orchestra/repository`. +The XML namespace for the schema is `http://fixprotocol.io/2022/orchestra/repository`. ## Project Features @@ -20,12 +20,12 @@ For use with Java 11 or later, the name of the produced Java module is `orchestr ### Maven dependency -This Maven module may be included as a dependency in a project as follows (substitute current verion as needed): +This Maven module may be included as a dependency in a project as follows (substitute current version as needed): ```xml io.fixprotocol.orchestra repository - 1.6.10 + 1.8.0 ``` diff --git a/repository/pom.xml b/repository/pom.xml index afae50c5..e57e7e65 100644 --- a/repository/pom.xml +++ b/repository/pom.xml @@ -6,7 +6,7 @@ io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT repository ${project.groupId}:${project.artifactId} diff --git a/repository/src/main/java/module-info.java b/repository/src/main/java/module-info.java index 48a6652c..949af4d8 100644 --- a/repository/src/main/java/module-info.java +++ b/repository/src/main/java/module-info.java @@ -2,8 +2,8 @@ requires transitive java.xml.bind; requires transitive jaxb2.basics.runtime; - exports io.fixprotocol._2020.orchestra.repository; - opens io.fixprotocol._2020.orchestra.repository; + exports io.fixprotocol._2022.orchestra.repository; + opens io.fixprotocol._2022.orchestra.repository; exports org.purl.dc.elements._1; opens org.purl.dc.elements._1; exports org.purl.dc.terms; diff --git a/repository/src/main/resources/xsd/dc.xsd b/repository/src/main/resources/xsd/dc.xsd index 0b7b930b..41556e72 100644 --- a/repository/src/main/resources/xsd/dc.xsd +++ b/repository/src/main/resources/xsd/dc.xsd @@ -1,12 +1,7 @@ - - - - + + + DCMES 1.1 XML Schema XML Schema for http://purl.org/dc/elements/1.1/ namespace @@ -34,17 +29,11 @@ which means that the default type for all elements is dc:SimpleLiteral. - - - - - - - - - - + + + + + This is the default type for all of the DC elements. It permits text content only with optional xml:lang attribute. @@ -55,65 +44,55 @@ This complexType allows for restriction or extension permitting child elements. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - + + + + + + + + + + + + + + + + + + + + + + + + + + + + + This group is included as a convenience for schema authors who need to refer to all the elements in the http://purl.org/dc/elements/1.1/ namespace. - - - - - - - - - - - - + + + + + + + + + + This complexType is included as a convenience for schema authors who need to define a root or container element for all of the DC elements. - - - - - - - - - - + + + + + + \ No newline at end of file diff --git a/repository/src/main/resources/xsd/dcterms.xsd b/repository/src/main/resources/xsd/dcterms.xsd index add9ef41..db48456d 100644 --- a/repository/src/main/resources/xsd/dcterms.xsd +++ b/repository/src/main/resources/xsd/dcterms.xsd @@ -63,7 +63,7 @@ + schemaLocation="xml.xsd"> - + FIX Repository standard structure of messages with workflow - © Copyright 2016-2020 FIX Protocol Limited + © Copyright 2016-2023 FIX Protocol Limited Creative Commons Attribution-NoDerivatives 4.0 International Public License - + @@ -18,10 +18,11 @@ - + + @@ -41,25 +42,26 @@ - + A business process category, a subcategory of a businessArea + - - + + @@ -71,15 +73,15 @@ - + - + + - @@ -90,13 +92,14 @@ - + - + + @@ -112,6 +115,16 @@ + + + The use case of a datatype by name + + + + + Unique identifier of a scenario. Default is '1' for base scenario. + + @@ -119,18 +132,28 @@ - + + - + + + + + - + + + + + + + - @@ -141,15 +164,15 @@ - + - + + - @@ -160,15 +183,15 @@ - + - + + - @@ -182,12 +205,12 @@ - Combination of message id and scenario name must be + Combination of message id and scenario ID must be unique - + @@ -197,13 +220,14 @@ - + + @@ -212,7 +236,6 @@ - @@ -231,25 +254,79 @@ - - + + + - + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + The default scenario is id='1' name='base'. + + + + + + + + + - + A large-grained business process category + - diff --git a/repository/src/main/resources/xsd/repositorytypes.xsd b/repository/src/main/resources/xsd/repositorytypes.xsd index e1595434..c6613d0a 100644 --- a/repository/src/main/resources/xsd/repositorytypes.xsd +++ b/repository/src/main/resources/xsd/repositorytypes.xsd @@ -1,16 +1,12 @@ - - + - © Copyright 2016-2020 FIX Protocol Limited Creative + © Copyright 2016-2023 FIX Protocol Limited Creative Commons Attribution-NoDerivatives 4.0 International Public License - - - @@ -159,14 +155,23 @@ + - - + + + The XML processor will remove line feeds, carriage returns, tabs, leading and trailing spaces, and multiple spaces. However, single internal spaces are allowed. May be further restricted by an external style. + + + + + Sort and group may be used to organize visualization of a code set. + + @@ -251,9 +256,6 @@ - - - @@ -303,11 +305,6 @@ - - - - - @@ -405,6 +402,12 @@ + + + Identifies a non-encoded field related to an encoded field + + + @@ -423,7 +426,7 @@ - Other field or fields that scope uniqueness. + Other field or fields that scope uniqueness. If none provided, then the field value must be globally unique. @@ -446,7 +449,7 @@ Name of this rule - + Overrides the type of the referenced field. @@ -475,10 +478,15 @@ - + + + Attribute type refers to a datatype name + + + + - Attribute type refers to either a datatype or a - codeSet, which carries an underlying datatype. + Attribute codeSet refers to a codeSet name @@ -489,6 +497,12 @@ + + + Identifies a non-encoded field related to an encoded field + + + Identifies a field used as a discriminator for this field's domain @@ -626,18 +640,35 @@ - - - + + + A datatype from which a subtype is created by restriction or a derived type is created by a generator + + + + + A lexical restriction from a base type + + + + + Element type of an aggregate type such as an array or sequence + + + + + Size of an aggregate type such as an array. That is, the number of elements. + + - Inclusive lower bound + Inclusive lower bound of values - Inclusive upper bound + Inclusive upper bound of values @@ -658,7 +689,7 @@ - + A hint to processes about how to interpret the element. Not validated. @@ -669,7 +700,6 @@ - @@ -681,7 +711,7 @@ - + @@ -691,6 +721,12 @@ + + + A condition that distinguishes when a scenario of a message type applies. It could be used to generate a decision tree to correlate an incoming message to its scenario, or to decide which scenario of a request message to send. + + + @@ -725,10 +761,12 @@ - + + Names are from 1-64 characters. The XML processor will remove line feeds, carriage returns, tabs, leading and trailing spaces, and multiple spaces. Single internal spaces are allowed by the schema but may be restricted by an external style. + + - - + @@ -741,12 +779,17 @@ - - + + The use case of an element, distinguished by workflow, asset class, etc. + + + Unique identifier of a scenario. Default is '1' for base scenario. + + @@ -809,11 +852,21 @@ Numeric identifier generally must be unique within a file for an element type, e.g. unique field tag - + + + The name is optional as part of a reference and only for convenience. It is not enforced by referential integrity. However, the name of the referred object is authoritative. A validator may check the consistency between the name used for the reference and the name of the referred object. + + + The use case of an element, distinguished by workflow, asset class, etc. + + + Unique identifier of a scenario. Default is '1' for base scenario. + + @@ -847,13 +900,24 @@ - - - - - - - + + + The use case of an element, distinguished by workflow, asset class, etc. + + + + + + + Unique numeric identifier. Default is '1' is for base scenario. + + + + + Unique name + + + @@ -863,9 +927,6 @@ - - - @@ -932,9 +993,6 @@ - - - @@ -1020,6 +1078,9 @@ + + A second domain of valid values. The 'Reserved' types should only be applied Code Sets. + @@ -1028,17 +1089,13 @@ - - - - + - Enumerated FIX versions or major.minor or date as - yyyymmdd of any protocol + Uniquely identifies a revision. Many formats are possible, including but not limited to protocol version label, semantic versioning, date, or simple integer. + The format may be restricted by an external style. - diff --git a/repository/src/test/resources/examples/mit_2016.xml b/repository/src/test/resources/examples/mit_2016.xml index c5415647..7c5982d7 100644 --- a/repository/src/test/resources/examples/mit_2016.xml +++ b/repository/src/test/resources/examples/mit_2016.xml @@ -1 +1 @@ - Orchestra Example Millennium IT FIX Trading Community Copyright 2019, FIX Protocol, Limited 2019-01-09T16:09:16.904-06:00 Repository 2016 Edition Buy Sell Trade Cross Broker's side of advertised trade New Cancel Replace Identifies advertisement message transaction type Amount per unit Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. Percent Absolute Total monetary amount. Percentage waived, cash discount basis For use with CIV buy orders. Percentage waived, enhanced units basis For use with CIV buy orders. Points per bond or contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. Basis points The commission is expressed in basis points in reference to the gross price of the reference asset. Amount per contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. Specifies the basis or unit used to calculate the total commission based on the rate. Stay on offer side Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bid side No cross Cross is forbidden. OK to cross Call first Percent of volume Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. Do not increase - DNI Do not reduce - DNR All or none - AON Reinstate on system failure Mutually exclusive with Q and l (lower case L). Institutions only Reinstate on trading halt Mutually exclusive with K and m. Cancel on trading halt Mutually exclusive with J and m. Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Cancel on system failure Mutually exclusive with H and l(lower case L). Primary peg Primary market - buy at bid, sell at offer. Suspend Fixed peg to local best bid or offer at time of order Customer display instruction Used in US Markets for: SEC Rule 11Ac1-1/4. Netting (for Forex) Peg to VWAP Trade along Try to stop Cancel if not best Trailing stop peg Strict limit No price improvement. Ignore price validity checks Peg to limit price Work to target strategy Intermarket sweep External routing allowed External routing not allowed Imbalance only Single execution requested for block trade Best execution Suspend on system failure Mutually exclusive with H and Q. Suspend on trading halt Mutually exclusive with J and K. Reinstate on connection loss Mutually exclusive with o and p. Cancel on connection loss Mutually exclusive with n and p. Suspend on connection loss Mutually exclusive with n and o. Release Mutually exclusive with S and w. Execute as delta neutral using volatility provided Execute as duration neutral Execute as FX neutral Minimum guaranteed fill eligible Bypass non-displayed liquidity Lock Mutually exclusive with q. Ignore notional value checks Trade at reference price In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Automated execution order, private, no Broker intervention Automated execution order, public, Broker intervention OK Manual order, best execution Instructions for order handling on Broker trading floor CUSIP SEDOL QUIK ISIN number RIC code ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Identifies class or source of the SecurityID(48) value. High Low Medium Relative quality of indication Small Medium Large Undisclosed Quantity Quantity (e.g. number of shares) in numeric form or relative size. New Cancel Replace Identifies IOI message transaction type Agent Cross as agent Cross as principal Principal Broker capacity in order execution Heartbeat The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. TestRequest The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. ResendRequest The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. Reject The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. SequenceReset The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. Logout The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. IOI Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. Advertisement Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. ExecutionReport The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade OrderCancelReject The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Logon The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. News The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. Email The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. NewOrderSingle The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. NewOrderList The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. OrderCancelRequest The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). OrderCancelReplaceRequest The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. OrderStatusRequest The order status request message is used by the institution to generate an order status message back from the broker. AllocationInstruction The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. ListCancelRequest The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. ListExecute The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. ListStatusRequest The list status request message type is used by institutions to instruct the broker to generate status messages for a list. ListStatus The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. AllocationInstructionAck In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. DontKnowTrade The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. QuoteRequest In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) Quote The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. SettlementInstructions The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MarketDataRequest Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MarketDataSnapshotFullRefresh The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MarketDataIncrementalRefresh The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MarketDataRequestReject The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. QuoteCancel The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying QuoteStatusRequest The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MassQuoteAck Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. SecurityDefinitionRequest The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. SecurityDefinition The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. SecurityStatusRequest The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. SecurityStatus The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. TradingSessionStatusRequest The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. TradingSessionStatus The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MassQuote The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). BusinessMessageReject The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. BidRequest The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. BidResponse The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. ListStrikePrice The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. XMLnonFIX RegistrationInstructions The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. RegistrationInstructionsResponse The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. OrderMassCancelRequest The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). OrderMassCancelReport The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. NewOrderCross Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. CrossOrderCancelReplaceRequest Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. CrossOrderCancelRequest Used to fully cancel the remaining open quantity of a cross order. SecurityTypeRequest The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityTypes The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityListRequest The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request SecurityList The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. DerivativeSecurityListRequest The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request DerivativeSecurityList The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. NewOrderMultileg The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MultilegOrderCancelReplace Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. TradeCaptureReportRequest The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. TradeCaptureReport The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. OrderMassStatusRequest The order mass status request message requests the status for orders matching criteria specified within the request. QuoteRequestReject The Quote Request Reject message is used to reject Quote Request messages for all quoting models. RFQRequest In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments QuoteStatusReport The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) QuoteResponse The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. Confirmation The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. PositionMaintenanceRequest The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. PositionMaintenanceReport The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. RequestForPositions The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. RequestForPositionsAck The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. PositionReport The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. TradeCaptureReportRequestAck The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. TradeCaptureReportAck The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. AllocationReport Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. AllocationReportAck The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. ConfirmationAck The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. SettlementInstructionRequest The Settlement Instruction Request message is used to request standing settlement instructions from another party. AssignmentReport Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. CollateralRequest An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. CollateralAssignment Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. CollateralResponse Used to respond to a Collateral Assignment message. CollateralReport Used to report collateral status when responding to a Collateral Inquiry message. CollateralInquiry Used to inquire for collateral status. NetworkCounterpartySystemStatusRequest This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. NetworkCounterpartySystemStatusResponse This message is sent in response to a Network (Counterparty System) Status Request Message. UserRequest This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. UserResponse This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. CollateralInquiryAck Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. ConfirmationRequest The Confirmation Request message is used to request a Confirmation message. ContraryIntentionReport The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. SecurityDefinitionUpdateReport This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. SecurityListUpdateReport The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. AdjustedPositionReport Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions AllocationInstructionAlert This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. ExecutionAck The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). TradingSessionList The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. TradingSessionListRequest The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. SettlementObligationReport The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. DerivativeSecurityListUpdateReport The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. TradingSessionListUpdateReport The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MarketDefinitionRequest The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MarketDefinition The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MarketDefinitionUpdateReport In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. ApplicationMessageRequest This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). ApplicationMessageRequestAck This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. ApplicationMessageReport This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. OrderMassActionReport The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. OrderMassActionRequest The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. UserNotification The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. StreamAssignmentRequest In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. StreamAssignmentReport he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. StreamAssignmentReportACK This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. PartyDetailsListRequest The PartyDetailsListRequest is used to request party detail information. PartyDetailsListReport The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MarginRequirementInquiry The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MarginRequirementInquiryAck Used to respond to a Margin Requirement Inquiry. MarginRequirementReport The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. PartyDetailsListUpdateReport The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. PartyRiskLimitsRequest The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. PartyRiskLimitsReport The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. SecurityMassStatusRequest SecurityMassStatus AccountSummaryReport The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). PartyRiskLimitsUpdateReport The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. PartyRiskLimitsDefinitionRequest PartyRiskLimitDefinitionRequest is used for defining new risk limits. PartyRiskLimitsDefinitionRequestAck PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. PartyEntitlementsRequest The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). PartyEntitlementsReport The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). QuoteAck The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. PartyDetailsDefinitionRequest The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. PartyDetailsDefinitionRequestAck The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. PartyEntitlementsUpdateReport The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). PartyEntitlementsDefinitionRequest The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). PartyEntitlementsDefinitionRequestAck The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. TradeMatchReport The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. TradeMatchReportAck The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). PartyRiskLimitsReportAck PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. PartyRiskLimitCheckRequest PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. PartyRiskLimitCheckRequestAck PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. PartyActionRequest The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. PartyActionReport Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MassOrder The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. MassOrderAck The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. PositionTransferInstruction The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. PositionTransferInstructionAck The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. PositionTransferReport The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MarketDataStatisticsRequest The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. MarketDataStatisticsReport The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. CollateralReportAck CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MarketDataReport The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** New Partially filled Filled Done for day Canceled Replaced (No longer used) Pending Cancel (i.e. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Accepted for Bidding Pending Replace (i.e. result of Order Cancel/Replace Request) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Market Limit Stop/Stop Loss. A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. Stop Limit. A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. Market On Close (No longer used) With Or Without Limit Or Better Limit With Or Without On Basis On Close (No longer used) Limit On Close (No longer used) Forex Market (No longer used) Previously Quoted Previously Indicated Forex Limit (No longer used) Forex Swap Forex Previously Quoted (No longer used) Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) Market If Touched (MIT) Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) Previous Fund Valuation Point (Historic pricing; for CIV) Next Fund Valuation Point (Forward pricing; for CIV) Pegged Counter-order selection Stop on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Stop Limit on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Original transmission Possible duplicate Indicates possible retransmission of message with this sequence number Buy Sell Buy minus Sell plus Sell short Sell short exempt Undisclosed Cross (orders where counterparty is an exchange, valid for all messages except IOIs) Cross short Cross short exempt "As Defined" (for use with multileg instruments) "Opposite" (for use with multileg instruments) Subscribe (e.g. CIV) Redeem (e.g. CIV) Lend (FINANCING - identifies direction of collateral) Borrow (FINANCING - identifies direction of collateral) Side of order (see Volume : "Glossary" for value definitions) Day (or session) Good Till Cancel (GTC) At the Opening (OPG) Immediate Or Cancel (IOC) Fill Or Kill (FOK) Good Till Crossing (GTX) Good Till Date (GTD) At the Close Good Through Crossing At Crossing Good for Time (GFT) Good for auction (GFA) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Normal Flash Background Urgency flag Regular / FX Spot settlement (T+1 or T+2 depending on currency) Cash (TOD / T+0) Next Day (TOM / T+1) T+2 T+3 T+4 Future When And If Issued Sellers Option T+5 Broken date Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). FX Spot Next settlement (Spot+1, aka next day) Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. New Replace Cancel Preliminary (without MiscFees and NetMoney) (Removed/Replaced) Calculated (includes MiscFees and NetMoney) (Removed/Replaced) Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) Reversal Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Close FIFO Open Rolled Close but notify on open Default Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Regular Soft Dollar Step-In Step-Out Soft-dollar Step-In Soft-dollar Step-Out Plan Sponsor Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Accepted (successfully processed) Block level reject Account level reject Received (received not yet processed) Incomplete Rejected by intermediary Allocation pending Reversed Cancelled by intermediary Claimed Refused Pending give-up approval Cancelled Pending take-up approval Reversal pending Identifies status of allocation. Unknown or missing account(s) Incorrect or missing block quantity Incorrect or missing average price Unknown executing broker mnemonic Incorrect or missing commission Unknown OrderID (37) Unknown ListID (66) Other (further in Text (58)) Incorrect or missing allocated quantity Calculation difference Unknown or stale ExecID Mismatched data Unknown ClOrdID Warehouse request rejected Duplicate or missing IndividualAllocId(467) Trade not recognized Trade previously allocated Incorrect or missing instrument Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing settlement instructions Incorrect or missing fees Incorrect or missing tax Unknown or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrrect or missing ProcessCode(81) Other Use Text(58) for further reject reasons. Identifies reason for rejection. New Reply Admin Reply Email message type. Original Transmission Possible Resend Indicates that message may contain information that has been sent under another sequence number. Too late to cancel Unknown order Broker / Exchange Option Order already in Pending Cancel or Pending Replace status Unable to process Order Mass Cancel Request OrigOrdModTime (586) did not match last TransactTime (60) of order Duplicate ClOrdID (11) received Price exceeds current price Price exceeds current price band Invalid price increment Other Code to identify reason for cancel rejection. Broker / Exchange option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Duplicate of a verbally communicated order Stale order Trade along required Invalid Investor ID Unsupported order characteristic Surveillance option Incorrect quantity Incorrect allocated quantity Unknown account(s) Price exceeds current price band Invalid price increment Reference price not available Notional value exceeds threshold Algorithm risk threshold breached A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. Short sell not permitted Short sell rejected due to security pre-borrow restriction Short sell rejected due to account pre-borrow restriction Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. All or None (AON) Market On Close (MOC) (held to close) At the close (around/not held to close) VWAP (Volume Weighted Average Price) In touch with Limit More Behind At the Open Taking a Position At the Market (previously called Current Quote) Ready to Trade Inventory or Portfolio Shown Through the Day Versus Indication - Working Away Crossing Opportunity At the Midpoint Pre-open Axe Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). Axe on bid Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) Axe on offer Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Indicates the party sending message will report trade Indicates the party receiving message must report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is not required to locate Indicates the broker is responsible for locating the stock Indicates whether the broker is to locate the stock in conjunction with a short sell order. Do Not Execute Forex After Security Trade Execute Forex After Security Trade Indicates request for forex accommodation trade to be executed along with security transaction. Unknown security Wrong side Quantity exceeds order No matching order Price exceeds limit Calculation difference No matching ExecutionReport(35=8) Other Reason for execution rejection. Not Natural Natural Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Regulatory (e.g. SEC) Tax Local Commission DEPRECATE - use <CommissionDataGrp> component instead Exchange Fees Stamp Levy Other Markup Consumption Tax Per transaction Conversion Agent Transfer Fee Security Lending Trade reporting Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. Tax on principal amount Tax on accrued interest amount New issuance fee Service fee Odd lot fee Auction fee Value Added tax - VAT Sales tax Indicates type of miscellaneous fee. New Done for day Canceled Replaced Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) Pending Replace (e.g. result of Order Cancel/Replace Request) Trade (partial fill or fill) Trade Correct Trade Cancel Order Status Trade in a Clearing Hold Trade has been released to Clearing Triggered or Activated by System Locked Released Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Multiply Divide Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Default (Replaced) Standing Instructions Provided Specific Allocation Account Overriding (Replaced) Specific Allocation Account Standing (Replaced) Specific Order for a single account (for CIV) Request reject Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** New Cancel Replace Restate Settlement Instructions message transaction type Broker's Instructions Institution's Instructions Investor (e.g. CIV use) Indicates source of Settlement Instructions US Treasury Note (Deprecated Value Use TNOTE) US Treasury Bill (Deprecated Value Use TBILL) Euro Supranational Coupons * Federal Agency Coupon Federal Agency Discount Note Private Export Funding * USD Supranational Coupons * Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Foreign Exchange Contract Non-deliverable forward FX Spot FX Forward FX Swap Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. Credit Default Swap Collar In an interest rate collar, this is a combination of a cap and a floor. Commodity swap Exotic Options on Combo Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. Forward Rate Agreement Future Derivative forward Interest Rate Swap Total return swap Loan/lease Options on Futures Options on Physical - use not recommended Option Spot forward Swap option Transmission General type for a contract based on an established index Bond basket Contract for difference Correlation swap Dividend swap Equity basket Equity forward Return swap Variance swap Common Stock Preferred Stock Repurchase Forward Buy Sellback Securities Loan Securities Pledge Delivery versus pledge Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns * Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended & Restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbriefe * To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Warrant Mutual Fund Multileg Instrument No Security Type Wildcard entry for use on Security Definition Request Cash Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Other DTC SID Thomson ALERT A Global Custodian (StandInstDBName (70) must be provided) AccountNet Identifies the Standing Instruction database used "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement FX Netting FX Swap Identifies the type of Allocation linkage when AllocLinkID (96) is used. Put Call Indicates whether an option contract is a put or call Covered Uncovered Used for derivative products, such as options Details should not be communicated Details should be communicated Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Match Forward Forward and Match Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Target Firm Target List Block Firm Block List Target Person Block Person Indicates the type of RoutingID (217) specified. EONIA EUREPO EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. FutureSWAP LIBID LIBOR (London Inter-Bank Offer) MuniAAA OTHER Pfandbriefe SONIA SWAP Treasury US Federal Reserve fed funds effective rate US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. Euro interbank offer rate Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Alternative Minimum Tax (Y/N) Auto Reinvestment at <rate> or better Bank qualified (Y/N) Bargain conditions (see StipulationValue (234) for values) Coupon range ISO Currency Code Custom start/end date Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) Valuation Discount Insured (Y/N) Year Or Year/Month of Issue (ex. 234=2002/09) Issuer's ticker issue size range Lookback Days Explicit lot identifier Lot Variance (value in percent maximum over- or under-allocation allowed) Maturity Year And Month Maturity range Maximum substitutions (Repo) Minimum denomination Minimum increment Minimum quantity Payment frequency, calendar Number Of Pieces Pools Maximum Pools per Lot Pools per Million Pools per Trade Price Range Pricing frequency Production Year Call protection Purpose Benchmark price source Rating source and range Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible Restricted (Y/N) Market Sector Security Type included or excluded Structure Substitutions frequency (Repo) Substitutions left (Repo) Freeform Text Trade Variance (value in percent maximum over- or under-allocation allowed) Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) Weighted Average Life Coupon - value in percent (exact or range) Weighted Average Loan Age - value in months (exact or range) Weighted Average Maturity - value in months (exact or range) Whole Pool (Y/N) Yield Range Original amount The original issued amount of a mortgage backed security or other loan/asset backed security. Pool effective date Pool initial factor For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. Tranche identifier Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. Substitution (Y/N) Indicates whether substitution is applicable (Y) or (N). Multiple exchange fallback (Y/N) For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. Component security fallback (Y/N) For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). Local jurisdiction (Y/N) "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. Relevant jurisdiction (Y/N) "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. Incurred recovery (Y/N) Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. Additional term Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. Modified equity delivery Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. No reference obligation (Y/N) When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. Unknown reference obligation (Y/N) When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. All guarantees (Y/N) Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. Reference price (Y/N) Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. Reference policy (Y/N) Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. Secured list (Y/N) Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. Average FICO Score Average Loan Size Maximum Loan Balance Pool Identifier Type of Roll trade reference to rolling or closing trade principal of rolling or closing trade interest of rolling or closing trade Available offer quantity to be shown to the street Broker's sales credit Offer price to be shown to internal brokers Offer quantity to be shown to internal brokers The minimum residual offer quantity Maximum order size Order quantity increment Primary or Secondary market indicator Broker sales credit override Trader's credit Discount Rate (when price is denominated in percent of par) Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) Absolute Prepayment Speed Constant Prepayment Penalty Constant Prepayment Rate Constant Prepayment Yield final CPR of Home Equity Prepayment Curve Percent of Manufactured Housing Prepayment Curve Monthly Prepayment Rate Percent of Prospectus Prepayment Curve Percent of BMA Prepayment Curve Single Monthly Mortality For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) After Tax Yield (Municipals) Annual Yield Yield At Issue (Municipals) Yield To Avg Maturity Book Yield Yield to Next Call Yield Change Since Close Closing Yield Compound Yield Current Yield Gvnt Equivalent Yield True Gross Yield Yield with Inflation Assumption Inverse Floater Bond Yield Most Recent Closing Yield Closing Yield Most Recent Month Closing Yield Most Recent Quarter Closing Yield Most Recent Year Yield to Longest Average Life Mark to Market Yield Yield to Maturity Yield to Next Refund (Sinking Fund Bonds) Open Average Yield Previous Close Yield Proceeds Yield Yield to Next Put Semi-annual Yield Yield to Shortest Average Life Simple Yield Tax Equivalent Yield Yield to Tender Date True Yield Yield Value Of 1/32 Yield To Worst Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Not Traded Flat Traded Flat Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full refresh Incremental refresh Specifies the type of Market Data update. book entries to be aggregated book entries should not be aggregated Specifies whether or not book entries should be aggregated. (Not specified) = broker option Bid Offer Trade Index value A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). Opening price Closing price Settlement price Trading session high price Trading session low price Trading session Volume Weighted Average Price (VWAP) Imbalance Trade volume Open interest Composite underlying price Simulated sell price Simulated buy price Margin rate Mid-price Empty book Settle high price Settle low price Prior settle price Session high bid Session low offer Early prices Auction clearing price Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) Daily value adjustment for long positions Cumulative value adjustment for long positions Daily value adjustment for short positions Cumulative value adjustment for short positions Fixing price Cash rate Recovery rate Recovery rate for long positions Recovery rate for short positions Market bid Market offer Short sale minimum price Previous closing price Type of market data entry. Plus Tick Zero-Plus Tick Minus Tick Zero-Minus Tick Direction of the "tick". Open/Active Closed/Inactive Exchange Best Consolidated Best Locked Crossed Depth Fast Trading Non-Firm Manual/Slow Quote Outright Price Implied Price Depth on Offer Depth on Bid Closing News Dissemination Trading Range Order Influx Due to Related News Pending Additional Info Additional Info due to related Resume View of Common Volume Alert Order Imbalance Equipment Changeover No Open / No Resume Regular ETH Automatic Execution Automatic Execution ETH Fast Market ETH Inactive ETH Rotation Rotation ETH Halt Halt ETH Due to News Dissemination Due to News Pending Trading Resume Out of Sequence Bid Specialist Offer Specialist Bid Offer Specialist End of Day SAM Forbidden SAM Frozen SAM PreOpening SAM Opening SAM Open SAM Surveillance SAM Suspended SAM Reserved SAM No Active SAM Restricted Rest of Book VWAP Better Prices in Conditional Orders Median Price Full Curve Flat Curve Space-delimited list of conditions describing a quote. Cash (only) Market Average Price Trade Cash Trade (same day clearing) Next Day (only)Market Opening/Reopening Trade Detail Intraday Trade Detail Rule 127 Trade (NYSE) Rule 155 Trade (AMEX) Sold Last (late reporting) Next Day Trade (next day clearing) Opened (late report of opened trade) Seller Sold (out of sequence) Stopped Stock (guarantee of price but does not execute the order) Imbalance More Buyers (cannot be used in combination with Q) Imbalance More Sellers (cannot be used in combination with P) Opening Price Bargain Condition (LSE) Converted Price Indicator Exchange Last Final Price of Session Ex-pit Crossed Trades resulting from manual/slow quote Trades resulting from intermarket sweep Volume Only Direct Plus Acquisition Bunched Distribution Bunched Sale Split Trade Cancel Stopped Cancel ETH Cancel Stopped ETH Out of Sequence ETH Cancel Last ETH Sold Last Sale ETH Cancel Last Sold Last Sale Cancel Open Cancel Open ETH Opened Sale ETH Cancel Only Cancel Only ETH Late Open ETH Auto Execution ETH Reopen Reopen ETH Adjusted Adjusted ETH Spread Spread ETH Straddle Straddle ETH Stopped Stopped ETH Regular ETH Combo Combo ETH Official Closing Price Prior Reference Price Cancel Stopped Sold Last Stopped Out of Sequence Offical Closing Price (duplicate enumeration - use 'AJ' instead) Crossed (duplicate enumeration - use 'X' instead) Fast Market Automatic Execution Form T Basket Index Burst Basket Trade through exempt Trade ignored prices on away markets. Quote spread Last auction price Trade represents outcome of last auction High price Trade establishes new high price for the session Low price Trade establishes new low price for the session Systematic internalizer Trade conducted by systematic internalizer Away market Trade conducted on away market Mid-point price Trade represents current midpoint price Traded before issue date Trade conducted during subscription phase of new issue Previous closing price Trade represents closing price of previous business day National Best Bid and Offer Trade price within National Best Bid and Offer (NBBO) Implied Trade Marketplace entered trade Multi-asset class multileg trade Multileg-to-Multileg Trade Short Sale Minimum Price Benchmark Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. Type of market data entry. New Change Delete Delete Thru Delete From Overlay Type of Market Data update action. Unknown symbol Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported AggregatedBook Unsupported MDEntryType Unsupported TradingSessionID Unsupported Scope Unsupported OpenCloseSettleFlag Unsupported MDImplicitDelete Insufficient credit Reason for the rejection of a Market Data request. Cancellation / Trade Bust Error Reason for deletion. Daily Open / Close / Settlement entry Session Open / Close / Settlement entry Delivery Settlement entry Expected entry Entry from previous business day Theoretical Price value Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Bankrupt Pending delisting Restricted Identifies a firm's or a security's financial status Ex-Dividend Ex-Distribution Ex-Rights New Ex-Interest Cash Dividend Stock Dividend Non-Integer Stock Split Reverse Stock Split Standard-Integer Stock Split Position Consolidation Liquidation Reorganization Merger Reorganization Rights Offering Shareholder Meeting Spinoff Tender Offer Warrant Special Action Symbol Conversion CUSIP / Name Change Leap Rollover Succession Event Identifies the type of Corporate Action. Accepted Canceled for specific securities Canceled for specific SecurityTypes(167) Canceled for underlying Canceled all Rejected Removed from market Expired Query Quote not found Pending Pass Locked market warning Crossed market warning Canceled due to locked market Canceled due to crossed market Active Canceled Unsolicited quote replenishment Pending end trade Too late to end Traded Traded and removed Identifies the status of the quote acknowledgement. Cancel for one or more securities Cancel for Security Type(s) Cancel for underlying security Cancel All Quotes Cancel specified single quote Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) Cancel by type of quote Cancel quotes by type of quote specified in QuoteType(537) Cancel for Security Issuer Cancel for Issuer of Underlying Security Identifies the type of quote cancel. Unknown symbol (security) Exchange (security) closed Quote Request exceeds limit Too late to enter Unknown quote Duplicate quote Invalid bid/ask spread Invalid price Not authorized to quote security Price exceeds current price band Quote locked - unable to update/cancel Invalid or unknown security issuer Invalid or unknown issuer of underlying security Notional value exceeds threshold Reference price not available Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: No Acknowledgement Acknowledge only negative or erroneous quotes Acknowledge each quote message Summary Acknowledgement Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Manual Automatic Confirm quote Indicates the type of Quote Request being generated Request Security identity and specifications Request Security identity for the specifications provided (name of the security is not supplied) Request List Security Types Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) Symbol SecurityType and or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Type of Security Definition Request. Accept security proposal as-is Accept security proposal with revisions as indicated in the message List of security types returned per request List of securities returned per request Reject security proposal Cannot match selection criteria Type of Security Definition message response. Message is being sent as a result of a prior request Message is being sent unsolicited Indicates whether or not message is being sent as a result of a subscription request or not. Opening delay Trading halt Resume No Open / No Resume Price indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market on Close Imbalance Buy Market on Close Imbalance Sell No Market Imbalance No Market on Close Imbalance ITS Pre-opening New Price Indication Trade Dissemination Time Ready to trade (start of session) Not available for trading (end of session) Not traded on this market Unknown or Invalid Pre-open Opening Rotation Fast Market Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion Post-close No-cancel Identifies the trading status applicable to the transaction. News Dissemination Order Influx Order Imbalance Additional Information News Pending Equipment Changeover Denotes the reason for the Opening Delay or Trading Halt. Halt was not related to a halt of the common stock Halt was due to common stock being halted Indicates whether or not the halt was due to Common Stock trading being halted. Halt was not related to a halt of the related security Halt was due to related security being halted Indicates whether or not the halt was due to the Related Security being halted. Cancel Error Correction Identifies the type of adjustment. Day HalfDay Morning Afternoon Evening After-hours Holiday Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Electronic Open Outcry Two Party Method of trading Testing Simulated Production Trading Session Mode Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected State of the trading session. Cancel New Identifies the Bid Request message type. Was not solicited Was solicited Indicates whether or not the order was solicited. GT corporate action GT renewal / restatement (no corporate action) Verbal change Repricing of order Broker option Partial decline of OrderQty (e.g. exchange initiated partial cancel) Cancel on Trading Halt Cancel on System Failure Market (Exchange) option Canceled, not best Warehouse Recap Peg Refresh Cancel On Connection Loss Cancel On Logout Assign Time Priority Cancelled, Trade Price Violation Cancelled, Cross Imbalance Other The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. Other Unknown ID Unknown Security Unsupported Message Type Application not available Conditionally required field missing Not Authorized DeliverTo firm not available at this time Throttle limit exceeded Throttle limit exceeded, session will be disconnected Throttled messages rejected on request Invalid price increment Code to identify reason for a Business Message Reject message. Related to displayed price Related to market price Related to primary price Related to local primary price Related to midpoint price Related to last trade price Related to VWAP Average Price Guarantee Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. "Non Disclosed" style (e.g. US/European) "Disclosed" sytle (e.g. Japanese) No bidding process Code to identify the type of Bid Request. Sector Country Index Code to identify the type of BidDescriptor (400). Side Value 1 Side Value 2 Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 5-day moving average 20-day moving average Normal market size Other Code to identify the type of liquidity indicator. False True Indicates whether or not to exchange for phsyical. Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. Real-time execution reports (to be discourage) Code to identify the desired frequency of progress reports. Net Gross Code to represent whether value is net (inclusive of tax) or gross. Agency VWAP Guarantee Guaranteed Close Risk Trade Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Closing price at morning session Closing price Current price SQ VWAP through a day VWAP through a morning session VWAP through an afternoon session VWAP through a day except "YORI" (an opening auction) VWAP through a morning session except "YORI" (an opening auction) VWAP through an afternoon session except "YORI" (an opening auction) Strike Open Others Code to represent the basis price type. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points spread) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Fixed cabinet trade price (primarily for listed futures and options) Variable cabinet trade price (primarily for listed futures and options) Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based. Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. Book out all trades on day of execution Accumulate executions until order is filled or expires Accumulate until verbally notified otherwise Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Ack Response Timed Exec Started All Done Alert Code to represent the status type. Net Gross Code to represent whether value is net (inclusive of tax) or gross. In bidding process Received for execution Executing Cancelling Alert All Done Reject Code to represent the status of a list order. Immediate Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) Exchange/switch CIV order - Sell driven Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) Identifies the type of ListExecInst (69). Order cancel request Order cancel/replace request Identifies the type of request that a Cancel Reject is in response to. Single security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. UK National Insurance or Pension Number US Social Security Number US Employer or Tax ID Number Australian Business Number Australian Tax File Number Tax ID Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII/FID Taiwanese Trading Acct Malaysian Central Depository (MCD) number Chinese Investor ID Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code Custom ID schema used between counterparties, trading platforms and repositories. ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) Australian Company Number Australian Registered Body Number CFTC reporting firm identifier Legal Entity Identifier (ISO 17442) LEI Interim identifier An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate / Lending Firm (for short-sales) Fund Manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buy-side firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub-custodian Beneficiary Interested party Regulatory body In the context of regulatory reporting, this identifies the regulator the trade is being reported to. Liquidity provider Entering trader Contra trader Position account The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. Contra Investor ID Transfer to Firm Contra Position Account Contra Exchange Internal Carry Account Order Entry Operator ID Secondary Account Number Foreign Firm Third Party Allocation Firm Claiming Account Asset Manager Pledgor Account Pledgee Account Large Trader Reportable Account Trader mnemonic Sender Location Session ID Acceptable Counterparty Unacceptable Counterparty Entering Unit Executing Unit Introducing Broker Quote originator Report originator Systematic internaliser (SI) Multilateral Trading Facility (MTF) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Regulated Market (RM) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market Maker Investment Firm Host Competent Authority (Host CA) Home Competent Authority (Home CA) Competent Authority of the most relevant market in terms of liquidity (CAL) Competent Authority of the Transaction (Execution) Venue (CATV) Reporting intermediary (medium/vendor via which report has been published) Execution Venue Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market data entry originator Location ID Desk ID Market data market Allocation Entity Prime Broker providing General Trade Services Step-Out Firm (Prime Broker) BrokerClearingID Central Registration Depository (CRD) Clearing Account Acceptable Settling Counterparty Unacceptable Settling Counterparty CLS Member Bank In Concert Group In Concert Controlling Entity Large Positions Reporting Account Settlement Firm Settlement account The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. Reporting Market Center Related Reporting Market Center Away Market Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Give-up (trading) firm Take-up (trading) firm Take-up clearing firm Originating Market Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. Margin account Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. Collateral asset account The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. Data repository Multiple instances of this PartyRole may appear for reporting purposes. Calculation agent Sender of exercise notice Receiver of exercise notice Rate reference bank The bank providing the reference rate. Multiple instance of this PartyRole may appear. Correspondent Beneficiary's bank or depository institution The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. Borrower Primary obligator Guarantor Excluded reference entity Determining party Hedging party Reporting entity The entity that is reporting the information. Sales person The person who is involved in the sales activities for their firm. Operator The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. Central Securities Depository (CSD) International Central Securities Depository (ICSD) Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Round to nearest Round down Round up Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Direct Credit (BECS, BACS) ACH Credit BPAY High Value Clearing System HVACS Reinvest In Fund A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Yes No - Execution Only No - Waiver agreement No - Institutional For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. Passed Not Checked Exempt - Below the Limit Exempt - Client Money Type exemption Exempt - Authorised Credit or financial institution A one character code identifying Money laundering status. Bid price Creation price Creation price plus adjustment percent Creation price plus adjustment amount Offer price Offer price minus adjustment percent Offer price minus adjustment amount Single price For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. New Cancel Replace Release Reverse Cancel Due To Back Out of Trade Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Debit Card Direct Debit (BECS) Direct Credit (BECS) Credit Card ACH Debit ACH Credit BPAY High Value Clearing System (HVACS) CHIPS S.W.I.F.T. CHAPS SIC euroSIC A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties None/Not Applicable (default) Maxi ISA (UK) TESSA (UK) Mini Cash ISA (UK) Mini Stocks And Shares ISA (UK) Mini Insurance ISA (UK) Current Year Payment (US) Prior Year Payment (US) Asset Transfer (US) Employee - prior year (US) Employee - current year (US) Employer - prior year (US) Employer - current year (US) Non-fund prototype IRA (US) Non-fund qualified plan (US) Defined contribution plan (US) Individual Retirement Account (US) Individual Retirement Account - Rollover (US) KEOGH (US) Profit Sharing Plan (US) 401(k) (US) Self-directed IRA (US) 403(b) (US) 457 (US) Roth IRA (Fund Prototype) (US) Roth IRA (Non-prototype) (US) Roth Conversion IRA (Fund Prototype) (US) Roth Conversion IRA (Non-prototype) (US) Education IRA (Fund Prototype) (US) Education IRA (Non-prototype) (US) Other For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties No Yes A one character code identifying whether the Fund based renewal commission is to be waived. Accepted Rejected Held Reminder - i.e. Registration Instructions are still outstanding Registration status as returned by the broker or (for CIV) the fund manager: Invalid/unacceptable Account Type Invalid/unacceptable Tax Exempt Type Invalid/unacceptable Ownership Type Invalid/unacceptable No Reg Details Invalid/unacceptable Reg Seq No Invalid/unacceptable Reg Details Invalid/unacceptable Mailing Details Invalid/unacceptable Mailing Instructions Invalid/unacceptable Investor ID Invalid/unaceeptable Investor ID Source Invalid/unacceptable Date Of Birth Invalid/unacceptable Investor Country Of Residence Invalid/unacceptable No Distrib Instns Invalid/unacceptable Distrib Percentage Invalid/unacceptable Distrib Payment Method Invalid/unacceptable Cash Distrib Agent Acct Name Invalid/unacceptable Cash Distrib Agent Code Invalid/unacceptable Cash Distrib Agent Acct Num Other Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: New Cancel Replace Identifies Registration Instructions transaction type Joint Investors Tenants in Common Joint Trustees The relationship between Registration parties. Commission amount (actual) Commission percent (actual) Initial Charge Amount Initial Charge Percent Discount Amount Discount Percent Dilution Levy Amount Dilution Levy Percent Exit Charge Amount Exit Charge Percent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) Fund-Based Renewal Commission Amount (based on Order value) Fund-Based Renewal Commission Amount (based on Projected Fund value) Net Settlement Amount Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Individual investor Public company Private company Individual trustee Company trustee Pension plan Custodian under Gifts to Minors Act Trusts Fiduciaries Networking sub-account Non-profit organization Corporate body Nominee Institutional customer Combined Representing more than one type of beneficial owner account. Member firm employee or associated person Market making account Proprietary account Non-broker-dealer Unknown beneficial owner type Error account of firm Identifies the type of owner. Agency Proprietary Individual Principal For some markets Principal may include Proprietary. Riskless Principal Agent for Other Member Mixed capacity Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Program Trade Index Arbitrage Non-Index Arbitrage Competing Market Maker Acting as Market Maker or Specialist in the security Acting as Market Maker or Specialist in the underlying security of a derivative security Foreign Entity (of foreign government or regulatory jurisdiction) External Market Participant External Inter-connected Market Linkage Riskless Arbitrage Issuer Holding Issue Price Stabilization Non-algorithmic Algorithmic Cross Insider Account Significant Shareholder Normal Course Issuer Bid (NCIB) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Cancel orders for a security Cancel orders for an underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Cancel Request. Cancel Request Rejected - See MassCancelRejectReason (532) Cancel orders for a security Cancel orders for an Underlying Security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel All Orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel Orders for a Securities Issuer Cancel Orders for Issuer of Underlying Security Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Mass Cancel Not Supported Invalid or Unknown Security Invalid or Unkown Underlying security Invalid or Unknown Product Invalid or Unknown CFICode Invalid or Unknown SecurityType Invalid or Unknown Trading Session Invalid or unknown Market Invalid or unkown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Cancel Request was rejected Indicative Tradeable Restricted tradeable Counter (tradeable) Initially tradeable Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. Cash Margin Open Margin Close Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. Local Market (Exchange, ECN, ATS) National Global Specifies the market scope of the market data. Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request Defines how a server handles distribution of a truncated book. Defaults to broker option. All-or-none cross A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. Immediate-or-cancel cross A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. One sided cross A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. Cross executed against book A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. Basis cross A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. Contingent cross A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. Volume-weighted-average-price (VWAP) cross A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. Special trading session cross A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. Customer to customer cross Cross order where both sides of the cross represent agency orders. Type of cross being submitted to a market None Buy side is prioritized Sell side is prioritized Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). One Side Both Sides Number of Side repeating group instances. Symbol SecurityType and/or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Identifies the type/criteria of Security List Request Valid request Invalid or unsupported request No instruments found that match selection criteria Not authorized to retrieve instrument data Instrument data temporarily unavailable Request for instrument data not supported The results returned to a Security Request message Report by mulitleg security only (do not report legs) Report by multileg security and by instrument legs belonging to the multileg security Report by instrument legs belonging to the multileg security only (do not report status of multileg security) Indicates the method of execution reporting requested by issuer of the order. Unknown or invalid TradingSessionID Other Indicates the reason a Trading Session Status Request was rejected. All Trades Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) Unmatched trades that match criteria Unreported trades that match criteria Advisories that match criteria Type of Trade Capture Report. Not reported to counterparty or market Previously reported to counterparty or market In the context of MiFID II when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). Indicates if the trade capture report was previously reported to the counterparty or market. Compared, matched or affirmed Uncompared, unmatched, or unaffirmed Advisory or alert The status of this trade with respect to matching or comparison. One-Party Trade Report (privately negotiated trade) Two-Party Trade Report (privately negotiated trade) Confirmed Trade Report (reporting from recognized markets) Auto-match Cross Auction Counter-Order Selection Call Auction Issuing/Buy Back Auction Systematic Internalizer Auto-match with last look Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. Cross auction with last look Execution that arises from a match against orders or quotes which require a confirmation during an auction. ACT Accepted Trade ACT Default Trade ACT Default After M2 ACT M6 Match Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) Compared records resulting from stamped advisories or specialist accepts/pair-offs Summarized match using A1 exact match criteria except quantity is summaried Summarized match using A2 exact match criteria except quantity is summarized Summarized match using A3 exact match criteria except quantity is summarized Summarized match using A4 exact match criteria except quantity is summarized Summarized match using A5 exact match criteria except quantity is summarized Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match Summarized match minus badges and times: ACT M2 Match OCS Locked In: Non-ACT The point in the matching process at which this trade was matched. Treat as round lot (default) Treat as odd lot This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Process normally Exclude from all netting Bilateral netting only Ex clearing Special trade Multilateral netting Clear against central counterparty Exclude from central counterparty Manual mode (pre-posting and/or pre-giveup) Automatic posting mode (trade posting to the position account number specified) Automatic give-up mode (trade give-up to the give-up destination number specified) Qualified Service Representative QSR Customer trade Self clearing Buy-in Eligibility of this trade for clearing and central counterparty processing. Account is carried on customer side of the books Account is carried on non-customer side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Equities specialist Options market maker Options firm account Type of account associated with an order Member trading for their own account Clearing firm trading for its proprietary account Member trading for another member All other Retail customer An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Status for orders for a Security Status for orders for an Underlying Security Status for orders for a Product Status for orders for a CFICode Status for orders for a SecurityType Status for orders for a trading session Status for all orders Status for orders for a PartyID Status for Security Issuer Status for Issuer of Underlying Security Mass Status Request Type Can trigger booking without reference to the order initiator ("auto") Speak with order initiator before booking ("speak first") Accumulate Indicates whether or not automatic booking can occur. Each partial execution is a bookable unit Aggregate partial executions on this order, and book one trade per order Aggregate executions for this symbol, side, and settlement date Indicates what constitutes a bookable unit. Pro rata Do not pro-rata - discuss first Indicates the method of preallocation. Pre-Trading Opening or opening auction (Continuous) Trading Closing or closing auction Post-Trading Scheduled intraday auction Quiescent Any auction Unscheduled intraday auction An unscheduled intraday auction might be triggered by a circuit breaker. Out of main session trading In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. Private auction An auction phase where only two parties participate. Public auction An auction phase where all trading parties participate. Group auction An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Calculated (includes MiscFees and NetMoney) Preliminary (without MiscFees and NetMoney) Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) Ready-To-Book single order Buyside Ready-To-Book - combined set of orders (replaced) Warehouse instruction Request to intermediary Accept Reject Accept Pending Incomplete group Complete group Reversal Pending Reopen group Cancel group Give-up Take-up Refuse take-up Initiate reversal Reverse Refuse reversal Sub-allocation give-up Approve give-up Approve take-up Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 1st year delegate trading for own account 2nd year delegate trading for own account 3rd year delegate trading for own account 4th year delegate trading for own account 5th year delegate trading for own account 6th year delegate trading for own account CBOE Member Non-member and Customer Equity Member and Clearing Member Full and Associate Member trading for own account and as floor brokers 106.H and 106.J firms GIM, IDEM and COM Membership Interest Holders Lessee 106.F Employees All other ownership types Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Order has been accepted but not yet in a working state Order is currently being worked Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Priority unchanged Lost Priority as result of order change Indicates if a Cancel/Replace has caused an order to lose book priority. Does not consitute a Legal Confirm Legal Confirm Indicates that this message is to serve as the final and legal confirmation. Unknown Symbol (Security) Exchange (Security) Closed Quote Request Exceeds Limit Too Late to enter Invalid Price Not Authorized To Request Quote No Match For Inquiry No Market For Instrument No Inventory Pass Insufficient credit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: BIC SID Code TFM (GSPTA) OMGEO (Alert ID) DTCC Code Other (custom or proprietary) Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Received Mismatched Account Missing Settlement Instructions Confirmed Request Rejected Identifies the status of the Confirmation. New Replace Cancel Identifies the Confirmation transaction type. Book Entry (default) Bearer Identifies the form of delivery. Par For Par Modified Duration Risk Proceeds For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed Amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points relative to benchmark) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Spread (swaps) Yield Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Hit/Lift Counter Expired Cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). Done away Trade was done with another quote provider. Pass End trade Timed out Tied Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. Tied cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. Identifies the type of Quote Response. Allocation Trade Qty Option Assignment As-of Trade Qty Delivery Qty Electronic Trade Qty Option Exercise Qty End-of-Day Qty Intra-spread Qty Inter-spread Qty Adjustment Qty Pit Trade Qty Start-of-Day Qty Integral Split Transaction from Assignment Total Transaction Qty Transaction Quantity Transfer Trade Qty Transaction from Exercise Cross Margin Qty Receive Quantity Corporate Action Adjustment Delivery Notice Qty Exchange for Physical Qty Privately negotiated Trade Qty (Non-regulated) Net Delta Qty Credit Event Adjustment Succession Event Adjustment Net Qty Gross Qty Intraday Qty Gross non-delta-adjusted swaption position Delta-adjusted paired swaption position Expiring quantity The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. Quantity not exercised The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. Requested exercise quantity The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. Cash futures equivalent quantity Used to identify the type of quantity that is being returned. Submitted Accepted Rejected Status of this position. Cash amount (corporate event) Cash residual amount Final mark-to-market amount Incremental mark-to-market Premium amount Start of day mark-to-market Trade variation amount Value adjusted amount Settlement value Initial trade coupon amount Accrued coupon amount Coupon amount Incremental accrued coupon Collateralized mark-to-market Incremental collateralized mark-to-market Compensation amount Total banked amount Total collateralized amount Long paired swap or swaption notional value Short paired swap or swaption notional value Start-of-day accrued coupon Net present value Start-of-day net present value Net cash flow Present value of all fees Present value of one basis points Change in value if yield curve shifts 0.01%. The five year equivalent notional amount Undiscounted mark-to-market Mark-to-model Mark-to-market variance Mark-to-model variance Upfront payment Type of Position amount Exercise Do not exercise Position adjustment Position change submission / margin disposition Pledge Large trader submission Large positions reporting submission Long holdings Internal transfer Changes due to transfer of positions within a firm. Transfer of firm Changes due to transfer of all positions of a firm. External transfer Changes due to transfer of positions between firms. Corporate action Notification Information about a position that has been chosen for assignment. Position creation Changes due to an option exercise causing a new futures position to be created. Close out Information about a position that has been closed out. Reopen Information about a position that has been reopened, i.e. reversal of a close out. Identifies the type of position transaction. New Used to increment the overall transaction quantity. Replace Used to override the overall transaction quantity or specific add messages based on the reference ID. Cancel Used to remove the overall transaction quantity or specific add messages based on the reference ID. Reverse Used to completelly back-out the transaction such that the transaction never existed. Maintenance Action to be performed. Intraday Regular Trading Hours Electronic Trading Hours End Of Day Identifies a specific settlement session Process request as margin disposition Delta plus Delta minus Final Customer specific position Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Accepted Accepted With Warnings Rejected Completed Completed With Warnings Status of Position Maintenance Request Successful Completion - no warnings or errors Rejected Other Result of Position Maintenance Request. Positions Trades Exercises Assignments Settlement Activity Backout Message Delta Positions Net Position Large Positions Reporting Exercise Position Reporting Submission Position Limit Reporting Submission Used to specify the type of position request being made. In-band (default) Transport of the request was sent over in-band. Out of band Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). Valid request Invalid or unsupported request No positions found that match criteria Not authorized to request positions Request for position not supported Other (use Text (58) in conjunction with this code for an explaination) Result of Request for Positions. Completed Completed With Warnings Rejected Status of Request for Positions Final Theoretical Type of settlement price Pro rata Random Method by which short positions are assigned to an exercise notice during exercise and assignment processing Automatic Manual Exercise Method used to in performing assignment. Successful (default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid transport type requested Invalid destination requested TradeRequestType not supported Not authorized Other Result of Trade Request Accepted Completed Rejected Status of Trade Request. Successful (default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Price exceeds current price band Reference price not available Notional value exceeds threshold Other Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Single Security (default if not specified) Individual leg of a multileg security Multileg Security Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Execution time Time in Time out Broker receipt Broker execution Desk receipt Submission to clearing Time priority Orderbook entry time Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. Order submission time Time the order was sent by the submitter. Publicly reported Public report updated Non-publicly reported Non-public report updated Submitted for confirmation Updated for confirmation Confirmed Updated for clearing Cleared Allocations submitted Allocations updated Application completed Submitted to repository Post-trade continuation event Post-trade valuation Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Status Confirmation Confirmation Request Rejected (reason can be stated in Text (58) field) Identifies the type of Confirmation message being sent. Incorrect or missing account Incorrect or missing settlement instructions Unknown or missing IndividualAllocId(467) Transaction not recognized Duplicate transaction Incorrect or missing instrument Incorrect or missing price Incorrect or missing commission Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing quantity Incorrect or missing fees Incorrect or missing tax Incorrect or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrect or missing capacity Other Use Text(58) for further reject reasons. Identifies the reason for rejecting a Confirmation. Regular booking CFD (Contract for difference) Total Return Swap Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Use default instructions Derive from parameters provided Full details provided SSI DB IDs provided Phone for instructions Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Cash Securities Used to indicate whether a delivery instruction is used for securities or cash settlement. Overnight Term Flexible Open Type of financing termination. Unable to process request Unknown account No matching settlement instructions found Other Identifies reason for rejection (of a settlement instruction request message). Preliminary request to intermediary Sellside calculated using preliminary (includes MiscFees and NetMoney) Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) Warehouse recap Request to intermediary Accept Reject Accept Pending Complete Reverse Pending Give-up Take-up Reversal Alleged reversal Sub-allocation give-up Describes the specific type or purpose of an Allocation Report message Original details incomplete/incorrect Change in underlying order details Cancelled by give-up firm Other Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Account is carried pn customer side of books Account is carried on non-customer side of books House trader Floor trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Type of account associated with a confirmation or other trade-level message Firm Person System Application Full legal name of firm Postal address Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant member code Registered address Fund account name Telex number Fax number Securities account name Cash account name Department Location desk Position account type Security locate ID Market maker Eligible counterparty Professional client Location Execution venue Currency delivery identifier Address City Address State/Province Address Postal Code Address Street Address Country (ISO country code) ISO country code Market segment Customer account type Omnibus account Funds segregation type Guarantee fund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). Swap dealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". Major participant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. Financial entity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. U.S. person A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. Reporting entity indicator Indicates the entity obligated to report to their regulator. Set PartySubID(523)=Y if true. Elected clearing requirement exception Business center Reference text Short-marking exempt account Parent firm identifier Implementation-specific identifier of this party's parent entity. Parent firm name Full name of this party's parent entity. Deal identifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. System trade identifier System trade sub-identifier Futures Commission Merchant (FCM) code The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. Delivery terminal customer account/code Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. Voluntary reporting entity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. Reporting obligation jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. Voluntary reporting jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. Company activities For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. European Economic Area domiciled ID values: Y or N Contract linked to commercial or treasury financing for this counterparty ID values: Y or N Contract above clearing threshold for this counterparty ID values: Y or N Voluntary reporting party When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. End user When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. Location or jurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Derivatives dealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Exempt from recognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Type of PartySubID(523) value. Pending Accept Pending Release Pending Reversal Accept Block Level Reject Account Level Reject Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" No Action Taken Queue Flushed Overlay Last End Session Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. No Action Taken Queue Flushed Overlay Last End Session Action to take to resolve an application message queue (backlog). No average pricing Trade is part of an average price group identified by the AvgPxGroupID(1731) Last trade is the average price group identified by the AvgPxGroupID(1731) Average Pricing Indicator Allocation not required Allocation required (give-up trade) allocation information not provided (incomplete) Use allocation provided with the trade Allocation give-up executor Allocation from executor Allocation to claim account Trade split Identifies if, and how, the trade is to be allocated or split. Expire on trading session close (default) Expire on trading session open Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) Part of trading cycle when an instrument expires. Field is applicable for derivatives. Regular trade Block trade Exchange for physical (EFP) Transfer Late trade T trade Weighted average price trade Bunched trade Late bunched trade Prior reference price trade After hours trade Exchange for risk (EFR) Exchange for swap (EFS) Exchange of futures for in market futures (EFM) For example full sized for mini. Exchange of options for options (EOO) Trading at settlement All or none Futures large order execution Exchange of futures for external market futures (EFF) Option interim trade Option cabinet trade Privately negotiated trade Substitution of futures for forwards Non-standard settlement Derivative related transaction Portfolio trade Volume weighted average trade Exchange granted trade Repurchase agreement OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. Exchange basis facility (EBF) Opening trade Netted trade Block swap trade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. Credit event trade Succession event trade Give-up Give-in trade Dark trade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. Technical trade Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. Package trade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. Error trade Special cum dividend (CD) Special ex dividend (XD) Special cum coupon (CC) Special ex coupon (XC) Cash settlement (CS) Special price (SP) Usually net or all-in price. Guaranteed delivery (GD) Special cum rights (CR) Special ex rights (XR) Special cum capital repayments (CP) Special ex capital repayments (XP) Special cum bonus (CB) Special ex bonus (XB) Block trade The same as large trade. Worked principal trade Block trades Name change Portfolio transfer Prorogation buy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. Prorogation sell See prorogation buy. Option exercise Delta neutral transaction Financing transaction Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. CMTA Internal transfer or adjustment External transfer or transfer of account Reject for submitting side Advisory for contra side Offset due to an allocation Onset due to an allocation Differential spread Implied spread leg executed against an outright Transaction from exercise Transaction from assignment ACATS Off Hours Trade On Hours Trade OTC Quote Converted SWAP Wash Trade Trade at Settlement Identifies a trade that will be priced using the settlement price. Auction Trade Trade at Marker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. Default (Credit Event) Restructuring (credit event) Merger (succession event) Spin-off (succession event) Multilateral compression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. AI (Automated input facility disabled in response to an exchange request.) B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) K (Transaction using block trade facility.) LC (Correction submitted more than three days after publication of the original trade report.) M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) NR (Non-risk transaction in a SEATS security other than an AIM security) P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) PA (Protected transaction notification) PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) PN (Worked principal notification for a portfolio transaction which includes order book securities) R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) T (If reporting a single protected transaction) WN (Worked principal notification for a single order book security) WT (Worked principal transaction (other than a portfolio transaction)) Crossed Trade (X) Interim Protected Trade (I) Large in Scale (L) Further qualification to the trade type Floating (default) Fixed Describes whether peg is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Peg Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) Type of Peg Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the peg Floating (default) Fixed Describes whether discretionay price is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Discretion Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) Type of Discretion Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the discretion VWAP Participate (i.e. aim to be x percent of the market volume) Mininize market impact The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Added Liquidity Removed Liquidity Liquidity Routed Out Auction Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Do Not Report Trade Report Trade Indicates if a trade should be reported via a market reporting service. Dealer Sold Short Dealer Sold Short Exempt Selling Customer Sold Short Selling Customer Sold Short Exempt Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short QSR or AGU Contra Side Sold Short Exempt Reason for short sale. Units (shares, par, currency) Contracts Unit of Measure per Time Unit Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Submit Alleged Accept Decline Addendum No/Was Trade Report Cancel (Locked-In) Trade Break Defaulted Invalid CMTA Pended Alleged New Alleged Addendum Alleged No/Was Alleged Trade Report Cancel Alleged (Locked-In) Trade Break Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). Type of Trade Report Not specified Explicit list provided Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Put Call Tender Sinking fund call Activation Inactivation Last eligible trade date Swap start date Swap end date Swap roll date Swap next start date Swap next roll date First delivery date Last delivery date Initial inventory due date Final inventory due date First intent date Last intent date Position removal date Minimum notice Deliver start time Delivery end time First notice date The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. Last notice date The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. First exercise date Redemption date Trade continuation effective date Other Code to represent the type of event Flat (securities pay interest on a current basis but are traded without interest) Zero coupon Interest bearing (for Euro commercial paper when not issued at discount) No periodic payments Variable rate Less fee for put Stepped coupon Coupon period (if not semi-annual) Supply redemption date in the InstrAttribValue(872) field. When [and if] issued Original issue discount Callable, puttable Escrowed to Maturity Escrowed to redemption date - callable Supply redemption date in the InstrAttribValue(872) field. Pre-refunded In default Unrated Taxable Indexed Subject To Alternative Minimum Tax Original issue discount price Supply price in the InstrAttribValue(872) field. Callable below maturity value Callable without notice by mail to holder unless registered Price tick rules for security Trade type eligibility details for security Instrument denominator Instrument numerator Instrument price precision Instrument strike price Tradeable indicator Instrument is eligible to accept anonymous orders Minimum guaranteed fill volume Minimum guaranteed fill status Trade at settlement (TAS) eligibility Test instrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. Dummy instrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. Negative settlement price eligibility Negative strike price eligibility US standard contract indicator Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf Text Supply the text value in InstrAttribValue(872). Code to represent the type of instrument attribute 3(a)(3) Arising out of a current transaction with a maturity less than 9 months. 4(2) Issued not involving any public offering. 3(a)(2) Issued or guaranteed by the US, state or territorial government. 3(a)(3) & 3(c)(7) Combination of 3(a)(3) and 3(c)(7). 3(a)(4) Religious, education, benevolent, fraternal, charitable or reformatory purposes. 3(a)(5) Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. 3(a)(7) Issued by a receiver or trustee in bankruptcy. 3(c)(7) Qualified hedge-fund under the Investment Company Act of 1940. Other The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. Absolute Per Unit Percentage Defines the unit for a miscellaneous fee. Not Last Message Last Message Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Initial Scheduled Time Warning Margin Deficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. Margin Excess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. Forward Collateral Demand Event of default Adverse tax event Transfer deposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. Transfer withdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. Reason for Collateral Assignment Trade Date GC Instrument Collateral Instrument Substitution Eligible Not Assigned Partially Assigned Fully Assigned Outstanding Trades (Today < end date) Collateral inquiry qualifiers: New Replace Cancel Release Reverse Collateral Assignment Transaction Type Received Accepted Declined Rejected Transaction pending The collateral assignment transaction is pending at the recipient. Transaction completed with warning - see Text(58) for further information. The collateral assignment transaction was accepted and completed but with warnings. Type of collateral assignment response. Unknown deal (order / trade) Unknown or invalid instrument Unauthorized transaction Insufficient collateral Invalid type of collateral Excessive substitution Other Collateral Assignment Reject Reason Unassigned Partially Assigned Assignment Proposed Assigned (Accepted) Challenged Collateral Status Not last message Last message Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment "Free": Deliver (if sell) or Receive (if buy) Free Tri-Party Hold In Custody Identifies type of settlement Log On User Log Off User Change Password For User Request Individual User Status Request Throttle Limit Indicates the action required by a User Request Message Logged In Not Logged In User Not Recognised Password Incorrect Password Changed Other Forced user logout by Exchange Session shutdown warning Throttle parameters changed Indicates the status of a user Connected Not Connected - down expected up Not Connected - down expected down In Process Indicates the status of a network connection Snapshot Subscribe Stop Subscribing Level of Detail, then NoCompID's becomes required Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Full Incremental Update Indicates the type of Network Response Message. Accepted Rejected Cancelled Accepted with errors Pending New Pending Cancel Pending Replace Terminated Pending verification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. Deemed verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. Trade Report Status Received Confirm rejected, i.e. not affirmed Affirmed Specifies the affirmation status of the confirmation. Retain Add Remove Action proposed for an Underlying Instrument instance. Accepted Accepted With Warnings Completed Completed With Warnings Rejected Status of Collateral Inquiry Successful (default) Invalid or unknown instrument Invalid or unknown collateral type Invalid Parties Invalid Transport Type requested Invalid Destination requested No collateral found for the trade specified No collateral found for the order specified Collateral inquiry type not supported Unauthorized for collateral inquiry Other (further information in Text (58) field) Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Int Length NumInGroup SeqNum TagNum float Qty Price PriceOffset Amt Percentage Char Boolean String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp Tenor Datatype of the parameter Active Instrument is active, i.e. trading is possible. Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. Active, closing orders only Instrument is active but only orders closing positions (reducing risk) are allowed. Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. Knocked-out Instrument has breached a pre-defined price threshold. Knock-out revoked Instrument reinstated, i.e. threshold has not been breached. Pending Expiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. Suspended Instrument has been temporarily disabled for trading (i.e. halted). Published Instrument information is provided prior to its first activation. Pending Deletion Instrument is awaiting deletion from security reference data. Used for derivatives. Denotes the current state of the Instrument. FIXED DIFF Used for derivatives that deliver into cash underlying. T+1 T+3 T+4 Indicates order settlement period for the underlying instrument. Add Delete Modify Auto Exercise Non Auto Exercise Final Will Be Exercised Contrary Intention Difference Expiration Quantity type Sub Allocate Third Party Allocation Identifies whether the allocation is to be sub-allocated or allocated to a third party Billion cubic feet Cubic Meters gigajoules Kilowatt hours One Million BTU Megawatt hours therms Equal to 100,000 BTU Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt-Year Kilowatt-Day Kilowatt-Hour Kilowatt-Month Kilowatt-Minute (electrical capacity) liters pounds Megawatt-Year Megawatt-Day Megawatt-Hour Megawatt-Month Megawatt-Minute Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Hour Minute Second Day Week Month Year Quarter Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Automatic Guarantor Manual Broker assigned Specifies the method under which a trade quantity was allocated. false - trade is not an AsOf trade true - trade is an AsOf trade A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Top of Book Price Depth Order Depth Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Book Off-Book Cross Quote driven market Examples for quote driven markets are market maker or specialist market models. Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Used to describe the origin of the market data entry. Phone simple Phone complex FCM provided screen Other provided screen Client provided platform controlled by FCM Client provided platform direct to exchange Algo engine Price at execution (price added at initial order entry, trading, middle office or time of give-up) Desk - electronic Desk - pit Client - electronic Client - pit Add-on order All or none Conditional order Cash not held Delivery instructions - cash Directed order Discretionary limit order Exchange for physical transaction Fill or kill Intraday cross Imbalance only Immediate or cancel Intermarket sweep order Limit on open Limit on Close Market at Open Market at close Market on open Market on close Merger related transfer position Minimum quantity Market to limit Delivery instructions - next day Not held Options related transaction Over the day Pegged Reserve size order Stop stock transaction Scale Delivery instructions - sellers option Time order Trailing stop Work Stay on offerside Go along Participate do not initiate Strict scale Try to scale Stay on bidside No cross OK to cross Call first Percent of volume Reinstate on system failure Institution only Reinstate on trading halt Cancel on trading half Last peg Mid-price peg Non-negotiable Opening peg Market peg Cancel on system failure Primary peg Suspend Fixed peg to local best bid or offer at time of order Peg to VWAP Trade along Try to stop Cancel if not best Strict limit Ignore price validity checks Peg to Limit Price Work to target strategy G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. FINRA OATS FIA Execution Source Code Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Agency Arbitrage Block trading Convertible desk Central risk books Derivatives Equity capital markets International Institutional Other Preferred trading Proprietary Program trading Sales Swaps Trading desk or system non-market maker Treasury Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. FINRA OATS Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Add-on Order All or None Cash Not Held Directed Order Exchange for Physical Transaction Fill or Kill Imbalance Only Immediate or Cancel Limit On Open Limit on Close Market at Open Market at Close Market on Open Market On Close Minimum Quantity Not Held Over the Day Pegged Reserve Size Order Stop Stock Transaction Scale Time Order Trailing Stop Work Codes that apply special information that the broker-dealer needs to report. Received, not yet processed Accepted Don't know / Rejected The status of this execution acknowledgement message. Specific Deposit General conveys how the collateral should be/has been applied Divide Multiply Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Open Close Rolled FIFO Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Agent Principal Riskless Principal Identifies role of dealer; Agent, Principal, RisklessPrincipal Pro rata Random Method under which assignment was conducted Order initiator is aggressor Order initiator is passive Used to identify whether the order initiator is an aggressor or not in the trade. Indicative Tradeable Restricted Tradeable Counter Indicative and Tradeable Identifies market data quote type. SecondaryOrderID(198) OrderID(37) MDEntryID(278) QuoteEntryID(299) Original order ID QuoteID(117) QuoteReqID(131) Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Immediate (after each fill) Exhaust (when DisplayQty = 0) Instructs when to refresh DisplayQty (1138). Initial (use original DisplayQty) New (use RefreshQty) Random (randomize value) Undisclosed (invisible order) Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Odd Lot Round Lot Block Lot Round lot based upon UnitOfMeasure(996) Defines the lot type assigned to the order. Last peg (last sale) Mid-price peg (midprice of inside quote) Opening peg Market peg Primary peg (primary market - buy at bid or sell at offer) Peg to VWAP Trailing Stop Peg Peg to Limit Price Short sale minimum price Peg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). Defines the type of peg. Partial Execution Specified Trading Session Next Auction Price Movement On Order Entry or order modification entry Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Activate Modify Cancel Defines the type of action to take when the trigger hits. Best Offer Last Trade Best Bid Best Bid or Last Trade Best Offer or Last Trade Best Mid The type of price that the trigger is compared to. None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Trigger if the price of the specified type goes UP to or through the specified Trigger Price. Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. The side from which the trigger price is reached. Market Limit The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. Order Quote Privately Negotiated Trade Multileg order Linked order Quote Request Implied Order Cross Order Streaming price (quote) Internal Cross Order Defines the type of interest behind a trade (fill or partial fill). Trade confirmation Two-party report One-party report for matching One-party report for pass through Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. Automated floor order routing Two-party report for claim One-party report Third-party report for pass through Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. FIX27 FIX30 FIX40 FIX41 FIX42 FIX43 FIX44 FIX50 FIX50SP1 FIX50SP2 Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release BIC (Bank Identification Code) (ISO 9362) Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code ISO Country Code MIC (ISO 10383 - Market Identifier Code) The ID source of ExDestination Not implied Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument Implied-out - The existence of the underlying legs are implied by the multi-leg instrument Both Implied-in and Implied-out Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Preliminary Final Used to identify the reporting mode of the settlement obligation which is either preliminary or final Cancel New Replace Restate Transaction Type - required except where SettlInstMode is 5=Reject SSI request Instructions of Broker Instructions for Institution Investor Buyer's settlement instructions Seller's settlement instructions Used to identify whether these delivery instructions are for the buyside or the sellside. Accepted Rejected Removed from Market Expired Locked Market Warning Cross Market Warning Canceled due to Lock Market Canceled due to Cross Market Active Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Private Quote Public Quote Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. All market participants Specified market participants All Market Makers Primary Market Maker(s) Specifies the type of respondents requested. Order imbalance, auction is extended Trading resumes (after Halt) Price Volatility Interruption Change of Trading Session Change of Trading Subsession Change of Security Trading Status Change of Book Type Change of Market Depth Corporate action Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Exchange Last High / Low Price Average Price (VWAP, TWAP ... ) Turnover (Price * Qty) Type of statistics Customer Quantity of retail investors. Customer professional Quantity of high-volume investors acting similar to broker-dealers. Do not trade through Quantity that cannot trade through the away markets. Specifies the type of secondary size. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. European American Bermuda Other Type of exercise of a derivatives security Standard, money per unit of a physical Index Interest rate Index Percent of Par Method for price quotation premium style futures style mark-to-market futures style with an attached cash adjustment CDS style collateralization of market to market and coupon CDS in delivery - use recovery rate to calculate obligation Specifies the type of valuation method applied. pre-listed only user requested Indicates whether instruments are pre-listed only or can also be defined via user request Regular trading Variable cabinet Fixed cabinet Traded as a spread leg Settled as a spread leg Traded as spread Basis points spread Specifies the type of tick rule which is being described Months Days Weeks Years Unit of measure for the Maturity Month Year Increment YearMonth Only (default) YearMonthDay YearMonthWeek Format used to generate the MaturityMonthYear for each option Price (default) Ticks Percentage Describes the how the price limits are expressed. Add Delete Modify Snapshot If provided, then Instrument occurrence has explicitly changed Add Delete Modify Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Trading resumes (after Halt) Change of Trading Session Change of Trading Subsession Change of Trading Status Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Suspend orders Release orders from suspension Cancel orders Specifies the type of action requested All orders for a security All orders for an underlying security All orders for a Product All orders for a CFICode All orders for a SecurityType All orders for a trading session All orders All orders for a Market All orders for a market segment (or multiple segments) All orders for a Security Group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Action Request. Rejected - See MassActionRejectReason(1376) Accepted Completed Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Mass Action Not Supported Invalid or unknown security Invalid or unknown underlying security Invalid or unknown Product Invalid or unknown CFICode Invalid or unknown SecurityType Invalid or unknown trading session Invalid or unknown Market Invalid or unknown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Action Request was rejected Predefined Multileg Security User-defined Multileg Security User-defined, Non-Securitized, Multileg Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Net Price Reversed Net Price Yield Difference Individual Contract Weighted Average Price Multiplied Price Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) One Cancels the Other (OCO) One Triggers the Other (OTO) One Updates the Other (OUO) - Absolute Quantity Reduction One Updates the Other (OUO) - Proportional Quantity Reduction Bid and Offer Bid and Offer OCO Defines the type of contingency. Broker / Exchange option Exchange closed Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Unsupported order characteristic Other Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Do Not Publish Trade Publish Trade Deferred Publication Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Retransmission of application messages for the specified Applications Subscription to the specified Applications Request for the last ApplLastSeqNum published for the specified Applications Request valid set of Applications Unsubscribe to the specified Applications Cancel retransmission Cancel retransmission and unsubscribe to the specified applications Type of Application Message Request being made. Request successfully processed Application does not exist Messages not available Used to indicate the type of acknowledgement being sent. Application does not exist Messages requested are not available User not authorized for application Used to return an error code or text associated with a response to an Application Request. Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. Application message re-send completed. Type of report Seconds (default if not specified) Tenths of a second Hundredths of a second milliseconds microseconds nanoseconds minutes hours days weeks months years Time unit in which the OrderDelay(1428) is expressed Electronic exchange Pit Ex-pit Clearinghouse Registered market Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. Off-market Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. Central limit order book Quote driven market Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Identifies the type of venue where a trade was executed GTC from previous day Partial Fill Remaining Order Changed The reason for updating the RefOrdID Member trading for their own account Clearing Firm trading for its proprietary account Member trading for another member All other The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Utility provided standard model Proprietary (user supplied) model Type of pricing model used Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. NERC Eastern Off-Peak NERC Western Off-Peak NERC Calendar-All Days in month NERC Eastern Peak NERC Western Peak The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Bloomberg Reuters Telerate ISDA Settlement Rate Option The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option Other Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Primary Secondary Indicates whether the rate source specified is a primary or secondary source. Full Restructuring Modified Restructuring Modified Mod Restructuring No Restructuring specified A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Senior Secured Senior Subordinated Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Industry Classification Trading List Market / Market Segment List Newspaper List Specifies a type of Security List. ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. GICS (Global Industry Classification Standard) published by Standards & Poor Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Company News Marketplace News Financial Market News Technical News Other News Category of news mesage. Replacement Other language Complimentary Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. Type of reference to another News(35=B) message item. Fixed strike (default if not specified) Strike set at expiration to underlying or other value (lookback floating) Strike set to average of underlying settlement price across the life of the option Strike set to optimal value Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Less than underlying price is in-the-money (ITM) Less than or equal to the underlying price is in-the-money(ITM) Equal to the underlying price is in-the-money(ITM) Greater than or equal to underlying price is in-the-money(ITM) Greater than underlying is in-the-money(ITM) Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Regular Special reference Optimal value (Lookback) Average value (Asian option) Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Vanilla Capped Binary Indicates the type of payout that will result from an in-the-money option. Capped Trigger Knock-in up Knock-in down Knock-out up Knock-out down Underlying Reset Barrier Rolling Barrier One-touch No-touch Double one-touch Double no-touch Foreign exchange composite Foreign exchange Quanto Foreign exchange cross currency Strike spread Calendar spread Price observation (Asian or Lookback) Pass-through Strike schedule Equity valuation Dividend valuation Identifies the type of complex event. Less than ComplexEventPrice(1486) Less than or equal to ComplexEventPrice(1486) Equal to ComplexEventPrice(1486) Greater than or equal to ComplexEventPrice(1486) Greater than ComplexEventPrice(1486) Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Expiration Immediate (At Any Time) Specified Date/Time Close Official closing time of the exchange on valuation date. Open Official opening time of the exchange on valuation date. Official settlement price Official settlement price determination time. Derivatives close Official closing time of the derivatives exchange. As specified in Master Confirmation Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). And Or Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Stream assignment for new customer(s) Stream assignment for existing customer(s) Type of stream assignment request. Unknown client Exceeds maximum size Unknown or Invalid currency pair No available stream Other Reason code for stream assignment request reject. Assignment Accepted Assignment Rejected Type of acknowledgement. Assignment Rejected Terminate/Unassign The type of assignment being affected in the Stream Assignment Report. Match Do Not Match Matching Instruction for the order. This order (default) Other order (use RefID) All other orders for the given security All other orders for the given security and price All other orders for the given security and side All other orders for the given security, price and side Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). Credit limit Gross position limit Net position limit Risk exposure limit Long position limit Short position limit Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). Summary Detail Excess/Deficit Net Position Qualifier for MarginRequirementInquiry to identify a specific report. Summary Detail Excess/Deficit Type of MarginRequirementReport. Successful (default) Invalid or unknown instrument Invalid or unknown margin class Invalid Parties Invalid Transport Type requested Invalid Destination requested No margin requirement found Margin requirement inquiry qualifier not supported Unauthorized for margin requirement inquiry Other (further information in Text (58) field) Result returned in response to MarginRequirementInquiry. Additional Margin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance. Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions. Adjusted Margin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. Unadjusted Margin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. Binary Add-On Amount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. Cash Balance Amount Information about cash balance posted to the clearing house to cover the current margin requirement. Concentration Margin Reflects a riskier portfolio concentration when a set of closely related products is held. Core Margin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. Delivery Margin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. Discretionary Margin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. Futures Spread Margin Long and short positions of futures with different expiration dates can be offset against each other and are called �spreads�. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day. This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow. Initial Margin The initial amount required to cover the position. Liquidating Margin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price. The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin. Margin Call Amount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. Margin Deficit Amount (Shortfall) Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. Margin Excess Amount (Surplus) Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. Option Premium Amount Premium registered on the given trading date. The amount of money that the options buyer must pay the options seller. Premium Margin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. Reserve Margin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. Security Collateral Amount Information about the security collateral posted to the clearing house to cover the current margin requirement. Stress Test Add-On Amount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. Super Margin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. Total Margin Sum of all margin amounts at value date. Variation Margin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price. Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures. Secondary Variation Margin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. Rolled up margin deficit Spread response margin Risk factor component associated with spread moves, curve shape changes and recovery rates. Systemic risk margin Risk factor component to capture parallel shift of credit spreads. Curve risk margin Risk factor captures curve shifts based on portfolio. Index spread risk margin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. Sector risk margin Risk factor component to capture sector risk. Jump-to-default risk margin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Basis risk margin Risk factor component to capture basis risk between index and index constituent reference entities. Interest rate risk margin Risk factor component associated with parallel shift movements in interest rates. Jump-to-health risk margin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Other risk margin Any other risk factors include in the Margin Model. Type of margin requirement amount being specified. "hedges for" instrument Underlier Equity equivalent Nearest exchange traded contract Retail equivalent of wholesale instrument Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. The type of instrument relationship No participation Buy participation Sell participation Both buy and sell participation Indicates market maker participation in security. Valid request Invalid or unsupported request No data found that match selection criteria Not authorized to retrieve data Data temporarily unavailable Request for data not supported Other (further information in RejectText (1328) field) Result of a request as identified by the appropriate request ID field Is also Clears for Clears through Trades for Trades through Sponsors Sponsored through Provides guarantee for Is guaranteed by Member of Has members Provides marketplace for Participant of marketplace Carries positions for Posts trades to Enters trades for Enters trades through Provides quotes to Requests quotes from Invests for Invests through Brokers trades for Brokers trades through Provides trading services for Uses trading services of Approves of Approved by Parent firm for Subsidiary of Regulatory owner of Owned by (regulatory) Controls Is controlled by Legal / titled owner of Owned by (legal / title) Beneficial owner of Owned by (beneficial) Settles for Settles through Used to specify the type of the party relationship. Credit limit The credit limit provided by one party to another for trading. Gross limit Net limit Exposure Long limit Short limit Cash margin Additional margin Total margin Limit consumed The limit used in the recent transaction. Clip size/notional limit per time period The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Maximum notional order size DV01/PV01 limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. CS01 limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". Volume limit per time period The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Volume filled as percent of ordered volume per time period The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Notional filled as percent of notional per time period The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Transaction/execution limit per time period The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Include Exclude Operator to perform on the instrument(s) specified Active (default if not specified) Suspended Halted Indicates the status of the party identified with PartyDetailID(1691). Agency Principal Riskless principal Primary trade repository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. Original trade repository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. Additional international trade repository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. Additional domestic trade repository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. Related exchange Options exchange Specified exchange Constituent exchange General clearing member Individual clearing member Preferred market maker Directed market maker Exempt from trade reporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. Bank Hub Indicates that the Intermediary party is a hub system or service provider. Current Can be used to convey an existing party identifier for the same party role in a single message. New Can be used to convey a future party identifier for the same party role in a single message. Qualifies the value of PartyRole(452) Accepted Rejected Received Used to indicate the status of the trade submission (not the trade report) Fee Credit Controls Margin Entitlement / Eligibility Market Data Account Selection Delivery Process Sector Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Options settlement Pending erosion adjustment Final erosion adjustment Tear-up coupon amount Price alignment interest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. Delivery invoice charges Delivery storage charges Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Trade Clearing at Execution Price Trade Clearing at Alternate Clearing Price Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Invalid instrument requested Instrument already exists Request type not supported System unavailable for instrument creation Ineligible instrument group Instrument ID unavailable Invalid or missing data on option leg Invalid or missing data on future leg Invalid or missing data on FX leg Invalid leg price specified Invalid instrument structure specified Identifies the reason a security definition request is being rejected. Throttle limit not exceeded, not queued Queued due to throttle limit exceeded Indicates whether a message was queued as a result of throttling. Queue inbound Queue outbound Reject Disconnect Warning Action to take should throttle limit be exceeded. Inbound Rate Outstanding Requests Type of throttle. Reject if throttle limit exceeded Queue if throttle limit exceeded Describes action recipient should take if a throttle limit were exceeded. Outstanding requests unchanged Outstanding requests decreased Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Roll up Do not roll up An indicator to override the normal procedure to roll up allocations for the same take-up firm. Completed Refused Cancelled Identifies the status of a reversal transaction. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Percent of par Deal spread Upfront points Upfront amount Percent of par and upfront amount Deal spread and upfront amount Upfront points and upfront amount Method used for negotiation of contract price. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Fixed amount (absolute value) Type of price used to determine upfront payment for swaps contracts. No restrictions Security is not shortable Security not shortable at or below the best bid Security is not shortable without pre-borrow Indicates whether a restriction applies to short selling a security. Exemption reason unknown An exemption reason not provided or received. Income sell short exempt Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. Above national best bid (broker/dealer provision) Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. Delayed delivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. Odd lot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker�s or dealer�s position by no more than a unit of trading. Domestic arbitrage The sale is connected to a bona-fide domestic arbitrage transaction. International arbitrage The sale is connected to an international arbitrage transaction. Underwriter or syndicate distribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. Riskless principal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer �long� sale on a riskless principal basis. VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Definitions(Default) Utilization Definitions and utilization Type of risk limit information. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid risk limit type(s) Invalid risk limit ID(s) Invalid risk limit amount(s) Invalid risk/warning level action(s) Invalid risk instrument scope(s) Risk limit actions not supported Warning levels not supported Warning level actions not supported Risk instrument scope not supported Risk limit not approved for party(-ies) Risk limit already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Acceptence pending Status of risk limit definition request. Accepted Accepted with changes Rejected Status of risk limit definition for one party. Queue inbound Queue outbound Reject Disconnect Warning Ping credit check model with revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. Ping credit check model without revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. Push credit check model with revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are to be cancelled. Push credit check model without revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will remain active. Suspend Suspend the Credit User from trading once limit(s) is breached. This is considered a "soft" stop. Halt trading Halt or stop the Credit User from trading once limit(s) is breached. This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability to trade. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Trade Make markets Hold positions Perform give-ups Submit Indications of Interest (IOIs) Subscribe to market data Short with pre-borrow Short sell order is allowed with pre-borrowing. Submit quote requests Entitled to submit quote requests into the market in order to receive quotes from the market. Respond to quote requests Entitled to respond to quote requests from the market. Type of entitlement. Tenor Pattern Reserved100Plus Reserved1000Plus Reserved4000Plus String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp XMLData char Boolean float Qty Price PriceOffset Amt Percentage int Length NumInGroup SeqNum TagNum DayOfMonth Datatype of the entitlement attribute. Automatic (Default) Manual Indicates how control of trading session and subsession transitions are performed. Number of units (e.g. share, par, currency, contracts) (default) Number of round lots Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Added (0=New) Modified (5=Replaced) Deleted (4=Canceled) Partially Filled (F=Trade) Filled (F=Trade) Suspended (9=Suspended) Released (N=Released) Restated (D=Restated) Locked (M=Locked) Triggered (L=Triggered or Activated by System) Activated (L=Triggered or Activated by System) The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Add order request Modify order request Delete order request Order entered out-of-band Order modified out-of-band Order deleted out-of-band Order activated or triggered Order expired Reserve order refreshed Away market better Corporate action Start of day End of day Action that caused the event to occur. Block order auction Directed order auction Exposure order auction Flash order auction Facilitation order auction Solicitation order auction Price improvement mechanism (PIM) Directed Order price improvement mechanism (PIM) Type of auction order. Automatic auction permitted (default) Automatic auction not permitted Instruction related to system generated auctions, e.g. flash order auctions. Not locked Away market better Three tick locked Locked by market maker Directed order lock Multileg lock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. Market order lock Pre-assignment lock Indicates whether an order is locked and for what reason. Intermarket Sweep Order (ISO) No Away Market Better check Instruction to define conditions under which to release a locked order or parts of it. Volume Price Side AON General General is used for bilateral agreed disclosure information type(s). Clearing account CMTA account Information subject to disclosure. No Yes Use default setting Instruction to disclose information or to use default value of the receiver. Customer Customer professional Broker-dealer Customer broker-dealer Principal Market maker Away market maker Designates the capacity in which the order is submitted for trading by the market participant. Customer Firm Market maker Designates the account type to be used for the order when submitted to clearing. NBB (National Best Bid) NBO (National Best Offer) Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Once (applies only to first execution) Multiple (applies to every execution) Indicates how the minimum quantity should be applied when executing the order. Not triggered (default) Triggered Stop order triggered One Cancels the Other (OCO) order triggered One Triggers the Other (OTO) order triggered One Updates the Other (OUO) order triggered Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. Hour Minute Second Day Week Month Year Time unit associated with the event. Order received from a customer Order received from within the firm Order received from another broker-dealer Order received from a customer or orginated with the firm Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. Not cleared Trade or position has not yet been submitted for clearing. Cleared Trade or position has been successfully cleared. Submitted Trade or position has been submitted for clearing. Rejected Trade or position was rejected by clearing. Indicates whether the trade or position being reported was cleared through a clearing organization. Two component intercommodity spread Index or basket Two component locational basis Other Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Principal Agent Customer Counterparty Used to describe the ownership of the position. Special cum dividend (CD) Special cum rights (CR) Special ex dividend (XD) Special ex rights (XR) Special cum coupon (CC) Special cum capital repayments (CP) Special ex coupon (XC) Special ex capital repayments (XP) Cash settlement (CS) Special cum bonus (CB) Special price (SP) Usually net or all-in price. Special ex bonus (XB) Guaranteed delivery (GD) Special dividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. Price improvement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. Non-price forming trade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. Trade exempted from trading obligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Pending clear Claimed Cleared Rejected Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Cleared quantity Long side claimed quantity Short side claimed quantity Long side rejected quantity Short side rejected quantity Pending quantity Transaction quantity Remaining trade quantity Used to indicate the remaining quantity of a trade after a give-up or posting action. Previous remaining trade quantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. Indicates the type of trade quantity in TradeQty(1843). Add to an existing allocation group if one exists. Do not add the trade to an allocation group. Instruction on how to add a trade to an allocation group when it is being given-up. Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. Indicates the trade is a result of an offset or onset. No average pricing Trade is part of the average price group identified by the SideAvgPxGroupID(1854) Last trade is the average price group identified by the SideAvgPxGroupID(1854) Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. Non-FIX source Trade ID Secondary trade ID Trade report ID Firm trade ID Secondary firm Trade ID Regulatory trade ID Describes the source of the identifier that RelatedTradeID(1856) represents. Position maintenance report ID - PosMaintRptID(721) Position transfer ID - TransferID(2437) Position entity ID - PositionID(2618) Describes the source of the identifier that RelatedPositionID(1862) represents. Received, not yet processed Accepted Rejected Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Price check Notional value check Type of value to be checked. Do not check Checks will not be done for the specified ValueCheckType(1869). Check Checks will be done for the specificed ValueCheckType(1869) Best effort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. Action to be taken for the ValueCheckType(1869). Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid party status(es) Not authorized Other Result party detail definition request. Accepted Accepted with changes Rejected Acceptance pending Status of party details definition request. Accepted Accepted with changes Rejected Status of party detail definition for one party. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid entitlement type(s) Invalid entitlement ID(s) / ref ID(s) Invalid entitlement attribute(s) Invalid instrument scope(s) Invalid market segment scope(s) Invalid start date Invalid end date Instrument scope not supported Market segment scope not supported Entitlement not approved for party(-ies) Entitlement already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). Requested Entitlement definition has been requested. Deferred Entitlement definition request is being postponed or delayed. Status of entitlement definition for one party. Received, not yet processed Accepted Rejected Used to indicate the status of the trade match report submission. Successful Invalid party information Unknown instrument Not authorized to report trades Invalid trade type Other Reason the trade match report submission was rejected. Amount Percentage Describes the format of the PriceMovementValue(1921). Initial block trade Allocation Determination that the block trade will not be further allocated. Clearing Compression Novation Termination Post-trade valuation Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default if not specified. Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. Block The block trade's identifier when reporting an allocated subtrade. Related The related trade identifier when reporting a mixed swap. Cleared block trade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Do not intend to clear Intend to clear Specifies the party's or parties' intention to clear the trade. Non-electronic Electronic Unconfirmed Specifies how a trade was confirmed. Non-electronic Electronic Indication of how a trade was verified. No exception Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. End-user exception In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf Inter-affiliate exception In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf Treasury affiliate exception In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf Cooperative exception Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Principal is paying fixed rate Principal is receiving fixed rate Swap is float/float or fixed/fixed Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Real-time (RT) Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. Primary economic terms (PET) Report to regulators of the full terms of a regulated transaction included in the legal confirmation. Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. Confirmation Report from a clearing organization of a cleared regulated transaction. Combination of RT and PET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. Combination of PET and confirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. Combination of RT, PET and confirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. Post-trade valuation Periodic report of the ongoing mark-to-market value of a regulated transaction. Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. Post-trade event Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. Post trade event RT reportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). Limited Details Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". Daily Aggregated Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". Volume Omission Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". Four Weeks Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". Indefinite Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". Volume Omission Trade Eligible for Subsequent Aggregated Enrichment Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". Full Details Trade of "Limited Details Trade" Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". Full Details of "Daily Aggregated Trade" Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". Full Details of "Volume Omission Trade" Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". Full Details of "Four Weeks Aggregation Trade" Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". Type of regulatory report. Uncollateralized Partially collateralized One-way collaterallization Fully collateralized Specifies how the trade is collateralized. Novation Partial novation Trade unwind "Trade" includes "Swaps". Partial trade unwind "Trade" includes "Swaps". Exercise Compression/Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. Full netting Partial netting Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. Increase Credit event Strategic restructuring Succession event reorganization Succession event renaming Porting Withdrawal One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Account transfer Give up TakeUp Average pricing Reversal Allocation/Trade posting Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. Delivery Option assignment Expiration Maturity Equal position adjustment Unequal position adjustment An adjustment to either the long or short position quantity but not both. Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. Other price-forming continuation data Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. Interest rate Currency Credit Equity Commodity Other Cash Debt Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. Loan facility The broad asset category for assessing risk exposure. Metals Bullion Energy Commodity index Agricultural Environmental Freight Single name Credit index Index tranche Credit basket Basket [for multi-currency] Government Agency Corporate Financing Money market Mortgage Municipal Common Preferred Equity index Equity basket Mutual fund Collective investment vehicle Investment program A generalized fund for major investors. Specialized account program A specialized fund setup for a particular account or group of accounts. Single currency Cross currency Term loan Bridge loan Letter of credit Exotic The subcategory description of the asset class. Basis swap Index swap Broad-based security swap Basket swap The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. Zero Fixed rate Floating rate Structured Coupon type of the bond. Day Week Month Year Hour Minute Second Term Time unit associated with the frequency of the bond's coupon payment. 1/1 If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). 30/360 (30U/360 or Bond Basis) Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). 30/360 (SIA) A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. 30/360M Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. 30E/360 (Eurobond Basis) Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). 30E/360 (ISDA) Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Act/360 The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). Act/365 (FIXED) The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). Act/Act (AFB) The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). Act/Act (ICMA) The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). Act/Act (ICSMA Ultimo) The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. Act/Act (ISDA) The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). BUS/252 Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. 30E+/360 Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. Act/365L The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). NL365 The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. NL360 This is the same as Act/360, with the exception of leap days (29th February) which are ignored. Act/364 The actual number of days between Date1 and Date2, divided by 364. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Unknown First lien Second lien Third lien Indicates the seniority level of the lien in a loan. Bridge loan Letter of credit Revolving loan Swingline funding Term loan Trade claim Specifies the type of loan when the credit default swap's reference obligation is a loan. Asian Australian and New Zealand European emerging markets Japanese North American high yield North American insurance North American investment grade Singaporean Western European Western European insurance Specifies the type of reference entity for first-to-default CDS basket contracts. Initial block trade Allocation or determination that the block trade will not be further allocated. Clearing Compression Novation Termination Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default Previous e.g. when reporting a cleared trade or novation of a previous trade. Block e.g. when reporting an allocated subtrade. Related e.g. when reporting a mixed swap Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Block to be allocated Block not to be allocated Allocated trade A sub-trade of a block trade. Indication that a block trade will be allocated. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Bid Mid Offer The type of quote used to determine the cash settlement price. Market Highest Average market Average highest Blended market Blended highest Average blended market Average blended highest The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Payment / cash settlement Physical delivery Type of swap stream. Mandatory early termination Optional early termination Cancelable Extendible Mutual early termination Type of provisions. Day Week Month Year Time unit associated with the provision's tenor period. Exercising party Non-exercising party As specified in the master agreement As specified in the standard terms supplement Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. Buy Sell If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. Cash price Cash price alternate Par yield curve adjusted Zero coupon yield curve adjusted Par yield curve unadjusted Cross currency Collateralized price An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Bid Mid Offer Exercising party pays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". Identifies the type of quote to be used. Day Week Month Year Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Day Week Month Year Time unit associated with protection term events. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Day type for events that specify a period and unit. Retructuring - multiple holding obligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. Restructuring - multiple credit event notices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. Floating rate interest shortfall Indicates compounding. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Brokerage Upfront fee Independent amount / collateral Principal exchange Novation / termination Early termination provision Cancelable provision Extendible provision Cap rate provision Floor rate provision Option premium Settlement payment Cash settlement Other Type of payment. Buy Sell The side of the party paying the payment. Standard Net Standard and net Payment settlement style. Periodic (default) Initial Single Dividend Interest Dividend return Price return Total return Variance Correlation Identifies the type of payment stream associated with the swap. Standard Forward Rate Agreement (FRA) The method of calculating discounted payment amounts None Flat Straight Spread exclusive Compounding method. Day Week Month Year Term Time unit associated with the frequency of payments. Day Week Month Year Time unit multiplier for the relative initial fixing date offset. Monday Tuesday Wednesday Thursday Friday Saturday Sunday Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Bloomberg Reuters Telerate Other The source of the payment stream floating rate index. Day Week Month Year Time unit associated with the floating rate index. Short Long Identifies whether the rate spread is applied to a long or short position. Bond equivalent yield Money market yield Specifies the yield calculation treatment for the index. Buyer of the trade Seller of the trade Reference to the buyer of the cap rate option through its trade side. Buyer of the trade Seller of the trade Reference to the buyer of the floor rate option through its trade side. Unweighted Weighted When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. Zero interest rate method Negative interest rate method The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Day Week Month Year Time unit associated with the inflation lag period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day The inflation lag period day type. None Linear zero yield The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. None International Swaps and Derivatives Association (ISDA) Australian Financial Markets Association (AFMA) The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Notional Cash flow FX linked notional Fixed rate Future value notional Known amount Floating rate multiplier Spread Cap rate Floor rate Non-deliverable settlement payment dates Non-deliverable settlement calculation dates Non-deliverable fixing dates. Settlement period notional Settlement period price Calculation period Dividend accrual rate multiplier Dividend accrual rate spread Dividend accrual cap rate Dividend accrual floor rate Compounding rate multiplier Compounding rate spread Compounding cap rate Compounding floor rate Type of schedule. Initial Previous Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. Initial Final Compounding initial Compounding final Stub type. Short Long Optional indication whether stub is shorter or longer than the regular swap period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Not applicable Business day convention is not applicable. None (current day) Following day The following business day. Floating rate note The FRN business day convention. Modified following day The modified following business day. Preceding day The preceding business day. Modified preceding day The modified preceding business day. Nearest day The nearest applicable business day. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. 1st day of the month 2nd day of the month 3rd day of the month 4th day of the month 5th day of the month 6thd day of the month 7th day of the month 8th day of the month 9th day of the month 10th day of the month 11th day of the month 12th day of the month 13th day of the month 14th day of the month 15th day of the month 16th day of the month 17th day of the month 18th day of the month 19th day of the month 20th day of the month 21st day of the month 22nd day of the month 23rd day of the month 24th day of the month 25th day of the month 26th day of the month 27th day of the month 28th day of the month 29th day of the month 30th day of the month The end of the month. Use EOM for 31st day of the month. The floating rate note convention or Eurodollar convention. The International Money Market settlement date, i.e. the 3rd Wednesday of the month. The last trading day/expiration day of the Canadian Derivatives Exchange. The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. No adjustment The 13-week and 26-week U.S. Treasury Bill auction dates. Monday Tuesday Wednesday Thursday Friday Saturday Sunday The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Base64 encoding Base64 Encoding. Unencoded binary content Unencoded binary content. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Auto spot The spot price for the reference or benchmark security is provided automatically. Negotiated spot The spot price for the reference or benchmark security is to be negotiated. The spot price for the reference or benchmark security is to be negotiated via phone or voice. The spot price for the reference of benchmark security is to be negotiated via phone or voice. Specifies the negotiation method to be used. Asian Out Asian In Barrier Cap Barrier Floor Knock Out Knock In Specifies the period type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative date offset. Close Open Official settlement Valuation time Exchange settlement time Derivatives close As specified in master confirmation Specifies when the payout is to occur. Currency 1 per currency 2 Currency 2 per currency 1 For foreign exchange Quanto option feature. Seller notifies Buyer notifies Seller or buyer notifies The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Notional Delivery Physical settlement period Specifies the type of delivery schedule. Absolute Percentage Specifies the tolerance value type. All times On peak Off peak Base Block hours Other Specifies the commodity delivery flow type. Do not include holidays Include holidays Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Monday Tuesday Wednesday Thursday Friday Saturday Sunday All weekdays All days All weekends Specifies the day or group of days for delivery. Hour of the day Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. HH:MM time format Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. Specifies the format of the delivery start and end time values. Periodic (default if not specified) Initial Single Specifies the type of delivery stream. Firm Never excused of delivery obligations. Interruptable or non-firm Excused when interrupted for any reason or for no reason without liability. Force majeure Excused when prevented by force majeure. System firm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. Unit firm Must be supplied from the generation assset specified. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Transfers with risk of loss Does not transfer with risk of loss Specifies the condition of title transfer. Buyer Seller Indicates whether the tolerance is at the seller's or buyer's option. Buyer Seller A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Amortizing Compounding The subclassification or subtype of swap. Straddle Strangle Butterfly Condor Callable inversible snowball Other Specifies the type of trade strategy. Negotiation Cancellation and payment Specifies the consequences of bullion settlement disruption events. Not applicable Applicable As specified in master agreement As specified in confirmation The consequences of market disruption events. As specified in master agreement As specified in confirmation Specifies the location of the fallback provision documentation. Basket Bond Cash Commodity Convertible bond Equity Exchange traded fund Future Index Loan Mortgage Mutual fund The type of reference price underlier. Not required Non-electronic Electronic Unknown at time of report Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Unadjusted Adjusted Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Prepaid Post-paid Variable Fixed Forward start premium type. Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. Maximum The maximum number of weather index units for any day in the calculaiton period. Minimum The minimum number of weather index units for any day in the calculaiton period. Cumulative The cumulative number of weather index units for each day in the calculaiton period. Specifies how weather index units are to be calculated. Absolute Percentage Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. All First Last Penultimate The distribution of pricing days. Every day (the default if not specified) Monday Tuesday Wednesday Thursday Friday Saturday Sunday The day of the week on which pricing takes place. Day Number of asset attribute entries in the group. Week Month Time unit associated with the nearby settlement day. Day Time unit associated with the commodity delivery date roll. City (4 character business center code) Airport (IATA standard) Weather station WBAN (Weather Bureau Army Navy) Weather index WMO (World Meteorological Organization) Type of data source identifier. Term Per business day Per calculation period Per settlement period Per calendar day Per hour Per month The commodity's notional or quantity delivery frequency. Accepted Rejected Status of risk limit report. Unknown RiskLimitReportID(1667) Unknown party Other The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). New Cancel Replace Specifies the transaction type of the risk limit check request. Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. Limit consumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. Specifies the type of limit check message. All or none (default if not specified). The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. Partial The requester will accept a partial approval of the requested credit limit amount. Specifies the type of limit amount check being requested. Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. Partially approved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. Rejected Approval pending Cancelled Indicates the status of the risk limit check request. Successful (default) Invalid party Requested amount exceeds credit limit Requested amount exceeds clip size limit Request exceeds maximum notional order amount Other Result of the credit limit check request. Suspend Halt trading Reinstate Specifies the type of action to take or was taken for a given party. Accepted The action request is accepted for processing. Completed The processing of the requested action has been successfully completed. Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Invalid party or parties Unknown requesting party Not authorized Other Specifies the reason the PartyActionRequest(35=DH) was rejected. RiskLimitRequestID(1666) RiskLimitCheckID(2319) Out of band identifier Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. None (default if not specified) No specified limit check model is defined. Limit checks for the party will be based on parameters defined. PlusOne model A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. Ping model A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. Push model A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. Specifies the type of credit limit check model workflow to apply for the specified party Accepted For use when none of the more specific status enumerations apply. Rejected For use when none of the more specific status enumerations apply. Claim required Indicates that the clearing firm is required to accept or decline the trade. Pre-defined limit check succeeded Indicates a check enforced automatically by the clearing house. Pre-defined limit check failed Indicates a check enforced automatically by the clearing house. Pre-defined auto-accept rule invoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. Pre-defined auto-reject rule invoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. Accepted by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. Rejected by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. Pending Indicates that one or more side level risk checks are in progress. Accepted by credit hub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. Rejected by credit hub Indicates that a credit hub rejected the trade. Pending credit hub check Indicates that a check is pending at a credit hub. Accepted by execution venue Indicates acceptance by an execution venue, such as a SEF. Rejected by execution venue Indicates that the trade was rejected by an execution venue, such as a SEF. Indicates the status of the risk limit check performed on a trade. None (default if not specified) The transaction does not fall under any special regulatory rule or mandate. Swap Execution Facility (SEF) required transaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. Swap Execution Facility (SEF) permitted transaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. Specifies the regulatory mandate or rule that the transaction complies with. Proprietary Energy Identification Code (EIC) Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). Identifies the class or source of DeliveryStreamDeliveryPoint(41062). ISIN or Alternate instrument identifier plus CFI Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). Interim Taxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. The type of identification taxonomy used to identify the security. Clearing member Client Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Order entry Entitle to enter new orders Hit/Lift Entitle to Hit/Lift View indicative prices Entitle to subscribe to indicative prices View executable prices Entitle to subscribe to executable prices Single quote Entitle to submit quote request for a single quote Streaming quotes Entitle to submit quote request for streaming quotes Single broker Entitle to submit quote request for a single broker Multi brokers Entitle to submit quote request for multiple brokers Subtype of an entitlement specified in EntitlementType(1775). Quote entry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote modification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote model type Undefined/unspecified - (default when not specified) Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". Automated The transaction was executed on an automated execution platform such as an automated systematic internalizer system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. Voice brokered The transaction was negotiated by voice through an intermediary. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Does not apply (default if not specified) The trade is for an for asset class that is not traded with contingency. Contingent trade The trade is terminated as soon as its paired trade is cleared or denied clearing. Non-contingent trade Identifies a trade that is not contingent but is for an asset class that may be contingent. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. Initial (principal exchange) Intermediate (principal exchange) Final (principal exchange) Prepaid (premium forward) Postpaid (premium forward) Variable (premium forward) Fixed (premium forward) Swap (premium) Indicates that the premium is to be paid in the style of payments under an IRS contract. Conditional (principal exchange on exercise) Used to further clarify the value of PaymentType(40213). Accepted Accepted with additional events Rejected Status of mass order request. Successful Response level not supported Invalid market Invalid market segment Other Request result of mass order request. No acknowledgement Responses are provided through one or more ExecutionReport(35=8) messages. Minimum acknowledgement The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. Acknowledge each order The number of entries in the response is identical to the number of entries in the request. Summary acknowledgement Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Add Modify Delete / Cancel Suspend Release Specifies the action to be taken for the given order. Order added upon request Order replaced upon request Order cancelled upon request Unsolicited order cancellation Non-resting order added upon request Order replaced with non-resting order upon request Trigger order replaced upon request Suspended order replaced upon request Suspended order canceled upon request Order cancellation pending Pending cancellation executed Resting order triggered Suspended order activated Active order suspended Order expired The initiating event when an ExecutionReport(35=8) is sent. New Replace Cancel Indicates the type of transfer transaction. Request transfer Accept transfer Decline transfer Indicates the type of transfer request. Inter-firm transfer Intra-firm transfer Clearing Member Trade Assignment Indicates the type of transfer. Received Rejected by intermediary Accept pending Accepted Declined Cancelled Status of the transfer. Success Invalid party Unknown instrument Not authorized to submit transfers Unknown position Other Reason the transfer instruction was rejected. Submit Alleged Indicates the type of transfer report. Count Simple count of entities or events, e.g. orders transactions during a period of time. Average volume Average quantity of entities, e.g. average size of incoming quotes or average trade size. Total volume Aggregated volume of entities across events, e.g. total trade volume during a period of time. Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. Volume weighted average price (VWAP) Benchmark price. Volatility Volatility of entities, e.g. price movements of incoming orders. Duration Time period of events, e.g. resting period of passive orders. Tick Price movement of an instrument in number of ticks. Average turnover Average volume multiplied by price. Total turnover Aggregated volume multiplied by price. High Highest price. Low Lowest price. Midpoint Midpoint price between bid and offer. First First price or initial value. Last Most recent price or value. Final Final price or confirmed value. Exchange best Best price of a single venue regardless of volume. Exchange best with volume Best price of a single venue with volume at or above a pre-defined threshold. Consolidated best Best price across multiple venues regardless of volume. Consolidated best with volume Best price across multiple venues with volume at or above a pre-defined threshold. Time weighted average price (TWAP) Type of statistic value. Bid prices Offer prices Bid depth Offer depth Orders Quotes Orders and Quotes Trades Trade prices Auction prices Opening prices Closing prices Settlement prices Underlying prices Open interest Index values Margin rates Entities used as basis for the statistics. Visible Only includes visible orders and/or quotes. Hidden Only includes hidden orders and/or quotes. Indicative Only includes IOIs and non-tradable quotes. Tradeable Excludes IOIs and indicative quotes. Passive Only includes resting orders and tradeable quotes. Market consensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Entry rate Modification rate Cancel rate Downward move Upward move Scope details of the statistics to reduce the number of events being used as basis for the statistics. Sliding window Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). Sliding window peak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. Fixed date range Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. Fixed time range Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). Current time unit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Previous time unit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Maximum range Use to convey record values over the lifetime of the system or venue. Maximum range up to previous time unit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) Type of interval over which statistic is calculated. Buyers to sellers Upticks to downticks Can also be used with a scope of multiple instruments representing an index. Market maker to non-market maker Use to identify share of market making activity. Automated to non-automated Use to identify ratio of orders and quotes resulting from automated trading. Orders to trades Use with scope of trades. Quotes to trades Use with scope of trades. Orders and quotes to trades Use with scope of trades. Ratios between various entities. Successful (default) Invalid or unknown market Invalid or unknown market segment Invalid or unknown security list Invalid or unknown instrument(s) Invalid parties Trade date out of supported range Statistic type not supported Scope or sub-scope not supported Scope type not supported Market depth not supported Frequency not supported Statistic interval not supported Statistic date range not supported Statistic time range not supported Ratio type not supported Invalid or unknown trade input source Invalid or unknown trading session Unauthorized for statistic request Other (further information in Text (58) field) Result returned in response to MarketDataStatisticsRequest (35=DO). Active (default) Inactive (not disseminated) Status for a statistic to indicate its availability. Absolute Percentage Type of statistical value. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Unknown trade or transaction Unknown or invalid instrument Unknown or invalid counterparty Unknown or invalid position Unacceptable or invalid type of collateral Other Reject reason code for rejecting the collateral report. Accepted (successfully processed) Received (not yet processed) Rejected The status of the collateral report. Asset Swap Spread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. Overnight Indexed Swap Spread OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). Zero Volatility Spread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). Discount Margin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. Interpolated Spread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. Option Adjusted Spread OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. G-Spread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. CDS Basis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. CDS Interpolated Basis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. Indicates the type of relative value measurement being specified. Bid Mid Offer Specifies the side of the relative value. Start of instrument reference data End of instrument reference data Start of off-market trades End of off-market trades Start of order book trades End of order book trades Start of open interest End of open interest Start of settlement prices End of settlement prices Start of statistics reference data End of statistics reference data Start of statistics End of statistics Technical event within market data feed. Active Market segment is active, i.e. trading is possible. Inactive Market segment has previously been active and is now inactive. Published Market segment information is provided prior to its first activation. Status of market segment. Pool Used when multiple market segments are being grouped or pooled together. Retail Wholesale Used to classify the type of market segment. Inter-product spread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. Used to further categorize market segments within a MarketSegmentType(2543). Market segment pool member Market segments represent constituents of the pool identified. Retail segment Retail segment related to wholesale segment identified. Wholesale segment Wholesale segment related to retail segment identified. Type of relationship between two or more market segments. Single sided quotes are not allowed Single sided quotes are allowed Indicates whether single sided quotes are allowed. No priority Unconditional priority Specifies the kind of priority given to customers. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. Automatic (default) Manual Specifies how the calculation will be made. Market valuation (the default) Portfolio value before processing pledge request Value confirmed as "locked-up" for processing a pledge request Credit value of collateral at CCP processing a pledge request The type of value in CurrentCollateralAmount(1704). Unspecified Acceptance The bank's charge for issuing a Letter of Credit. Broker The executing broker's commission. Clearing broker The clearing broker's commission. Retail Commission charged by or related to retail sales. Sales commission The commission charged by the sales desk. Local commission Commission paid to local broker in a cross-border transaction. Indicates what type of commission is being expressed in CommissionAmount(2640). Close Official closing price. Hedge Determined by the hedging party. The default election for determining settlement price. Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. Hedge election In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. Ex-date Dividend entitlement is on the dividend ex-date. Record date Dividend entitlement is on the dividend record date. Defines the contract event which the receiver of the derivative is entitled to the dividend. Record amount 100% of the gross cash dividend per share paid over record date during relevant dividend period. Ex amount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. Paid amount 100% of gross cash dividend per share paid during relevant dividend period. As specified in master confirmation The amount is determined as provided in the relevant master confirmation. Indicates how the gross cash dividend amount per share is determined. Potential adjustment event The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. Cash equivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. Defines the treatment of non-cash dividends. Equity amount receiver election The equity amount receiver determines the composition of dividends (subject to conditions). Calculation agent election The calculation agent determines the composition of dividends (subject to conditions). Defines how the composition of dividends is to be determined. Bid Mid Offer The quote side from which the index price is to be determined. Calculation agent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. Options exchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. Initial Interpolation is applicable to the initial period only. Initial and final Interpolation is applicable to the initial and final periods only. Final Interpolation is applicable to the final period only. Any period Interpolation is applicable to any non-standard period. Defines applicable periods for interpolation. Volatility Variance For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Previous For a return on day T, the observed price on T-1 must be in range. Last For a return on day T, the observed price on T must be in range. Both For a return on day T, the observed prices on both T and T-1 must be in range. Indicates which price to use to satisfy the boundary condition. Flat fee Amortized fee Funding fee Flat fee and funding fee Amortized fee and funding fee Type of fee elected for the break provision. Price valuation Dividend valuation Specifies the valuation type applicable to the return rate date. Initial Interim Final Specifies the type of price sequence of the return rate. Open The official opening time of the exchange on valuation date. Official settlement price time The time at which the official settlement price is determined. XETRA The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. Close The official closing time of the exchange on valuation date. Derivatives close The official closing time for derivative trading of the exchange on valuation date. High The high price for the day. Low The low price for the day. As specified in the master confirmation Specifies how or the timing when the quote is to be obtained. None (the default) Futures price The official settlement price as announced by the related futures exchange is applicable. Options price The official settlement price as announced by the related options exchange is applicable. Indicates whether an ISDA price option applies, and if applicable which type of price. Gross Net Accrued Clean net The basis of the return price. Absolute terms Percentage of notional Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standard The adjustments to the number of units are not governed by any specific clause. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standrd The adjustments to the number of units are not governed by any specific clause. Specifies the conditions that govern the adjustment to the number of units of the return swap. No remuneration paid Remuneration paid Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Disabled Risk limits for party is disabled. Enabled Risk limits for party is enabled. The status of risk limits for a party. Non-algorithmic trade Algorithmic trade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Pre-trade transparency waiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. Post-trade deferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). No preceding order in book as transaction price set within average spread of a liquid instrument Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, this is the "NLIQ" flag. No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OLIQ" flag. No preceding order in book as transaction price is for transaction subject to conditions other than current market price Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS 1, this is the "PRIC" flag. No public price for preceding order as public reference price was used for matching orders Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, this is the "RFPT" flag. No public price quoted as instrument is illiquid According to Article 14(1) MiFIR the systematic internaliser was not obliged to publish the quote prior to closing the trade as it was made in an illiquid instrument. For ESMA RTS 1, this is the "ILQD" flag. No public price quoted as order is above standard market size ESMA: As per Article 14(2) MiFIR, the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the instrument's standard market size. For ESMA RTS 1, this is the "SIZE" flag. Deferral due to "Large in Scale" Per MiFID Article 14, publication deferral is permitted if the transaction's volume is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. Deferral due to "Illiquid Instrument" Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. Deferral due to "Size Specific" Per MiFIR Article 11, publication deferral is permitted if the transaction's volume is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). int field representing the length in bytes. Value must be positive. int field representing a message sequence number. Value must be positive. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field typically representing a Price times a Qty float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). char field containing one of two values: 'Y' = True/Yes 'N' = False/No Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). string field containing one or more space delimited single character values (e.g. |18=2 A F| ). string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). ISO 3166-1:2013 Codes for the representation of names of countries and their subdivisions -- Part 1: Country codes string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). ISO 4217:2015 Codes for the representation of currencies string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). ISO 10383:2012 Codes for exchanges and market identification (MIC) string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing time-only in Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM:SS.s where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-60 seconds (60 only if UTC leap second), and optionally s (one or more digits representing a decimal fraction of a second). The punctuation of ":" between hours minutes and seconds are required. The "." is only required when sub-second time precision is specified. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing a date and time combination in local time with an optional offset to Univeral Time Coordinated (UTC). Its vaue space is described as the combination of date and time of day in the Chapter 5.4 of based on ISO 8601. Valid values are in the fFormat is YYYY-MM-DD-THH:MM:SS.s*[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, and optionally sss (one or more digits representing a decimal fraction of a second), hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. The "Z" or "+" or "-" are optional to denote an optional time zone offset. In FIXML, all data type fields are using base64Binary encoding. used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. ISO 639-1:2002 Codes for the representation of names of languages -- Part 1: Alpha-2 code string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. Account Reporting The PartiesAction category of messages is a set of messages that are used to take an action on party information as a result of risk management decisions made during the trading day. Required if NoLegStipulations >0 Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. Repeating group of NestedParty sub-identifiers. Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Required if NoPartyIDs(453) > 0. Identification of the party. Required if NoPartyIDs(453) > 0. Used to identify classification source. Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). Repeating group of Party sub-identifiers. Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Used when the PosAmt(708) value corresponds to a specific stream in of a swap. Number of Position Amount entries Required if NoPositions > 1 Short quantity that is considered covered, e.g. used for short option position Date associated with the quantity being reported Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. Repeating group of SettlParty sub-identifiers. Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole Required if NoStipulations >0 Required if NoTrdRegTimestamps > 1 Required if NoTrdRegTimestamps > 1 Type of Trading desk Required if NoUnderlyingStips >0 Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. Repeating group of Nested2Party sub-identifiers. Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. Repeating group of Nested3Party sub-identifiers. Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. Required if NoAllocs(78) > 0. Must be first field in repeating group. Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Used to communicate the status of central clearing workflow. Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject). Can be used here to hold text relating to the rejection of this AllocAccount(366)) Must be set if EncodedAllocText(361) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText(161) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Indicates number of allocation groups to follow. May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction). Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. Specifies the method under which a trade quantity was allocated. An indicator to override the normal procedure to roll up allocations for the same Carry Firm. Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information. Free format text field related to this AllocAccount Must be set if EncodedAllocText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15). Replaced by AllocSettlCurrAmt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided Applicable for Convertible Bonds and fixed income Applicable for securities that pay interest in lump-sum at maturity Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions. Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. Required if NoBidComponents > 0. Must be first field in repeating group. When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Indicates off-exchange type activities for Detail. Indicates Net or Gross for selling Detail. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Used if BidType="Disclosed" First element Commission required if NoBidComponents > 0. ISO Country Code When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Second element of price The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). Net/Gross Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of bid repeating groups Required if NoBidDescriptors > 0. Must be first field in repeating group. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Value between LiquidityPctLow and LiquidityPctHigh in Currency Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency Liquidity indicator or lower limit if LiquidityNumSecurities > 1 Upper liquidity indicator if LiquidityNumSecurities > 1 Eg Used in EFP (Exchange For Physical) trades 12% Used in EFP trades Used in EFP trades Used in EFP trades Used if BidType="Non Disclosed" Required if NoClearingInstructions > 0 Required if NoCollInquiryQualifier > 0 Type of collateral inquiry Number of qualifiers to inquiry Used to restrict updates/request to specific CompID Used to restrict updates/request to specific SubID Used to restrict updates/request to specific LocationID Used to restrict updates/request to specific DeskID Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. CompID that status is being report for. Required if NoCompIDs > 0, SubID that status is being report for. LocationID that status is being report for. DeskID that status is being report for. Additional Information, i.e. "National Holiday" Specifies the number of repeating CompId's Must be first field in the repeating group. Number of contract details in this message (number of repeating groups to follow) First field in repeating group. Required if NoContraBrokers > 0. Number of ContraBrokers repeating group instances. Specifies the capacity of the firm executing the order(s) The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message's AllocQty. Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15). Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type Used to identify whether the trade was executed on an agency or principal basis. Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Required if NoExecs > 0 Executions for which collateral is required Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Specifies the number of repeating symbols (instruments) specified Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Use to reference the partial execution of a multi-leg order to which this leg execution belongs. Number of leg executions. Required if NoLegs(555) > 0. Number of legs Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell Required for multileg IOIs and for each leg. Required for multileg IOIs Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Number of legs that make up the Security Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. SettlType (specifying the tenor) or SettlDate must be specified. Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. Number of symbols (instruments) requested. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group. Underlying Instruments Useful for verifying security identification Can use client order identifier or the symbol and side to uniquely identify the stock in the list. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of strike price entries Required if NoIOIQualifiers > 0 Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Repeating field, number of instances defined in LinesOfText Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating lines of text specified Must be the first field in the repeating group. Order number within the list Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Use to assign an ID to the block of individual preallocations Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Available for optional use when Side(54) = 6(Sell short exempt). Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Required for short sell orders Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Supplementary registration information for this Order within the List Number of orders in this message (number of repeating groups to follow) Required if NoMDEntries(268) > 0. Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278). Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59) = A (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades. For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use in reporting trades. For optional use in reporting trades. In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Specifies trade type when a trade is being reported. For optional use in reporting trades. For optional use in reporting trades. Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Used to report high price in association with trade, bid or ask rather than a separate entity Used to report low price in association with trade, bid or ask rather than a separate entity. Indicates the first price of a trading session; can be a bid, ask, or trade price. Indicates the last price of a trading session; can be a bid, ask, or trade price. Used to report trade volume in association with trade, bid or ask rather than a separate entity Indicates date on which instrument will settle. For NDFs required for specifying the "value date". Used to identify the sequence number within a feed type May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). Number of entries following. Must be first field in this repeating group. If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. Can be used to define a subordinate book. Can be used to define the current depth of the book. Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed. If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified. If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price). Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59)= 10 (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use when reporting trades For optional use when reporting trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Indicates the first price of a trading session; can be a bid, ask, or a trade price. Indicates the last price of a trading session; can be a bid, ask, or a trade price. Indicates date on which instrument will settle. For NDFs required for specifying the "value date". For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. For optional use in reporting Trades. Used to specify the time of matching. Entry time of the incoming order that triggered the trade Allows sequence number to be specified within a feed type Number of entries following. Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Number of MDEntryType fields requested. Alternative Market Data Source Required if NoMiscFees(136) > 0. Required if NoMiscFees(136) > 0. Required if any miscellaneous fees are reported. Indicates number of repeating entries. Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group. Can be used to provide order id used by exchange or executing system. Required for List Orders. Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades Average price for this order. For FX, if specified, expressed in terms of Currency(15). Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. For optional use with OrdStatus = 0 (New) Quantity open for further execution. LeavesQty = OrderQty - CumQty. Used if the order is rejected Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of orders statused in this message, i.e. number of repeating groups to follow. Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Values = Final, Theoretical Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. Reason Quote Entry was rejected. The number of quotes for this Symbol (QuoteSet) that follow in this message. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. Required if NoQuoteQualifiers > 1 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Can be used when QuoteRequestType(303) = 3(Confirm Quote). Can be used when QuoteRequestType(303) = 3(Confirm Quote). Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. Type of quantity specified in a quantity field. For FX, if used, should be "0". Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Required for NDFs to specify the settlement currency (fixing currency). Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for Used by the quote initiator to indicate the period of time the resulting Quote must be valid until The time when the request for quote or negotiation dialog will expire. The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price For OTC swaps, may be used to provide the estimated mid-market-mark. Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. For OTC swaps, may be used to provide the estimated mid-market mark. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message. Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message. Can be used (e.g. with forex quotes) to specify the desired "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for The time when Quote Request will expire. Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request First field in repeating group. Required if NoQuoteSets > 0 Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0 Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 Total number of quotes canceled for the quote set across all messages. Total number of quotes accepted for the quote set across all messages. Total number of quotes rejected for the quote set across all messages. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Secondary price limit rules Identifies the type of Corporate Action Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Number of related symbols (instruments) in Request Must be first field in the repeating group if NoDistribInsts > 0. Number of Distribution instructions in this message (number of repeating groups to follow) Must be first field in the repeating group Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID Number of registration details in this message (number of repeating groups to follow) Indicates type of RoutingID. Required if NoRoutingIDs is > 0. Identifies routing destination. Required if NoRoutingIDs is > 0. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Used to specify forms of product classifications Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Used to provide listing rules Used to provide listing rules Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Required if NoSecurityTypes > 0 Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions Required except where SettlInstMode is 5=Reject SSI request Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Must be 1 or 2 Required if NoSides(552) > 0. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Available for optional use when Side(54) = 6 (Sell short exempt). Use to assign an identifier to the block of preallocations Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Conditionally required when ForexReq(121) = "Y". Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. Required if NoAllocs(78) > 0. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Required when NoSides(552) > 0. Used to indicate a side specific alternate clearing price. Used to indicate the Price Differential between the first and second leg of a complex instrument. Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx) Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. Insert here the set of "LimitAmts" fields defined in "Common Components" Used to specify Step-out trades. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The customer capacity for this trade Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade. Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. Value expressed in the currency reflected by the Currency(15) field. Can be used for derivatives omnibus accounting. Can be used by the executing market to record any execution details that are particular to that market. Must be set if EncodedText field is specified and must immediately precede it. Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. Used to assign an ID to the block of preallocations. Conveys settlement account details reported as part of obligation. Optional when Side (54) = 6 (Sell short exempt) Order details for the order associated with this side of the trade. In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party. Required if NoTrades > 0 Trades for which collateral is required Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Additional attribute to store the trade or trade report identifier of the leg. Allow sequencing of legs for a strategy to be captured. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. Indicates the price type provided with each leg of a multi-leg trade For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Leg quantity type to be specified at the leg level. Can be different for each leg. Required if NoTradingSessions is > 0. Specifies the number of repeating TradingSessionIDs Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Required if NoUnderlyings > 0 Number of legs that make up the Security Required if NoUnderlyings(711) > 0. Number of underlyings Used when reporting other than current day trades. Conditionally required if NoDates > 0 To request trades for a specific time. Number of date ranges provided (must be 1 or 2 if specified) Required if NoEvents(864) > 0. Conditionally required when EventTime(1145) is specified. Conditionally required when EventTimePeriod(1826) is specified. Conditionally required when EventTimeUnit(1827) is specified. Must be set if EncodedEventText(1579) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. Name of parameter Datatype of the parameter. Value of the parameter Indicates number of strategy parameters Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Number of legs that make up the Security Amount to pay in order to receive the underlying instrument. Amount to collect in order to deliver the underlying instrument. Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Required if NoExpiration > 1 Required if NoInstrumentParties(1018) > 0. Identification of the party. Required if NoInstrumentParties(1018) > 0. Used to identify classification source. Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). Required when NoSides(552) > 0. Insert here the set of "LimitAmts" field defined in "Common Components" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Conveys settlement account details reported as part of obligation. Details of the order associated with this side of the trade. Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. Repeating group of RootParty sub-identifiers. Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. Type of Sub-identifier. Required if NoRootPartySubIDs > 0. Repeating group of RootParty sub-identifiers. Identifier for Trading Session Market for which Trading Session applies Market Segment for which Trading Session applies Method of Trading Trading Session Mode "Y" if message is sent unsolicited as a result of a previous subscription request. State of trading session. Used with TradSesStatus = "Request Rejected" Starting time of trading session Time of the opening of the trading session Time of pre-close of trading session Closing time of trading session End time of trading session Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Indicates the Source of the Settlement Instructions Carries settlement account information Number of settlement parties Unique ID for this settlement instruction New, Replace, Cancel, or Restate Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. Net flow of currency 1 Net flow of currency 2 Currency 1 in the stated currency pair, the dealt currency Currency 2 in the stated currency pair, the contra currency Derived rate of Ccy2 per Ccy1 based on netting Value Date Used to express the instrument in which settlement is taking place Effective (start) date/time for this settlement instruction Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Conveys settlement account details reported as part of obligation Number of Settlement Obligations Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. Number of statistics indicators Required if NoTickRules(1205) > 0. Can be used to limit tick rule to specific product suite. Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle Describes the maturity rules for a given set of strikes as defined by StrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Format used to generate the MMY for each option contract: enumeration specifying the increment unit: Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which maturity month year should be incremented within the specified price range. Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Required if NoMDFeedTypes(1141) > 0. Specifies the depth of book (or levels of market depth) for the feed type. Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. Conditionally required when MarketDataTimeInterval(2563) is specified. Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. Conditionally required when MDRecoveryTimeInterval(2565) is specified. Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) Minimum lot size allowed based on lot type specified in LotType(1093) Number of Lot Types Required if NoMatchRules(1235) > 0. Can be used to limit match rule to specific product suite. Can be used to give customer orders priority for the given matching algorithm. Indicates execution instructions that are valid for the specified market segment Number of execution instructions Indicates time in force techniques that are valid for the specified market segment Number of time in force techniques Indicates order types that are valid for the specified market segment. Number of order types Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id Contains trading rules specified at the trading session level Allows trading rules to be expressed by trading session Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. Number of Market Segments on which a security may trade. Used to identify party id related to instrument series Used to identify source of instrument series party id Used to identify the role of instrument series party id Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Indicates type of event describing security Specific time of event. To be used in combination with EventDate [1288] If provided, then Instrument occurrence has explicitly changed Secondary price limit rules Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs for the underlying instrument Recipient of the notification Number of usernames Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. Contraparty information Specifies the number of partial fills included in this Execution Report Number of trade publication indicators following Message sequence number of first message in range to be resent Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). Specifies number of application id occurrences Number of applications Number of applications Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. Required if NoRateSource(1445) > 0 Required if NoRateSources(1445) > 0 Conditionally required when RateSource(1446) = 99 (Other). Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. Used to identify source of target party identifier. Used to identify the role of source party identifier. Used to further qualify the role of the target party role. Repeating group of target party sub-identifiers. Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. Required if NoNewsRefIDs(2144) > 0. News item being referenced. Type of reference. Number of news item references Required if NoComplexEvents(1483) > 0. Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventTimes(1494) > 0. Required if NoComplexEventTimes(1494) > 0. Stream Assignment Requests. Stream Assignment Reports. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required when NoLimitAmts > 0 Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Number of limit amount occurences. Number of qualifier entries Total margin requirement if not provided Can be used to specify the base settlement currency if Currency(15) is not specified. Number of margin amount entries Conditionally required when NoRelatedInstruments > 0 Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. Conditionally required when RelatedSecurityID(1650) is specified. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Conditionally required when RelatedToSecurityID(2413) is specified. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0. Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. The identification of the party. Required when NoPartyDetails(1671) > 0. Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. Optionally used to specify alternate IDs to identify the party specified. May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltSubIDs > 0. Required when NoPartyDetailAltSubIDs > 0. Required if NoRiskLimitTypes(1529) > 0. Not applicable in a request. Not applicable in a request. Conditionally required when RiskLimitType(1530) = 10 (Clip size) Required when NoInstrumentScopeSecurityAltID > 0. Required when NoInstrumentScopeSecurityAltID > 0. Required if NoRiskWarningLevels(1559) > 0. Conditionally required when RiskWarningLevelAmount(1768) is not provided. Conditionally required when RiskWarningLevelPercent(1560) is not provided. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoInstrumentScopes > 0. Required when NoRiskInstrumentScopes > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartySubIDs > 0. Required when NoRequestingPartySubIDs > 0. Required if NoPartyUpdates > 0. Required if NoRequestedRiskLimitType > 0. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. Required if NoRiskLimits(1669) > 0. Required when NoPartyDetailSubIDs > 0. Required when NoPartyDetailSubIDs > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of exceptions with a trading status different from SecurityMassTradingStatus (1679). Conditionally required if NoLegPosAmt > 0. Number of Position Amount entries Conditionally required if NoSecurityClassifications > 0. Required when NoThrottles > 0. Required when NoThrottles > 0. Number of messages per time interval, or number of outstanding requests. Required when NoThrottles > 0. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is 1. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is Seconds. Indicates MsgType values that this throttle counts. If not specified, the definition is implicit based upon bilateral agreement. Indicates number of throttles to follow. Required when NoThrottleMsgType > 0. Required if NoSettlementAmounts > 0. Required if NoCollateralAmounts(1703) > 0. Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. Required if NoPayCollects > 0. Can be used to specify the base settlement currency if Currency(15) is not specified. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided. Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). Conditionally required when PartyDetailGrp component is not provided. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted. Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible. Conditionally required when PartyDetailGrp component is not provided. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPartyEntitlements(1772) > 0. Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component. Required if NoEntitlements(1773) > 0. Absence of this field indicates the meaning of the entitlement is implicit. Required if NoEntitlementAttrib(1777) > 0. If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype. Required if NoEntitlementAttrib(1777) > 0. Required if NoMarketSegments(1310) > 0. Required when NoTargetMarketSegments(1789) > 0. Required when NoAffectedMarketSegments(1791) > 0. Required when NoNotAffectedMarketSegments(1793) > 0. Required when NoOrderEvents(1795) > 0. Required when NoDisclosureInstructions(1812) > 0. Required if NoCrossLegs(1829) > 0. Quantity ordered for this leg as provided during order entry. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradePriceConditions(1838) > 0. Required if NoTradeQty(1841) > 0. Required if NoTradeQty(1841) > 0. Required if NoPositions > 0. Required if NoRelatedTrades(1855) > 0. Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. Required if NoRelatedPositions(1861) > 0. Required if NoValueChecks(1868) > 0. Required if NoValueChecks(1868) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoPartyEntitlements(1772). Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoInstrmtMatchSides(1889) > 0. LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument. Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance. Required if NoInstrmtMatchSides(1889) > 0. Required if NoInstrmtMatchSides(1889) > 0. Required if NoTrdMatchSides(1890) > 0. Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. Required if NoTrdMatchSides(1890) > 0. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. For use in derivatives omnibus accounting. Can be used if the match event results in matches across different market segments for this side. Can be used if the match event results in matches across different venue types for this side. Can be used to include text included in the order submission. Required if NoLegExecs(1892) > 0. Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. Can be used to specify whether the option is a cover, if it is different from the overall multileg security. Required if NoPriceMovements(1919) > 0. Required if NoPriceMovementValues(1919) > 0. Required if NoClearingAccountTypes(1918) > 0. Required if NoAdditionalTermBondRefs(40000) > 0. Conditionally required when AdditionalTermBondSecurityID(40001) is specified. Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. Required if NoAdditionalTerms(40019) > 0. Required if NoAllocRegulatoryTradeIDs(1908) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoCashSettlTerms(40022) > 0. Required if NoContractualDefinitions(40040) > 0. Required if NoContractualMatrices(40042) > 0. Required if NoFinancingTermSupplements(40046) > 0. Required if NoLegEvents(2059) > 0. Conditionally required when LegEventTime(2062) is specified. Conditionally required when LegEventTimePeriod(2064) is specified. Conditionally required when LegEventTimeUnit(2063) is specified. Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegPaymentSchedules(40374) > 0. Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. Required if NoLegPaymentScheduleRateSources(40414) > 0. Required if NoLegPaymentScheduleRateSources(40414) > 0. Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). Required if NoLegPaymentStubs(40418) > 0. Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisions(40448) > 0. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. Conditionally required when LegProvisionDateTenorUnit(40455) is specified. Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegSecondaryAssetClasses(2076) > 0. Required if NoLegSettlRateFallbacks(40902) > 0. Required if NoLegStreams(40241) > 0. Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPayments(40212) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. Conditionally required when PaymentDateOffsetUnit(41158) is specified. Conditionally required when PaymentDateOffsetPeriod(41157) is specified. Used to link a payment back to its parent InstrumentLeg by using the same value as the parent�s LegID(1788). Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPaymentSchedules(40828) > 0. Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. Required if NoPaymentScheduleRateSources(40868) > 0. Required if NoPaymentScheduleRateSources(40868) > 0. Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) Required if NoPaymentSettls(40230) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentStubs(40872) > 0. Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. Required if NoPhysicalSettlTerms(40204) > 0. Required if NoPhysicalSettlDeliverableObligations (40209) > 0. Required if NoProtectionTerms(40181) > 0. Required if NoProtectionTermEvents(40191) > 0. Conditionally required when ProtectionTermEventUnit(40196) is specified. Conditionally required when ProtectionTermEventPeriod(40195) is specified. Required if NoProtectionTermEventQualifiers(40199) > 0. Required if NoProtectionTermObligations(40201) > 0. Required if NoProvisionCashSettlPaymentDates (40171) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisionOptionExerciseFixedDates (40142) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisions(40090) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when ProvisionDateTenorUnit(40097) is specified. Conditionally required when ProvisionDateTenorPeriod(40096) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoRegulatoryTradeIDs(1907) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoSecondaryAssetClasses(1976) > 0. Required if NoSettlRateFallbacks(40085) > 0. Required if NoSideRegulatoryTradeIDs(1971) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoStreams(40049) > 0. Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingComplexEvents(2045) > 0. Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingEvents(1982) > 0. Conditionally required when UnderlyingEventTime(1984) is specified. Conditionally required when UnderlyingEventTimePeriod(1986) is specified. Conditionally required when UnderlyingEventTimeUnit(1985) is specified. Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheules(40664) > 0. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). Required if NoUnderlyingPaymentStubs(40708) > 0. Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. Required if NoUnderlyingSettlRateFallbacks(40659) > 0. Required if NoUnderlyingStreams(40540) > 0. Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDealers(40277) > 0. Required if NoBusinessCenters(40278) > 0. Required if NoLegBusinessCenters(40923) > 0. Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. Required if NoLegProvisionDateBusinessCenters(40939) > 0. Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. Required if NoPaymentBusinessCenters(40944) > 0. Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. Required if NoProtectionTermEventNewsSources(40951) > 0. Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. Required if NoProvisionDateBusinessCenters(40957) > 0. Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. Required if NoStreamEffectiveBusinessCenters(40960) > 0. Required if NoStreamTerminationDateBusinessCenters(40961) > 0. Required if NoUnderlyingBusinessCenters(40962) > 0. Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. Required if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Must be set if EncodedAttachment(2112) is specified and must immediately precede it. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if NoAttachmentKeywords(2113) > 0. Required if NoAssetAttributes(2304) > 0. Required if NoComplexEventAveragingObservations(40994) > 0. Required if NoComplexEventCreditEvents(40996) > 0. Conditionally required when ComplexEventCreditEventUnit(41002) is specified. Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. Required if NoComplexEventCreditEventQualifiers(41005) > 0. Required if NoComplexEventPeriodDateTimes(41007) > 0. Required if NoComplexEventPeriods(41010) > 0. Required if NoComplexEventRateSources(41013) > 0. Required if NoComplexEventRateSources(41013) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoComplexEventDateBuisinessCenters(41018) > 0. Required if NoComplexEventCreditEventSources(41029) > 0. Required if NoComplexEventSchedules(41031) > 0. Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. Required if NoDeliverySchedules(41037) > 0. Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. Required if NoDeliveryScheduleSettlDays(41051) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoDeliveryStreamCycles(41081) > 0. Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. Required if NoDeliveryStreamCommoditySources(41085) > 0. Required if NoMarketDisruptionEvents(41092) > 0. Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. Required if NoOptionExerciseBusinessCenters(41116) > 0. Required if NoOptionExerciseDates(41137) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. Required if NoOptionExpirationDates(41152) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentScheduleFixingDays(41161) > 0. Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. Required if NoPaymentStreamPaymentDates(41220) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41224) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDays(41227) > 0. Required if NoPricingDateBusinessCenters(41230) > 0. Required if NoStreamAssetAttributes(41237) > 0. Required if NoStreamCalculationPeriodDates(41241) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommoditySettlDays(41283) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoStreamCommoditySettlPeriods(41289) > 0. Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. Required if NoNoMandatoryClearingJurisdictions(41312) > 0. Required if NoLegAdditionalTermBondRefs(41316) > 0. Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. Required if NoLegAdditionalTerms(41335) > 0. Required if NoLegAssetAttributes(2308) > 0. Required if NoLegCashSettlDealers(41342) > 0. Required if NoLegCashSettlTerms(41344) > 0. Required if NoLegComplexEventAveragingObservations(41363) > 0. Required if NoLegComplexEventCreditEvents(41366) > 0. Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. Required if NoLegComplexEventPeriodDateTimes(41376) > 0. Required if NoLegComplexEventPeriods(41379) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). Required if NoLegComplexEventDateBusinessCenters(41387) > 0. Required if NoLegComplexEventCreditEventSources(41398) > 0. Required if NoLegComplexEvents(2218)) > 0. Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventScedules(41400) > 0. Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. Required if NoLegDeliverySchedules(41408) > 0. Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. Required if NoLegDeliveryScheduleSettlDays(41422) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamAssetAttributes(41452) > 0. Required if NoLegDeliveryStreamCycles(41456) > 0. Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegDeliveryStreamCommoditySources(41460) > 0. Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). Required if NoLegInstrumentPartySubIDs(2258) > 0. Required if NoLegMarketDisruptionEvents(41467) > 0. Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegOptionExerciseBusinessCenters(41491) > 0. Required if NoLegOptionExerciseDates(41512) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. Required if NoLegOptionExerciseExpirationDates(41527) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentScheduleFixingDays(41530) > 0. Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. Required if NoLegPaymentStreamPaymentDates(41589) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41593) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentStreamPricingDays(41596) > 0. Required if NoLegPhysicalSettlTerms(41599) > 0. Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. Required if NoLegPricingDateBusinessCenters(41607) > 0. Required if NoLegProtectionTermEventNewsSources(41614) > 0. Required if NoLegProtectionTerms(41616) > 0. Required if NoLegProtectionTermEvents(41625) > 0. Conditionally required when LegProtectionTermEventUnit(41630). Conditionally required when LegProtectionTermEventPeriod(41629). Required if NoLegProtectionTermEventQualifiers(41633) > 0. Required if NoLegProtectionTermObligations(41635) > 0. Required if NoLegStreamCalculationPeriodDates(41638) > 0. Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommoditySettlementDays(41680) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamCommoditySettlPeriods(41686) > 0. Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. Required if NoUnderlyingAssetAttributes(2312) > 0. Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. Required if NoUnderlyingComplexEventPeriods(41729) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. Required if NoUnderlyingComplexEventSchedules(41750) > 0. Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. Required if NoUnderlyingDeliverySchedules(41756) > 0. Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamAssetAttributes(41800) > 0. Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. Required if NoUnderlyingOptionExerciseDates(41841) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. Required if NoUnderlyingOptionExpirationDates(41856) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. Required if NoEntitlementTypes(2345) > 0. Number of Entitlement Types. Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. Required if NoUnderlyingAdditionalTerms(42036) > 0. Required if NoUnderlyingCashSettlDealers(42039) > 0. Required if NoUnderlyingCashSettlTerms(42041) > 0. Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. Required if NoUnderlyingProtectionTerms(42068) > 0. Required if NoUnderlyingProtectionTermEvents (42078) > 0. Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. Required if NoUnderlyingProtectionTermObligations(42087) > 0. Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisions(42149) > 0. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. Required if NoOrderEntries(2428) > 0. Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field. Conditionally required when OrdType(40) = 2 (Limit) Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Only subset of values permitted that do not require additional fields Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Required if NoOrderEntries(2432) > 0. Required if NoOrderEntries(2428) > 0. Required if NoOrderEntries(2428) > 0. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used. Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. Use to explicitly provide executed quantity. Use to explicitly provide remaining quantity. Use to explicitly provide cancelled quantity. Required when NoTargetPartySubIDs(2433) > 0. Required when NoTargetPartySubIDs(2433) > 0. Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use "[N/A]". Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = "[N/A]". Required if NoMDStatistics(2474) > 0. Required if NoMDStatistics(2474) > 0. Conditionally required when MDStatisticValue(2478) is specified. May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. Required if NoLegContractualDefinitions(42198) > 0. Required if NoLegFinancingTermSupplements(42200) > 0. Required if NoLegContractualMatrices(42203) > 0. Required if NoRelativeValues(2529) > 0. Required if NoRelativeValues(2529) > 0. Required if NoAuctionTypeRules(2548) > 0. Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. Required if NoFlexProductEligibilities(2560) > 0. Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. Required if NoPriceRangeRules(2550) > 0. Mutually exclusive with PriceRangePercentage(2554). Mutually exclusive with PriceRangeValue(2553). Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. Can be used to limit price range to specific product suite. Required if NoQuoteSizeRules(2558) > 0. Required if NoQuoteSizeRules(2558) > 0. Used to define the sizes applicable for fast market conditions. Number of quote size rules. Required if NoRelatedMarketSegments (2545) > 0. Number of market segments. Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. Interest rate until the instrument expires and used to calculate DiscountFactor(1592). Used to calculate AccumulatedReturnModifiedVariationMargin(2591). Number of parameter sets. Required if NoMiscFeeSubTypes(2633) > 0. Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. Required if NoCommissions(2639) > 0. Required if NoCommissions(2639) > 0. If specified, CommissionSharedIndicator(2647) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. Required if NoAllocCommissions(2653) > 0. Required if NoAllocCommissions(2653) > 0. If specified, AllocCommissionSharedIndicator(2661) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDateBusinessCenters(42214) > 0. Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. Required if NoDividendPeriods(42274) > 0. When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. Required if NoDividendPeriodBusinessCenters(42294) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoLegCashSettlDateBusinessCenters(42306) > 0. Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. Required if NoLegDividendPeriods(42366) > 0. When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. Required if NoLegDividendPeriodBusinessCenters(42386) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegPaymentStreamCompoundingDates(42405) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. Required if NoLegPaymentStreamFixingDates(42459) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. Required if NoLegReturnRateDates(42508) > 0. Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRates(42534) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with LegReturnRateQuoteTime(42548). Mutually exclusive with LegReturnRateQuoteTimeType(42547). Mutually exclusive with LegReturnRateValuationTime(42556). Mutually exclusive with LegReturnRateValuationTimeType(42555). Required if NoLegReturnRateInformationSources(42560) > 0. Required if NoLegReturnRatePrices(42564) > 0. Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. Required if NoLegReturnRateValuationDates(42571) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. Required if NoReturnRateDates(42709) > 0. Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRates(42735) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with ReturnRateQuoteTime(42749). Mutually exclusive with ReturnRateQuoteTimeType(42748). Mutually exclusive with ReturnRateValuationTime(42757). Mutually exclusive with ReturnRateValuationTimeType(42756). Required if NoReturnRateInformationSources(42761) > 0. Required if NoReturnRatePrices(42765) > 0. Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. Required if NoReturnRateValuationDates(42772) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPeriods(42862) > 0. When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingReturnRateDates(43008) > 0. Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRates(43034) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). Mutually exclusive with UnderlyingReturnRateValuationTime(43056) Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). Required if NoUnderlyingReturnRateInformationSources(43060) > 0. Required if NoUnderlyingReturnRatePrices(43064) > 0. Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. Required if NoUnderlyingReturnRateValuationDates(43071) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. Required if NoTrdRegPublications(2668) > 0. Session level messages to establish and control a FIX session Pre trade messages including reference data, market data, quoting, news and email, indication of interest Order handling and execution messages Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions Infrastructure messages for application sequencing, business reject, network and user management Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) Broker's side of advertised trade Identifies advertisement message transaction type Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1 Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. Specifies the basis or unit used to calculate the total commission based on the rate. Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) Instructions for order handling on Broker trading floor Identifies class or source of the SecurityID(48) value. Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) Relative quality of indication Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) Quantity (e.g. number of shares) in numeric form or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" Price of this (last) fill. Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) Identifies number of lines of text body Integer message sequence number. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) Indicates possible retransmission of message with this sequence number Price per unit of quantity (e.g. per share) Reference message sequence number Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) Side of order (see Volume : "Glossary" for value definitions) Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Assigned value used to identify receiving firm. Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. Free format text string (Note: this field does not have a specified maximum length) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Timestamp when the business transaction represented by the message occurred. Urgency flag Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") Free format text message containing list handling and execution instructions. Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) Indicates number of orders to be combined for average pricing and allocation. Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Number of repeating AllocAccount (79)/AllocPrice (366) entries. Sub-account mnemonic Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. Identifies status of allocation. Identifies reason for rejection. Electronic signature Length of encrypted message Actual encrypted data stream Number of bytes in signature field Email message type. Number of bytes in raw data field. Unformatted raw data, can include bitmaps, word processor documents, etc. Indicates that message may contain information that has been sent under another sequence number. Price per unit of quantity (e.g. per share) Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" Code to identify reason for cancel rejection. Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Can be used to provide an optional textual description for a financial instrument. Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Identifies party of trade responsible for exchange reporting. Indicates whether the broker is to locate the stock in conjunction with a short sell order. Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. Total amount due expressed in settlement currency (includes the effect of the forex transaction) Currency code of settlement denomination. Indicates request for forex accommodation trade to be executed along with security transaction. Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. Number of executions or trades. Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. Reason for execution rejection. Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Unique identifier for a QuoteRequest(35=R). Bid price/rate Offer price/rate Quantity of bid (Prior to FIX 4.2 this field was of type int) Quantity of offer (Prior to FIX 4.2 this field was of type int) Number of repeating groups of miscellaneous fees Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee. Previous closing price of security. Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Specifies the number of repeating symbols specified. The subject of an Email message The headline of a News message A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. NetMoney (8) for a specific AllocAccount (79) Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Free format text related to a specific AllocAccount (79). Unique identifier for Settlement Instruction. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Identifies the Standing Instruction database used Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. Identifies type of settlement Bid F/X spot rate. Bid F/X forward points added to spot rate. May be a negative value. Offer F/X spot rate. Offer F/X forward points added to spot rate. May be a negative value. OrderQty (38) of the future part of a F/X swap order. SettDate (64) of the future part of a F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. Identifies the type of Allocation linkage when AllocLinkID (96) is used. Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. Number of repeating groups of IOIQualifiers (04). Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an option contract is a put or call Strike Price for an Option. Used for derivative products, such as options Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. Market used to help identify a security. Valid values: See "Appendix 6-C" Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" Indicates the type of RoutingID (217) specified. Assigned value used to identify a specific routing destination. For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Unique identifier for Market Data Request Subscription Request Type Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) Specifies the type of Market Data update. Specifies whether or not book entries should be aggregated. (Not specified) = broker option Number of MDEntryType (269) fields requested. Number of entries in Market Data message. Type of market data entry. Price of the Market Data Entry. Quantity or volume represented by the Market Data Entry. Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) Time of Market Data Entry. Direction of the "tick". Market posting quote / trade. Valid values: See "Appendix 6-C" Space-delimited list of conditions describing a quote. Type of market data entry. Unique Market Data Entry identifier. Type of Market Data update action. Refers to a previous MDEntryID (278). Reason for the rejection of a Market Data request. Originator of a Market Data Entry Identification of a Market Maker's location Identification of a Market Maker's desk Reason for deletion. Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . Identifies a firm's or a security's financial status Identifies the type of Corporate Action. Default Bid Size. Default Offer Size. The number of quote entries for a QuoteSet. The number of sets of quotes in the message. Identifies the status of the quote acknowledgement. Identifies the type of quote cancel. Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. Reason Quote was rejected: Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Unique id for the Quote Set. Indicates the type of Quote Request being generated Total number of quotes for the quote set. Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field Underlying security's Issuer. See Issuer (06) field for description Description of the Underlying security. See SecurityDesc(107). Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) Underlying security's SecurityID. See SecurityID (48) field for description Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: Underlying security's Symbol. See Symbol (55) field for description Underlying security's SymbolSfx. See SymbolSfx (65) field for description Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description Put or call indicator of the underlying security. See PutOrCall(201). Underlying security's StrikePrice. See StrikePrice (202) field for description Underlying security's OptAttribute. See OptAttribute (206) field for description Underlying security's Currency. See Currency (5) field for description and valid values Unique ID of a Security Definition Request. Type of Security Definition Request. Unique ID of a Security Definition message. Type of Security Definition message response. Unique ID of a Security Status Request or a Security Mass Status Request message. Indicates whether or not message is being sent as a result of a subscription request or not. Identifies the trading status applicable to the transaction. Denotes the reason for the Opening Delay or Trading Halt. Indicates whether or not the halt was due to Common Stock trading being halted. Indicates whether or not the halt was due to the Related Security being halted. Quantity bought. Quantity sold. Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment. Unique ID of a Trading Session Status message. Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Identifies the trader (e.g. "badge number") of the ContraBroker. Method of trading Trading Session Mode State of the trading session. Starting time of the trading session Time of the opening of the trading session Time of the pre-closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market. Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. Byte length of encoded (non-ASCII characters) EncodedText (355) field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Reason Quote Entry was rejected: The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. The MsgType (35) of the FIX message being referenced. Identifies the Bid Request message type. Identifies contra broker. Standard NASD market-maker mnemonic is preferred. ID used to represent this transaction for compliance purposes (e.g. OATS reporting). Indicates whether or not the order was solicited. The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). The number of ContraBroker (375) entries. Number of TradingSessionIDs (336) in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. Descriptive name for list order. Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) Code to identify the type of Bid Request. Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor (400) entries. Code to identify the type of BidDescriptor (400). BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. Used in EFP trades Used in EFP trades. Represented as a percentage. Used in EFP trades Code to identify the type of liquidity indicator. Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. Indicates whether or not to exchange for phsyical. Value of stocks in Currency Percentage of program that crosses in Currency. Represented as a percentage. Code to identify the desired frequency of progress reports. Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Code to represent whether value is net (inclusive of tax) or gross. Indicates the total number of bidders on the list Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Code to represent the basis price type. Indicates the number of list entries. ISO Country Code in field Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) Quantity on a GT order that has traded today. The average price for quantity on a GT order that has traded today. Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Number of list strike price entries. Code to represent the status type. Code to represent whether value is net (inclusive of tax) or gross. Code to represent the status of a list order. Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices Identifies the type of ListExecInst (69). Identifies the type of request that a Cancel Reject is in response to. Underlying security's CouponRate. See CouponRate (223) field for description Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description Quantity traded with the ContraBroker (375). Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. The time at which current market prices are used to determine the value of a basket. Free format text string related to List Status. Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" Net change from previous day's closing price vs. last traded price. Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Number of UnderlyingSecurityAltID (458) entries. Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" Underlying security's Product. Valid values: see Product(460) field Underlying security's CFICode. Valid values: see CFICode (461) field Common reference passed to a post-trade booking process (e.g. industry matching utility). Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. The number of registration details on a Registration Instructions message Set of Correspondence address details, possibly including phone, fax, etc. The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. A one character code identifying Money laundering status. Free format text to specify mailing instruction requirements, e.g. "no third party mailings". For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) The name of the payment card holder as specified on the card being used for payment. The number of the payment card as specified on the card being used for payment. The expiry date of the payment card as specified on the card being used for payment. The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties Text indicating reason(s) why a Registration Instruction has been rejected. A one character code identifying whether the Fund based renewal commission is to be waived. Name of local agent bank if for cash distributions BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions Account number at agent bank for distributions. Free format Payment reference to assist with reconciliation of distributions. Name of account at agent bank for distributions. The start date of the card as specified on the card being used for payment. The date written on a cheque or date payment should be submitted to the relevant clearing system. Identifies sender of a payment, e.g. the payment remitter or a customer reference number. Registration status as returned by the broker or (for CIV) the fund manager: Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. Set of Registration name and address details, possibly including phone, fax etc. The number of Distribution Instructions on a Registration Instructions message Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary, expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary. Identifies Registration Instructions transaction type For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. The relationship between Registration parties. The number of Contract Amount details on an Execution Report message Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". Identifies the type of owner. Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. PartyID value within a nested repeating group. Same values as PartyID (448) PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Specifies scope of Order Mass Cancel Request. Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Reason Order Mass Cancel Request was rejected Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). Number of affected orders in the repeating group of order ids. OrderID(37) of an order affected by a mass cancel or mass action request. SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. PartyRole value within a nested repeating group. Same values as PartyRole (452) Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity. Underlying security's maturity date. See MaturityDate (541) field for description Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. PartySubID value within a nested repeating group. Same values as PartySubID (523) Specifies the market scope of the market data. Defines how a server handles distribution of a truncated book. Defaults to broker option. Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. Type of cross being submitted to a market Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. Number of Side repeating group instances. Userid or username. Password or passphrase. Number of InstrumentLeg repeating group instances. Currency associated with a particular Leg's quantity Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. Number of Security Type repeating group instances. Identifies the type/criteria of Security List Request The results returned to a Security Request message The trading lot size of a security The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. Indicates the method of execution reporting requested by issuer of the order. PositionEffect for leg of a multileg See PositionEffect (77) field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description Price for leg of a multileg See Price (44) field for description Indicates the reason a Trading Session Status Request was rejected. Trade Capture Report Request ID Type of Trade Capture Report. Indicates if the trade capture report was previously reported to the counterparty or market. Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types. The status of this trade with respect to matching or comparison. The point in the matching process at which this trade was matched. This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Number of clearing instructions Eligibility of this trade for clearing and central counterparty processing. Type of input device or system from which the trade was entered. Specific device number, terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Refer to description for SettlDate[64] Indicates whether or not automatic booking can occur. Indicates what constitutes a bookable unit. Indicates the method of preallocation. Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description Underlying security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual security's Symbol. See Symbol (55) field for description Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description Multileg instrument's individual security's Product. See Product (460) field for description Multileg instrument's individual security's CFICode. See CFICode (461) field for description Refer to definition of SecurityType(167) Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description Multileg instrument's individual security's Issuer. See Issuer (106) field for description Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description Description of a leg of a multileg instrument. See SecurityDesc(107). Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description The ratio of quantity for this individual leg relative to the entire multileg security. The side of this individual leg (multileg security). See Side (54) field for description and values Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Number of HopCompID entries in repeating group. Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Bid yield Mid yield Offer yield Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values Indicates if a Cancel/Replace has caused an order to lose book priority. Amount of price improvement. Price of the future part of a F/X swap order. See Price (44) for description. F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. RFQ Request ID - used to identify an RFQ Request. Used to indicate the best bid in a market Used to indicate the best offer in a market Used to indicate a minimum quantity for a bid. Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. Unique identifier for Quote Status Request. Indicates that this message is to serve as the final and legal confirmation. The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). Unique indicator for a specific leg for the ContraBroker (375). Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Reason Quote was rejected: ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. Specifies the price of the benchmark. Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. Message reference for Confirmation Identifies the status of the Confirmation. Identifies the Confirmation transaction type. Specifies when the contract (i.e. MBS/TBA) will settle. Identifies the form of delivery. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). Number of Allocations for the leg Allocation Account for the leg See AllocAccount (79) for description and valid values. Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. Leg allocation quantity. See AllocQty (80) for description and valid values. The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values. Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. The price type of the LegBenchmarkPrice(679). Bid price of this leg. See BidPx (32) for description and valid values. Leg-specific IOI quantity. See IOIQty (27) for description and valid values Number of leg stipulation entries Offer price of this leg. See OfferPx (133) for description and valid values Quantity ordered of this leg. See OrderQty (38) for description and valid values The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version. For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. For Fixed Income, identifies MBS / ABS pool. Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Message reference for Quote Response Identifies the type of Quote Response. Code to qualify Quote use See IOIQualifier (104) for description and valid values. Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). Price to which the yield has been calculated. The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. Indicates a trade that reverses a previous trade. Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. Number of position entries. Used to identify the type of quantity that is being returned. Long quantity. Short quantity. Status of this position. Type of Position amount Position amount Identifies the type of position transaction. Unique identifier for the position maintenance request as assigned by the submitter Number of underlying legs that make up the security. Maintenance Action to be performed. Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. The business date for which the trade is expected to be cleared. Identifies a specific settlement session SubID value associated with SettlSessID(716) Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Used to indicate when a contrary instruction for exercise or abandonment is being submitted Indicates if requesting a rollover of prior day's spread submissions. Unique identifier for this position report Status of Position Maintenance Request Result of Position Maintenance Request. Used to specify the type of position request being made. Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards" Total number of Position Reports being returned. Result of Request for Positions. Status of Request for Positions Settlement price Type of settlement price Underlying security's SettlPrice. See SettlPrice (730) field for description Underlying security's SettlPriceType. See SettlPriceType (731) field for description Previous settlement price Number of repeating groups of QuoteQualifiers (695). Currency code of settlement denomination for a specific AllocAccount (79). Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). Amount of interest (i.e. lump-sum) at maturity. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. Amount of interest (i.e. lump-sum) at maturity at the account-level. Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. Date of delivery. Method by which short positions are assigned to an exercise notice during exercise and assignment processing Quantity Increment used in performing assignment. Open interest that was eligible for assignment. Exercise Method used to in performing assignment. Total number of trade reports returned. Result of Trade Request Status of Trade Request. Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Number of position amount entries. Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. Unique identifier for Allocation Report message. Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. Underlying security's SecuritySubType. See SecuritySubType (762) field for description SecuritySubType of the leg instrument. See SecuritySubType (762) field for description The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. Number of TrdRegTimestamp (769) entries Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel Identifies the type of Confirmation message being sent. Identifies the reason for rejecting a Confirmation. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) Unique identifier for Settlement Instruction message. Number of settlement instructions within repeating group. Timestamp of last update to data item (or creation if no updates made since creation). Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) PartyRole value within a settlement parties component. Same values as PartyRole (452) PartySubID value within a settlement parties component. Same values as PartySubID (523) Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) Used to indicate whether a delivery instruction is used for securities or cash settlement. Type of financing termination. Can be used to uniquely identify a specific Order Status Request message. Unique ID of settlement instruction request message Identifies reason for rejection (of a settlement instruction request message). Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). Describes the specific type or purpose of an Allocation Report message Reference identifier to be used with AllocTransType (7) = Replace or Cancel Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Indicates whether or not this message is a drop copy of another message. Type of account associated with a confirmation or other trade-level message Average price for a specific order Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries Number of PartySubID (523)and PartySubIDType (803) entries Type of PartySubID(523) value. Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" Underlying price associate with a derivative instrument. The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. Current number of application messages that were queued at the time that the message was created by the counterparty. Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. Action to take to resolve an application message queue (backlog). Number of alternative market data sources Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). Secondary trade report identifier - can be used to associate an additional identifier with a trade. Average Pricing Indicator Used to link a group of trades together. Specific device number, terminal number or station where order was entered Trading Session in which the underlying instrument trades Trading Session sub identifier in which the underlying instrument trades Reference to the leg of a multileg instrument to which this trade refers Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. Identifies if, and how, the trade is to be allocated or split. Part of trading cycle when an instrument expires. Field is applicable for derivatives. Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. Further qualification to the trade type Reason trade is being transferred Total Number of Assignment Reports being returned to a firm Unique identifier for the Assignment Report Amount that a position has to be in the money before it is exercised. Describes whether peg is static or floats Type of Peg Offset value Type of Peg Limit If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive The price the order is currently pegged at The scope of the peg Describes whether discretionay price is static or floats Type of Discretion Offset value Type of Discretion Limit If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive The current discretionary price of the order The scope of the discretion The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Indicates if a trade should be reported via a market reporting service. Reason for short sale. Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Additional TrdType(828) assigned to a trade by trade match system. Type of Trade Report Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Unique identifier for a Confirmation Request message Used to express average price as percent of par (used where AvgPx field is expressed in some other way) Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) Number of repeating OrderCapacity entries. Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) Number of repeating EventType entries. Code to represent the type of event Date of event Predetermined price of issue at event, if applicable Comments related to the event. Percent at risk due to lowest possible call. Number of repeating InstrAttribType entries. Code to represent the type of instrument attribute Attribute value appropriate to the InstrAttribType (87) field. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". The program under which the underlying commercial paper is issued The registration type of the underlying commercial paper issuance Unit amount of the underlying security (par, shares, currency, etc.) Identifier assigned to a trade by a matching system. Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Currency value attributed to this collateral at the start of the agreement Currency value currently attributed to this collateral Currency value attributed to this collateral at the end of the agreement Number of underlying stipulation entries Type of stipulation. Same values as StipulationType (233) Value of stipulation. Same values as StipulationValue (234) Net Money at maturity if Zero Coupon and maturity value is different from par value Defines the unit for a miscellaneous fee. Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Collateral Request Identifier Reason for Collateral Assignment Collateral inquiry qualifiers: Number of trades in repeating group. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. Excess margin amount (deficit if value is negative) TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) Starting consideration less repayments Collateral Assignment Identifier Collateral Assignment Transaction Type Collateral Response Identifier Type of collateral assignment response. Collateral Assignment Reject Reason Collateral Assignment Identifier to which a transaction refers Collateral Report Identifier Collateral Inquiry Identifier Collateral Status Total number of reports returned in response to a request. Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. Identifies type of settlement Accrued Interest Amount applicable to a financing transaction on the End Date. Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. Unique identifier for a User Request. Indicates the action required by a User Request Message New Password or passphrase Indicates the status of a user A text description associated with a user status. Indicates the status of a network connection A text description associated with a network status. Assigned value used to identify a firm. Assigned value used to identify specific elements within a firm. Unique identifier for a network response. Unique identifier for a network resquest. Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Number of CompID entries in a repeating group. Indicates the type of Network Response Message. Number of CollInquiryQualifier entries in a repeating group. Trade Report Status Specifies the affirmation status of the confirmation. Currency in which the strike price of an underlying instrument is denominated Currency in which the strike price of a instrument leg of a multileg instrument is denominated A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. Action proposed for an Underlying Instrument instance. Status of Collateral Inquiry Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Currency in which the StrikePrice is denominated. Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) Number of Nested3PartySubIDs (953) entries PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) Specifies when the contract (i.e. MBS/TBA) will settle. The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date Indicates number of strategy parameters Name of parameter Datatype of the parameter Value of the parameter Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. Unique identifier for the Market Data Report. Identifies a Security List message. Used for derivatives. Denotes the current state of the Instrument. Indicator to determine if instrument is settle on open Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Minimum price increase for a given exchange-traded Instrument Position Limit for a given exchange-traded product. Position Limit in the near-term contract for a given exchange-traded product. Percent of the Strike Price that this underlying represents. Cash amount associated with the underlying component. Used for derivatives that deliver into cash underlying. Indicates order settlement period for the underlying instrument. Date associated to the quantity that is being reported for the position. Unique identifier for the Contrary Intention report Indicates if the contrary intention was received after the exchange imposed cutoff time Originating source of the request. Number of Expiration Qty entries Expiration Quantity type Expiration Quantity associated with the Expiration Type Total number of occurrences of Amount to pay in order to receive the underlying instrument Amount to pay in order to receive the underlying instrument Amount to collect in order to deliver the underlying instrument Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Will allow the intermediary to specify an allocation ID generated by their system. Additional attribute to store the Trade ID of the Leg. Specifies average price rounded to quoted precision. Identifies whether the allocation is to be sub-allocated or allocated to a third party Capacity of customer in the allocation block. The Tier the trade was matched by the clearing system. The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Refer to defintion of UnitOfMeasure(996) Refer to defintion of UnitOfMeasure(996) Same as TimeUnit. Same as TimeUnit. Specifies the method under which a trade quantity was allocated. The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. Used on a multi-sided trade to designate the ReportID Used on a multi-sided trade to convey order routing information Used on a multi-sided trade to convey reason for execution Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). Used to indicate the quantity on one side of a multi-sided trade. Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house Same as TrdRegTimeStampType Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Indicates number of SideTimestamps contained in group Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 Identifies the number of parties identified with an instrument PartyID value within an instrument party repeating group. Same values as PartyID (448) Used to report volume with a trade Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level Used to describe the origin of the market data entry. Indicates the first trade price of the day/session The spot rate for an FX entry Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. Identifies the broker-dealer department that first took the order. Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Codes that apply special information that the broker-dealer needs to report. The status of this execution acknowledgement message. Indicates the underlying position amount to be delivered Maximum notional value for a capped financial instrument Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Used to carry an internal trade entity ID which may or may not be reported to the firm The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary conveys how the collateral should be/has been applied Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Identifies role of dealer; Agent, Principal, RisklessPrincipal Method under which assignment was conducted PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an instrument party repeating group. Same values as PartySubID (523) Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The Currency in which the position Amount is denominated Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Used to identify whether the order initiator is an aggressor or not in the trade. Identifies the number of parties identified with an underlying instrument PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Identifies market data quote type. For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. Time of security's maturity expressed in local time with offset to UTC specified The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Instructs when to refresh DisplayQty (1138). Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" Defines the lower quantity limit to a randomized refresh of DisplayQty. Defines the upper quantity limit to a randomized refresh of DisplayQty. Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). Defines the quantity used to refresh DisplayQty. Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. Defines the type of price protection the customer requires on their order. Defines the lot type assigned to the order. Defines the type of peg. The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) Defines the identity of the security off whose prices the order will peg. Defines the common, 'human understood' representation of the security off whose prices the order will Peg. Security description of the security off whose prices the order will Peg. Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Defines the type of action to take when the trigger hits. The price at which the trigger should hit. Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). Defines the security description of the security whose prices will be tracked by the trigger logic. The type of price that the trigger is compared to. Defines the type of price protection the customer requires on their order. The side from which the trigger price is reached. The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. The Quantity the order should have after the trigger has hit. Defines the trading session at which the order will be activated. Defines the subordinate trading session at which the order will be activated. Defines the type of interest behind a trade (fill or partial fill). Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries PartyID value within a root parties component. Same values as PartyID (448) PartyIDSource value within a root parties component. Same values as PartyIDSource (447) PartyRole value within a root parties component. Same values as PartyRole (452) Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries PartySubID value within a root parties component. Same values as PartySubID (523) Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release Specifies a custom extension to a message being applied at the message level. Enumerated field Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID Specifies a custom extension to a message being applied at the session level. Transact time in the local date-time stamp with a TZ offset to UTC identified The ID source of ExDestination Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType Indicates the system or medium on which the report has been published ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Free format text string related to exchange. Time of security's maturity expressed in local time with offset to UTC specified Time of security's maturity expressed in local time with offset to UTC specified The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. The number of feed types and corresponding book depths associated with a security The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Specific time of event. To be used in combination with EventDate [866] Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Allow sequencing of Legs for a Strategy to be captured Settlement cycle in which the settlement obligation was generated Used to identify the trading currency on the Trade Capture Report Side Used to identify the settlement currency on the Trade Capture Report Side Net flow of Currency 1 Used to group Each Settlement Party Used to identify the reporting mode of the settlement obligation which is either preliminary or final Message identifier for Settlement Obligation Report Unique ID for this settlement instruction. Transaction Type - required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Used to identify whether these delivery instructions are for the buyside or the sellside. Number of settlement obligations Unique identifier for a quote message. Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Specifies the number of canceled quotes Specifies the number of accepted quotes Specifies the number of rejected quotes Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. Specifies the type of respondents requested. Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Number of statistics indicator repeating group entries Type of statistics The number of secondary sizes specifies in this entry Specifies the type of secondary size. A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). Identifies the application with which a message is associated. Used only if application sequencing is in effect. Data sequence number to be used when FIX session is not in effect Beginning range of application sequence numbers Ending range of application sequence numbers The length of the SecurityXML(1185) data block. XML definition for the security. The schema used to validate the contents of SecurityXML(1185). Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required Annualized volatility for option model calculations Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. Interest rate. Usually some form of short term rate. Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Type of exercise of a derivatives security Type of exercise of a derivatives security Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation Specifies the type of valuation method applied. Indicates whether instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price range. Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security Starting price range for specified tick increment Ending price range for the specified tick increment Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded Specifies the type of tick rule which is being described Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSoruce(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition of LowLimitPrice(1148) Refer to definition of HighLimitPrice(1149) Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Ending maturity month year for an option class Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. Refer to ProductComplex(1227) Increment between successive maturities for an option class Minimum lot size allowed based on lot type specified in LotType(1093) Number of execution instructions Number of Lot Type Rules Number of Match Rules Number of maturity rules in MarurityRules component block Number of order types Number of time in force techniques Refer to definition for TradingReferencePrice(1150) Starting maturity month year for an option class Used to indicate if a product or group of product supports the creation of flexible securities Refer to FlexProductEligibilityIndicator(1242) Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. Used when the trading currency can differ from the price currency Refer to definition SecurityXMLLen(1184) Refer to definition of SecurityXML(1185) Refer to definition of SecurityXMLSchema(1186) Refer to definition of NoParties(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) REfer to definition of PartyRole(452) Refer to definition for NoPartySubIDs(802) Refer to definition for PartySubID(523) Refer to definition for PartySubIDType(803) Type of exercise of a derivatives security Identifies the market segment Identifies the market Unit of measure for the Maturity Month Year Increment Format used to generate the MaturityMonthYear for each option Expiration Style for an option class: Describes the how the price limits are expressed Describes the how the price limits are expressed. Indicates execution instructions that are valid for the specified market segment Allows trading rules to be expressed by trading session Number of Market Segments on which a security may trade. Refer to definition of InstrAttribType(871) Refer to definition of InstrAttribValue(872) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Refer to definition of PriceQuoteMethod(1196) Refer to definition of ValuationMethod(1197). Indicates whether instruments are pre-listed only or can also be defined via user request Refer to definition of CapPrice(1199) Refer to definition of FloorPrice(1200) Indicates whether an Option is for a put or call If provided, then Instrument occurrence has explicitly changed Put or call indicator of the leg security. See PutOrCall(201). Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Unique ID of a Market Definition Request message. Market Definition message identifier. Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Description or name of Market Segment Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. Reference to a parent Market Segment. See MarketSegmentID(1300) Trading Session description Specifies the action taken for the specified trading sessions. Identifies the reason for rejection. This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSource(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition for SecurityType(167) Refer to definition for SecuritySubType(762) Refer to definition for MaturityMonthYear(200) Refer to definition for PutOrCall(201) Refer to definition for StrikePrice(202) Refer to definition for SecurityExchange(207) Number of Underlyings, Identifies the Underlying of the Leg Refer to definition for CFICode(461) Date of maturity. Time of security's maturity expressed in local time with offset to UTC specified Refer to definition of OptAttribute(206) Refer to definition of SecurityDesc(107) Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. Length of the EncryptedPassword(1402) field Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) Length of the EncryptedNewPassword(1404) field Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) The extension pack number associated with an application message. The extension pack number associated with an application message. Number of Usernames to which this this response is directed Identifies settlement currency for the leg level allocation. Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, Price of Fill. Refer to LastPx(31). Quantity of Fill. Refer to LastQty(32). The AllocID(70) of an individual leg of a multileg order. Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) Number of not affected orders in the repeating group of order ids. OrderID(37) of an order not affected by a mass cancel or mass action request. ClOrdID(11) of an order not affected by a mass cancel or mass action request. Specifies the type of action requested Specifies scope of Order Mass Action Request. Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Reason Order Mass Action Request was rejected Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) Specifies the volatility of an instrument leg. The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. Refer to definition for DividendYield(1380). Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 Refer to ExecInst(18) Same values as ExecInst(18) Defines the type of contingency. Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Number of trade reporting indicators Identifies the type of party for trade reporting. Same values as PartyRole(452). Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Unique identifier for request Type of Application Message Request being made. Used to indicate the type of acknowledgement being sent. Total number of messages included in transmission. Application sequence number of last message in transmission Specifies number of application id occurrences Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request Identifier for the Applicaton Message Request Ack Used to return an error code or text associated with a response to an Application Request. Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component Identifier for the Application Sequence Reset Application sequence number of last message in transmission. Used to specify a new application sequence number. Type of report Refer to definition of PartySubIDType(803) Refer to definition of PartySubID(523) Refer to definition of NoPartySubIDs(802) Refer to definition of NoPartyIDs(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) Refer to definition of PartyRole(452) Fill quantity for the leg instrument When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). Time unit in which the OrderDelay(1428) is expressed Identifies the type of venue where a trade was executed The reason for updating the RefOrdID The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) Type of pricing model used Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Number of rate sources being specified. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). See RestructuringType(1449) See Seniority(1450) See NotionalPercentageOutstanding(1451) See OriginalNotionalPercentageOutstanding(1452) Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. See AttachmentPoint(1457). See DetachmentPoint(1458). Identifies the number of target parties identified in a mass action. PartyID value within an target party repeating group. PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) PartyRole value within an target party repeating group. Same values as PartyRole (452) Specifies an identifier for a Security List Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. Specifies a description or name of a Security List. Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. Specifies a type of Security List. Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Unique identifier for a News message Category of news mesage. The national language in which the news item is provided. Number of News reference items Reference to another News message identified by NewsID(1474). Type of reference to another News(35=B) message item. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Indicates the type of payout that will result from an in-the-money option. Number of complex event occurrences. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of complex event date occurrences for a given complex event. Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. Unique identifier for the stream assignment request provided by the requester. Type of stream assignment request. Number of assignment requests. The identifier or name of the price stream. Unique identifier of the stream assignment report provided by the respondent. Reason code for stream assignment request reject. Type of acknowledgement. The type of assignment being affected in the Stream Assignment Report. See TransactTime(60) Yield Type, using same values as YieldType (235) Yield Percentage, using same values as Yield (236) Number of Instructions in the <MatchingInstructions> repeating group. Matching Instruction for the order. Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. Value of MatchAttribTagID(1626) on which to apply the matching instruction. Identifies the market to which the matching instruction applies. Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). The number of limit amount entries. Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. Unique identifier of the MarginRequirementInquiry. Number of margin requirement inquiry qualifiers. Qualifier for MarginRequirementInquiry to identify a specific report. Type of MarginRequirementReport. Identifier for group of instruments with similar risk profile. Status of MarginRequirementInquiry. Result returned in response to MarginRequirementInquiry. Identifier for the MarginRequirementReport message. Number of margin requirement amounts. Type of margin requirement amount being specified. Amount of margin requirement. Currency of the MarginAmt(1645). Number of related instruments The type of instrument relationship Ticker symbol of the related security. Common "human understood" representation of the security. Related security identifier value of RelatedSecurityIDSource(1651) type. Identifies class or source of the RelatedSecurityID (1650) value. Security type of the related instrument. Expiration date for the related instrument contract. Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). Indicates market maker participation in security. Unique identifier for PartyDetailsListRequest. Number of requested party roles. Identifies the type or role of party that has been requested. Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. Result of a request as identified by the appropriate request ID field Total number of PartyListGrp returned. Number of party relationships. Used to specify the type of the party relationship. Number of party alternative identifiers. An alternate party identifier for the party specified in PartyDetailID(1691) Identifies the source of the PartyDetailAltID(1517) value. Number of party detail alternate sub-identifiers. Sub-identifier for the party specified in PartyDetailAltID(1517). Type of PartyDetailAltSubID(1520) value. Number of risk limits with associated warning levels. Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Specifies the risk limit amount. Used to specify the currency of the risk limit amount. The area to which risk limit is applicable. This can be a trading platform or an offering. Number of risk instrument scopes. Operator to perform on the instrument(s) specified Used to limit instrument scope to specified symbol. See Symbol(55) field for description. Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for description. Used to limit instrument scope to specified instrument product category. See Product (460) field for description. Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. Used to limit instrument scope to specified security type. See SecurityType(167) field for description). Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. Number of risk warning levels. Percent of risk limit at which a warning is issued. Name or error message associated with the risk warning level. Number of related party detail identifiers. Party identifier for the party related to the party specified in PartyDetailID(1691). Identifies the source of the RelatedPartyDetailID(1563). Identifies the type or role of the RelatedPartyDetailID(1563) specified. Number of related party detail sub-identifiers. Sub-identifier for the party specified in RelatedPartyID(1563). Type of RelatedPartyDetailSubID(1567) value. Number of related party detail alternate identifiers. An alternate party identifier for the party specified in RelatedPartyID(1563). Identifies the source of the RelatedPartyDetailAltID(1570) value. Number of related party detail alternate sub-identifiers. Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). Type of RelatedPartyDetailAltSubID(1573) value. Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. Number of instrument scopes. Number of requesting party identifiers. Party identifier for the requesting party. Identifies the source of the RequestingPartyID(1658) value. Identifies the type or role of the RequestingPartyID(1658) specified. Number of requesting party sub-identifiers. Sub-identifier for the party specified in RequestingPartyID(1658). Type of RequestingPartySubID(1662) value. Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. Unique identifier for the PartyRiskLimitsRequest Identifier for the PartyRiskLimitsReport Number of risk limit types requested. Number of risk limits for different instrument scopes. Unique reference identifier for a specific risk limit defined for the specified party. Number of party details. Indicates the status of the party identified with PartyDetailID(1691). Qualifies the value of PartyRole(452) Qualifies the value of RelatedPartyRole(1565) Number of party updates. Number of party risk limits. Party identifier within Parties Reference Data messages. Source of the identifier of the PartyDetailID(1691) specified. Identifies the type or role of PartyDetailID(1691) specified. Number of party detail sub-identifiers. Sub-identifier for the party specified in PartyDetailID(1691). Type of PartyDetailSubID(1695) value. Identifies the trading status applicable to a group of instruments. Identifies an event related to the mass trading status. Denotes the reason for the Opening Delay or Trading halt of a group of securities. Identifies the trading status applicable to the instrument in the market data message. Describes a sub-class for a given class of service defined by MDFeedType (1022) Denotes the reason for the Opening Delay or Trading Halt. Used to represent the trade ID for each side of the trade assigned by an intermediary. Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType (tag 442) will be set to 2 (Individual leg of a multi-leg security) in this case. Used to indicate the status of the trade submission (not the trade report) Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Number of Security Classifications. Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Specifies the product classification value which further details the manner in which the instrument participates in the class. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Number of TrdInstrmtLegPosAmt values. Leg position amount. Type of leg position amount. Leg position currency. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. Used to calculate the present value of an amount to be paid in the future. Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn�t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. Risk adjusted price used to calculate variation margin on a position. Alternate clearing price Alternate clearing price for the side being reported. Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Price Differential between the front and back leg of a spread or complex instrument. Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. Identifies the reason a security definition request is being rejected. Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. Indicates whether a message was queued as a result of throttling. Indicates number of repeating groups to follow. Action to take should throttle limit be exceeded. Type of throttle. Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. Value of the time interval in which the rate throttle is applied. Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). Number of ThrottleMsgType fields. The MsgType (35) of the FIX message being referenced. Describes action recipient should take if a throttle limit were exceeded. Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Unique identifier for the AccountSummaryReport(35=CQ). Number of settlement amount entries. The amount of settlement. The currency of the reported settlement amount. Number of collateral amount entries. Currency denomination of value in CurrentCollateralAmount (1704). If not specified, default to currency specified in SettlementAmountCurrency(1702). Currency of the collateral; optional, defaults to the Settlement Currency if not specified. Type of collateral on deposit being reported. Number of pay collect entries. Amount to be paid by the clearinghouse to the clearing firm. Amount to be collected by the clearinghouse from the clearing firm. Category describing the reason for funds paid to, or the funds collected from the clearing firm. Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). Market segment associated with the pay collect amount. Market associated with the pay collect amount. Market segment associated with the margin amount. Market associated with the margin amount Firm assigned group allocation entity identifier. Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. An indicator to override the normal procedure to roll up allocations for the same take-up firm. Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Identifies the status of a reversal transaction. Type of reference obligation for credit derivatives contracts. Method used for negotiation of contract price. Type of price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts reported for a deal (trade). Indicates whether a restriction applies to short selling a security. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy The market data entry identifier of the bid side of a quote The market data entry identifier of the offer side of a quote. Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. Specifies the total bid size. Specifies the total offer size. Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. Type of risk limit information. Result of risk limit definition request. Status of risk limit definition request. Status of risk limit definition for one party. Result of risk limit definition for one party. Percentage of utilization of a party's set risk limit. Absolute amount of utilization of a party's set risk limit. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Amount at which a warning is issued. Action to take should warning level be exceeded. Unique identifier for PartyEntitlementsRequest(35=CU). Identifier for the PartyEntitlementsReport(35=CV). Number of party entitlement values. Number of entitlement values. Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. Type of entitlement. Unique identifier for a specific NoEntitlements(1773) repeating group instance. Number of entitlement attributes. Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Datatype of the entitlement attribute. Value of the entitlement attribute. Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. Indicates the starting date of the entitlement. Indicates the ending date of the entitlement. The area to which the entitlement is applicable. This can be a trading platform or an offering. Indicates how control of trading session and subsession transitions are performed. Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Spread table code referred by the security or symbol. Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). Number of market segments upon which a mass action is to be taken. Market segment within a target market segment repeating group. Number of market segments affected by a mass action. Market segment within an affected market repeating segment group. Number of market segments left unaffected by a mass action. Market segment within an unaffected market repeating segment group. Number of order events. The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. Action that caused the event to occur. Price associated with the event. Quantity associated with the event. Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). Additional information about the event. Type of auction order. Percentage of matched quantity to be allocated to the submitter of the response to an auction order. Instruction related to system generated auctions, e.g. flash order auctions. Used to reference an order via ClOrdID(11). Indicates whether an order is locked and for what reason. Locked order quantity. Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. Instruction to define conditions under which to release a locked order or parts of it. Quantity to be made available, i.e. released from a lock. Number of disclosure instructions. Information subject to disclosure. Instruction to disclose information or to use default value of the receiver. Designates the capacity in which the order is submitted for trading by the market participant. Designates the account type to be used for the order when submitted to clearing. Designates the capacity in which the order will be submitted to clearing. Qualifies the value of TargetPartyRole (1464). Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Indicates how the minimum quantity should be applied when executing the order. Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. OrigClOrdID(41) of an order affected by a mass cancel or mass action request. SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. Number of legs in the side of a cross order. Time unit multiplier for the event. Time unit associated with the event. When LastQty is an estimated value, e.g. for a Repo �circled� trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. An identifier representing the department or desk within the firm that originated the order. An identifier representing the department or desk within the firm that received the order. The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. Settlement price increment for stated price range. Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. Indicates whether the trade or position being reported was cleared through a clearing organization. Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Used to describe the ownership of the position. Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. Indicates the unit of measure of the position quantity when not expressed in contracts. Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. Number of trade price conditions. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Number of trade quantities. Indicates the type of trade quantity in TradeQty(1843). Trade quantity. Number of trade allocation amount entries. Type of the amount associated with a trade allocation. The amount associated with a trade allocation. Currency denomination of the trade allocation amount. Instruction on how to add a trade to an allocation group when it is being given-up. Indicates the trade is a result of an offset or onset. Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. Calculated average price for this side of the trade. Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). Number of related trades. Identifier of a related trade. Describes the source of the identifier that RelatedTradeID(1856) represents. Date of a related trade. Market of execution of related trade. Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. Number of related positions. Identifier of a related position. Describes the source of the identifier that RelatedPositionID(1862) represents. Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Unique identifier for the ask side of the quote assigned by the quote issuer. Number of value check entries. Type of value to be checked. Action to be taken for the ValueCheckType(1869). The length of the LegSecurityXML(1872) data block. XML definition for the leg security. The schema used to validate the contents of LegSecurityXML(1872). The length of the UnderlyingSecurityXML(1875) data block. XML definition for the underlying security. The schema used to validate the contents of UnderlyingSecurityXML(1875). Result party detail definition request. Status of party details definition request. Status of party detail definition for one party. Result of party detail definition for one party. Result of risk limit definition request. Status of party entitlements definition request. Status of entitlement definition for one party. Result of entitlement definition for one party. Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. Used to express the unit of measure of the settlement price if different from the contract. Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. Number of instrument match sides. Number of trade match sides. Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. Number of instrument leg executions. The ExecID(17) value corresponding to a trade leg. The TradeID(1003) value corresponding to a trade leg. The TradeReportID(571) value corresponding to a trade leg. Used to indicate the status of the trade match report submission. Reason the trade match report submission was rejected. Identifies the market segment of the side. Identifies the type of venue where the trade was executed for the side. Used to reference the value from SideExecID(1427). Used to reference the value from LegExecID(1893). Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). Time unit in which the ExposureDuration(1629) is expressed. The best quoted price received among those not traded. Number of clearing account type entries. Number of price movement entries. Number of price movement value entries. Value at specific price movement point. Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. Describes the format of the PriceMovementValue(1921). Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Number of regulatory IDs in the repeating group. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. Specifies the party's or parties' intention to clear the trade. Specifies the eligibility of this trade for clearing and central counterparty processing. Indicates that the trade being reported occurred in the past and is still in effect or active. Specifies how a trade was confirmed. An indication that the trade is flagged for mandatory clearing. An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). An indication that the price is off-market. Indication of how a trade was verified. Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Type of regulatory report. Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). Specifies how the trade is collateralized. Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. The broad asset category for assessing risk exposure. The subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. The version of the master agreement The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. The date that an annex to the master confirmation was executed between the parties. Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Indication that a block trade will be allocated. Number of events in the repeating group. Code to represent the type of event. The date of the event. The time of the event. To be used in combination with UnderlyingEventDate(1983). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. Specifies the coupon type of the underlying bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). Identifies the source scheme of the UnderlyingObligationID(1994). Specifies the equity in which a convertible bond can be converted. Identifies the source of the UnderlyingEquityID(1996). Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. The series identifier of a credit default swap index. The version identifier of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap index series annex. Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicator to determine if Instrument is Settle on Open. Method under which assignment was conducted Gives the current state of the instrument Type of reference obligation for credit derivatives contracts. The broad asset category for assessing risk exposure. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation. Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. Used to indicate if a product or group of product supports the creation of flexible securities. Position limit for the instrument. Position Limit in the near-term contract for a given exchange-traded product. Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. If different from IssueDate() If different from IssueDate and DatedDate Indicates whether a restriction applies to short selling a security. Spread table code referred by the security or symbol. Number of complex events in the repeating group. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of underlying complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). Number of events in the repeating group Code to represent the type of event. The date of the event. Specific time of event. To be used in combination with LegEventDate(2061). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. Free form text to specify additional information or enumeration description when a standard value does not apply. The broad asset category for assessing risk exposure. The general subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Swap type. Free form text to specify comments related to the event. Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of elements in the repeating group. Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date The time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of financing definitions in the repeating group. Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of contractual matrices in the repeating group. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of financing terms supplements in the repeating group. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. The publication date of the applicable version of the contractual supplement. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of the rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option�s exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. Free form text to specify additional information or enumeration description when a standard value does not apply. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). Specifies the type of date (e.g. adjusted for holidays). Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies class or source of the ProvisionPartyID(40175) value. Identifies the type or role of ProvisionPartyID(40175) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for ProvisionPartyID(40175). The type of ProvisionPartySubID(40179). Number of protection terms in the repeating group. The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of entries in the repeating group. Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of additional settlement or bullet payments. Type of payment. The side of the party paying the payment. The side of the party receiving the payment. Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. The total payment amount. The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. The unadjusted payment date. The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted payment date. The value representing the discount factor used to calculate the present value of the cash flow. The amount representing the present value of the forecast payment. Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. Payment settlement style. Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). Number of additional settlements or bullet payments. The payment settlement amount. Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. Number of parties identified in the additional settlement or bullet payment. The payment settlement party identifier. Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). Qualifies the value of PaymentSettlPartyRole(40236). Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). The type of PaymentSettlPartySubID(40239) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of dealers in the repeating group. Number of business centers in the repeating group. Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts. Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the LegPaymentStreamDiscountRate(40286). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the payment stream's floating rate index curve period. Time unit multiplier for the payment stream's floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the inflation index level from multiple points. The most common is linear method. The inflation index reference source. The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the source of rate information. Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Number of swap schedules in the repeating group Specifies the type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step schedule, or amount of a cashflow payment. The currency for this step schedule. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fxing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the stub floating rate index. Time unit multiplier for the floating rate index. Time unit associated with the floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source for the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the leg provision's tenor period. Time unit associated with the leg provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Free form text to specify additional information or enumeration description when a standard value does not apply. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. The first date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies the class or source of LegProvisionPartyID(40534). Identifies the type or role of LegProvisionPartyID(40534) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). The type of LegProvisionPartySubID(40538) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted termination date. The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). Compounding Method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream's floating rate index. The source of the payment stream floating rate index. Time unit associated with the underlying instrument�s floating rate index. Time unit multiplier for the underlying instrument�s floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies a short or long spread value. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the underlying payment stub floating rate index. Time unit multiplier for the underlying payment stub floating rate index. Time unit associated with the underlying payment stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Identifies the type of payment stream associated with the swap. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the PaymentStreamDiscountRate(40745). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit multiplier for the relative initial fixing date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of resets. Time unit associated with the frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the floating rate index. Time unit multiplier for the floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cash flow payment. The side of the party paying the step schedule. The side of the party receiving the stepf schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of swap schedule rate sources. Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source of the stub floating rate index. Time unit multiplier for the stub floating rate index. Time unit associated with the stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the payment stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. The unadjusted effective date. The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Specifies the type of price for PaymentPrice(40218). Specifies the day type of the relative payment date offset. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of event news sources in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. Identifies the reference "page" from the quote source. Identifies the reference "page" from the quote source. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. The date of the previous clearing business day. The valuation date of the trade. The valuation time of the trade. Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). Specifies whether or not CollateralFXRate(2090) should be multipled or divided. Market segment associated with the collateral amount. Market associated with the collateral amount. Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. Corresponds to the value in StreamDesc(40051) in the StreamGrp component. Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). Specifies whether or not PositionFXRate(2097) should be multipled or divided. Market segment associated with the position amount. Market associated with the position amount. Indicates if the position has been terminated. Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. Specifies the identifier of the reporting entity as assigned by regulatory agency. The number of attached files. Specifies the file name of the attachment. The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet Used to specify an external URL where the attachment can be obtained. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Unencoded content length in bytes. Can be used to validate successful unencoding. Byte length of encoded the EncodedAttachment(2112) field. The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. The number of attachment keywords. Can be used to provide data or keyword tagging of the content of the attachment. Specifies the negotiation method to be used. The time of the next auction. The number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the asset attribute. Limit or lower acceptable value of the attribute. The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. The commission rate unit of measure. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. The number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). The number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. The number of periods in the repeating group. Specifies the period type. The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. The number of business centers in the repeating group. The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted complex event date. The local market fixing time. The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. The subclassification or subtype of swap. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Indicator to determine if the instrument is to settle on open. Specifies the method under which assignment was conducted. Used for derivatives. Denotes the current state of the InstrumentLeg. A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. Type of reference obligation for credit derivatives contracts. The subclassification or subtype of swap. The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Specifies the method for price quotation. Specifies the type of valuation method applied. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Indicates whether instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. Used to indicate if a product or group of product supports the creation of flexible securities. Position Limit for a given exchange-traded product. Position limit in the near-term contract for a given exchange-traded product. The program under which a commercial paper is issued. The registration type of a commercial paper issuance. Indicates whether a restriction applies to short selling a security. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. The fee amount due if different from MiscFeeAmt(137). A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the day type of the relative earliest option exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. Last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also OptionExerciseEarliestTime(41134). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. An adjusted or unadjusted fixed option exercise expiration date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Forward start premium type. Number of fixing days in the repeating group. The day of the week on which fixing will take place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this PaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction �Fixed�. If 'N' it is taken on each Pricing Date �Floating�. Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Specifies the fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Secondary time unit associated with the payment stream's floating rate index curve. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Species the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadjusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. The adjusted pricing or fixing date. Specifies the local market time of the pricing or fixing. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Data source identifier. Type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in StreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodities settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this Stream for cross referencing elsewhere in the message. Cross reference to another Stream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery stream quantity unit of measure (UOM). Total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of mandatory clearing jurisdictions. Identifier of the regulatory jurisdiction requiring the trade to be cleared. The positive or negative change in quantity when this report is a trade correction or continuation. Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. Specifies the bond's payment priority in the event of a default. Specifies the coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. A named string value referenced by UnderlyingSettlTermXIDRef(41315). The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). Number of entries in the date-time repeating group. Averaging date for an Asian option. Trigger date for a Barrier or Knock option. Averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of complex events in the repeating group. Identifies the type of complex event. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of commodity sources in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. Number of parties in the repeating group. Used to identify party id related to instrument. Used to identify source of instrument party id. Used to identify the role of instrument party id. Number of parties sub-IDs in the repeating group. PartySubID value within an instrument party repeating group. Type of LegInstrumentPartySubID (2259) value. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also LegOptionExerciseEarliestTime(41509). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. The fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream's floating rate index curve. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place.. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of entries in the repeating group. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of protection terms in the repeating group. A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Specifies the day type for protection term events. Rate source for events that specify a rate source, e.g. floating rate interest shortfall. Number of qualifiers in the repeating group. Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Specifies the data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in LegStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. The settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this LegStream for cross referencing elsewhere in the message. Cross reference to another LegStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). Number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. The time when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the currency pairing for the quote. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the title transfer condition. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. The limit or lower acceptable value of the attribute. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). The subclassification or subtype of swap. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of underlying security. Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream�s floating rate index curve. Secondary time unit multiplier for the payment stream�s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. An adjusted or unadjusted fixed pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of commodity data sources in the repeating group. Data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this UnderlyingStream for cross referencing elsewhere in the message. Cross reference to another UnderlyingStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Total amount traded for this account (i.e. quantity * price) expressed in units of currency. Status of risk limit report. The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. The unique and static identifier, at the business entity level, of a risk limit check request. Specifies the transaction type of the risk limit check request. Specifies the type of limit check message. Specifies the message reference identifier of the risk limit check request message. Specifies the type of limit amount check being requested. Specifies the amount being requested for approval. Indicates the status of the risk limit check request. Result of the credit limit check request. The credit/risk limit amount approved. The unique identifier of the PartyActionRequest(35=DH) message. Specifies the type of action to take or was taken for a given party. Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Specifies the reason the PartyActionRequest(35=DH) was rejected. The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. Qualifies the value of RequestingPartyRole(1660). Specifies the type of credit limit check model workflow to apply for the specified party Indicates the status of the risk limit check performed on a trade. Indicates the status of the risk limit check performed on the side of a trade. Number of entitlement types in the repeating group. Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Specifies the regulatory mandate or rule that the transaction complies with. Identifier of the collateral portfolio when reporting on a portfolio basis. Identifies the class or source of DeliveryStreamDeliveryPoint(41062). Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates action that triggered the Position Report. FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). The type of identification taxonomy used to identify the security. Used to further qualify the value of PartyRole(452). Used to further qualify the value of DerivativeInstrumentPartyRole(1295). Used to further qualify the value of InstrumentPartyRole(1051). Used to further qualify the value of LegInstrumentPartyRole(2257). Used to further qualify the value of LegProvisionPartyRole(40536). Used to further qualify the value of Nested2PartyRole(759). Used to further qualify the value of Nested3PartyRole(951). Used to further qualify the value of Nested4PartyRole(1417). Used to further qualify the value of NestedPartyRole(538). Used to further qualify the value of ProvisionPartyRole(40177). Used to further qualify the value of RequestedPartyRole(1509). Used to further qualify the value of RootPartyRole(1119). Used to further qualify the value of SettlPartyRole(784). Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Subtype of an entitlement specified in EntitlementType(1775). Quote model type Free text for compliance information required for regulatory reporting. Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. FX spot rate. FX forward points added to spot rate. May be a negative value. FX spot rate. FX forward points added to spot rate. May be a negative value. Identifies the page heading from the rate source. The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. Identifies class or source of the RelatedToSecurityID(2413) value. StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. An identifier created by the trading party for the life cycle event associated with this report. FX spot rate. FX forward points added to spot rate. May be a negative value. Applicable value for LegMarketDisruptionEvent(41468). Applicable value for LegMarketDisruptionFallbackType(41470). Applicable value for MarketDisruptionEvent(41093). Applicable value for MarketDisruptionFallbackType(41095). Used to further clarify the value of PaymentType(40213). Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). Applicable value for UnderlyingMarketDisruptionEvent(41865). Applicable value for UnderlyingMarketDisruptionFallbackType(41867). Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Name referenced from UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Currency of physical settlement. Uses ISO 4217 currency codes. A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of protection terms in the repeating group. The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of event news sources in the repeating group. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. Last date in range when a settlement date range is provided. Number of UnderlyingProvision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). Specifies the type of date (e.g. adjusted for holidays). Identifies the source of quote information. Identifies the reference "page" from the quote source. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of UnderlyingProvision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). Number of provisions in the repeating group. Type of provision. The unadjusted date of the provision. The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision's exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Free form text to specify additional information or enumeration description when a standard value does not apply. Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. Number of parties identified in the contract provision. The party identifier for the payment settlement party. Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. Used to further qualify the value of UnderlyingProvisionPartyRole(42176). Number of sub-party IDs to be reported for the party. Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). The type of UnderlyingProvisionPartySubID(42178). Number of business centers in the repeating group. The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. Unique message identifier for an order request as assigned by the submitter of the request. Unique message identifier for a mass order request as assigned by the submitter of the orders. Unique message identifier for a mass order request as assigned by the receiver of the orders. Status of mass order request. Request result of mass order request. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Number of order entries. Specifies the action to be taken for the given order. Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. The initiating event when an ExecutionReport(35=8) is sent. Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. Number of target party sub IDs in the repeating group. Party sub-identifier value within a target party repeating group. Type of TargetPartySubID(2434) value. Unique identifier for the transfer instruction assigned by the submitter. The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. Unique identifier for the transfer report message. Indicates the type of transfer transaction. Indicates the type of transfer request. Indicates the type of transfer. Status of the transfer. Reason the transfer instruction was rejected. Indicates the type of transfer report. Timestamp of aggressive order or quote resulting in match event. Side of aggressive order or quote resulting in match event. Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. Indicate whether linkage handling is in effect for an instrument or not. Number of buy orders involved in a trade. Number of sell orders involved in a trade. Calculation method used to determine settlement price. Message identifier for a statistics request. Message identifier for a statistics report. The short name or acronym for a set of statistic parameters. Can be used to provide an optional textual description for a statistic. Type of statistic value. Entities used as basis for the statistics. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Scope details of the statistics to reduce the number of events being used as basis for the statistics. Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). Time unit for MDStatisticFrequencyPeriod(2460). Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. Time unit for MDStatisticDelayPeriod(2462). Type of interval over which statistic is calculated. Time unit for MDStatisticIntervalType(2464). Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. Time unit for MDStatisticIntervalPeriod(2466). First day of range for which statistical data is collected. Last day of range for which statistical data is collected. Start time of the time range for which statistical data is collected. End time of the time range for which statistical data is collected. Ratios between various entities. Result returned in response to MarketDataStatisticsRequest (35=DO). Number of market data statistics. Unique identifier for a statistic. Time of calculation of a statistic. Status for a statistic to indicate its availability. Statistical value. Type of statistical value. Unit of time for statistical value. Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. Indicates the status of the risk limit check performed on a trade for this allocation instance. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of financing definitions in the repeating group. Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of contractual matrices in the repeating group. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. The version of the master agreement. Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identifies type of settlement. A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. The date that an annexation to the master confirmation was executed between the parties. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. Type of financing termination. Specifies the publication date of the applicable version of the contractual supplement. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. Number of financing terms supplements in the repeating group. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The unique transaction entity identifier assigned by the firm. The unique transaction entity identifier. The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". Reject reason code for rejecting the collateral report. The status of the collateral report. Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. Ordinal number of the trade within a series of related trades. Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. An encoded collateral request processing instruction to the receiver. A unique identifier to link together a set or group of requests. Ordinal number of the request within a set or group of requests. Total number of request messages within a set or group of requests. Communicates the underlying condition when the request response indicates "warning". Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. Number of relative value metrics entries in the repeating group. Indicates the type of relative value measurement being specified. The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. Specifies the side of the relative value. Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Clearing settlement price. Technical event within market data feed. Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. Total number of reports related to market segments. Total number of reports related to instruments. Total number of reports related to party detail information. Total number of reports related to party entitlement information. Total number of reports related to party risk limit information. Status of market segment. Used to classify the type of market segment. Used to further categorize market segments within a MarketSegmentType(2543). Number of related market segments. Identifies a related market segment. Type of relationship between two or more market segments. Number of auction order types. Identifies an entire suite of products for which the auction order type rule applies. Number of rules related to price ranges. Lower boundary for price range. Upper boundary for price range. Maximum range expressed as absolute value. Maximum range expressed as percentage. Identifies an entire suite of products in the context of trading rules related to price ranges. Identifier for a price range rule. The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. Number of rules related to quote sizes. Indicates whether single sided quotes are allowed. Number of eligibility indicators for the creation of flexible securities. Identifies an entire suite of products which are eligible for the creation of flexible securities. Represents the total number of multileg securities or user defined securities that make up the security. Specifies the time interval used for netting market data in a price depth feed. The time unit associated with the time interval of the netting of market data in a price depth feed. Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. Primary service location identifier. Secondary or alternate service location identifier. Identifies an entire suite of products for which the matching rule applies. Specifies the kind of priority given to customers. Identifies an entire suite of products for which the price tick rule applies. Previous day's adjusted open interest. Previous day's unadjusted open interest. Indicates if a given option instrument permits low exercise prices (LEPO). Indicates if a given instrument is eligible for block trading. Specifies the number of decimal places for instrument prices. Specifies the number of decimal places for exercise price. Original exercise price, e.g. after corporate action requiring changes. Specifies a suitable settlement sub-method for a given settlement method. Number of parameter sets for clearing prices. Relative identification of a business day. Constant value required for the calculation of the clearing price, e.g. for variance futures. Constant value required for the calculation of the clearing quantity, e.g. for variance futures. Number of trading business days in a year. Number of trading business days over the lifetime of an instrument. Number of actual trading business days of an instrument. Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. Closing price of the underlying required to calculate the RealizedVariance(2587). Overnight interest rate. The economic cost of the variation margin from one trading day to the next. Specifies how the calculation will be made. Specifies the number of miscellaneous fee sub-types. Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. The amount of the specified MiscFeeSubType(2634). Can be used to provide an optional textual description of the fee sub-type. Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. The type of value in CurrentCollateralAmount(1704). Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in CommissionAmount(2640). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in AllocCommissionAmount(2654). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. Indicates that the party has taken a position on both a put and a call on the same underlying asset. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in DividendFloatingRateIndex(42218). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the DividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the DividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in the DividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the LegDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. The number of entries in the LegDividendPeriodBusinessCentersGrp component. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. Number of dates in the repeating group. The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). Specifies the type of payment compounding date (e.g. adjusted for holidays). The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the LegPaymentStreamFormulaImage(42452) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. Number of fixing dates in the repeating group. The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). Specifies the type of fixing date (e.g. adjusted for holidays). The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). Specifies the type of return rate valuation date (e.g. adjusted for holidays). The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the LegStreamVersion(42583). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the PaymentStreamFormulaImage(42563) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the StreamVersion(42784). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the repeating group. Specifies the date that the dividend or coupon payment is due. The amount of the dividend or coupon payment. Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. Accrued interest on the dividend or coupon payment. Specifies the actual dividend payout ratio associated with the equity or bond underlier. Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. Number of entries in the UnderlyingDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Notional value for the equity or bond underlier. Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. Specifies the conditions that govern the adjustment to the number of units of the return swap. Cross reference to another notional amount for duplicating its properties. In the case of an index underlier specifies the unique identifier for the referenced futures contract. Identifies the source of the UnderlyingFutureID(2620). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The limit of average percentage of individual securities traded in a day or a number of days. Specifies the limitation period for average daily trading volume in number of days. Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. Side value of the party electing the settlement method. The date through which the option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Specifies the initial rate spread for a basket underlier. Number of entries in the repeating group. The date that the rate spread step takes affect. The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the UnderlyingStreamVersion(43083). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. The status of risk limits for a party. A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Number of regulatory publication rules in repeating group. Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. An order originator that intends to make a profit or mitigate risk No orders or quotes may be entered. Authorities resume a market after a halt. Order matching is suspended due to unexpected conditions or by a circuit-breaker rule. Continuous trading Quotes and orders can be entered, changed or deleted, but orders are not matched. Closing auction Phases of the market as a state machine in.OrdType in {^Stop, ^StopLimit} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} Repeating group of security status by SecurityID Matches orders entered by buy-side participants The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed. This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. What the discretionary price is related to (e.g. primary price, display price etc) Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType Describes whether discretion price is static/fixed or floats Type of Discretion Offset (e.g. price offset, tick offset etc) Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) The scope of "related to" price of the discretion (e.g. local, global etc) The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal A common reference to the applicable standing agreement between the principals A reference to the date the underlying agreement was executed. Currency of the underlying agreement. Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. For Repos the timing or method for terminating the agreement. Settlement date of the beginning of the deal Repayment / repurchase date Delivery or custody arrangement for the underlying securities Percentage of cash value that underlying security collateral must meet. Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan � Amended 1998, for example. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date interest is to be paid. Used in identifying Corporate Bond issues. Conditionally required when MthToDefault(1943) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] 0 Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Method for price quotation Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Used to indicate if a product or group of product supports the creation of flexible securities Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) For Fixed Income. Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing the instrument. Identifies MBS / ABS pool Must be present for MBS/TBA The program under which a commercial paper is issued The registration type of a commercial paper issuance Number of repeating EventType group entries. If different from IssueDate If different from IssueDate and DatedDate Used to identify the parties related to a specific instrument. Spread table code referred by the security or symbol. The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. Identifies the form of delivery. Percent at risk due to lowest possible call. Number of repeating InstrAttrib group entries. The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. Conditionally required when LegMthToDefault(2158) is specified. Conditionally required when LegCouponFreqUnit(2164) is specified. Conditionally required when LegCouponFreqPeriod(2163) is specified. Conditionally required when LegConvertibleBondEquityID(2166) is specified. Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). Embedded XML document describing the leg instrument. Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Identifies MBS / ABS pool Used to express option right LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). For CIV - required For CIV - Optional For CIV - Optional The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType Defines the type of peg. Describes whether peg is static/fixed or floats Type of Peg Offset (e.g. price offset, tick offset etc) Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) The scope of the "related to" price of the peg (e.g. local, global etc) Required if PegSecurityID is specified. Requires PegSecurityIDSource if specified. The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. Required if AllocSettlInstType = 1 or 2 Required if AllocSettlInstType = 3 (should not be populated otherwise) Required if AllocSettlInstType = 3 (should not be populated otherwise) Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties For Fixed Income Must be present if BenchmarkPrice is used. The identifier of the benchmark security, e.g. Treasury against Corporate bond. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. Embedded XML document describing the underlying instrument. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. Specific to the <UnderlyingInstrument> (not in <Instrument>) Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). Used to express option right Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. Conditionally required when UnderlyingObligationID(1994) is specified. Conditionally required when UnderlyingEquityID(1996) is specified. Required if UnderlyingFutureID(2620) is specified. Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingMthToDefault(2018) is specified. Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. The YieldData component block conveys yield information for a given Fixed Income security. FIXT.1.1 (Always unencrypted, must be first field in message) (Always unencrypted, must be second field in message) (Always unencrypted, must be third field in message) Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. Used to support bilaterally agreed custom functionality (Always unencrypted) (Always unencrypted) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Required to identify length of encrypted section of message. (Always unencrypted) Required when message body is encrypted. Always immediately follows SecureDataLen field. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. The standard FIX message header Required when trailer contains signature. Note: Not to be included within SecureData field Note: Not to be included within SecureData field (Always unencrypted, always last field in message) The standard FIX message trailer Only to be used in the ExecutionReport Required when DisplayMethod = 3 Required when DisplayMethod = 3 Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 Required when DisplayMethod = 2 The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. Required if any other Triggering tags are specified. Conditionally required when TriggerAction(1101)=3 (Cancel). Only relevant and required for TriggerAction = 1 Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Should be specified if the order changes Price. Should be specified if the order changes type. Required if the order should change quantity Only relevant and required for TriggerType = 2. Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. This block contains the base trading rules This block contains the trading rules specific to a trading session Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. Must be provided if SecurityXML(1185) field is specified and must immediately precede it. The SecurityXML component is used to provide a definition in an XML format for the instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Describes the how the price limits are expressed Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session Specifies price tick rules for the security. Specifies the lot types that are valid for trading. Specifies the price limits that are valid for trading. Specifies the valid price range tables for trading. Specifies the valid quote sizes for trading. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. Used for multileg security only. Used for multileg security only. Defines the default price type used for trading. Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. Trading rules that are applicable to a market, market segment or individual security independent of a trading session. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Required if SecurityID is specified. Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc Used to indicate if a product or group of product supports the creation of flexible securities An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] Settlement method for a contract. Can be used as an alternative to CFI Code value Method for price quotation For futures, indicates type of valuation method applied Indicates whether strikes are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing security. Must be present for MBS or TBA Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. Additional attribution for the instrument series Security trading and listing attributes for the series level Used to specify forms of product classifications Must be set if SecurityXML field is specified andd must immediately precede it. XML Data Stream describing the Security. XML Schema used to validate the XML used to describe the Security. Identifies the application with which a message is associated. Used only if application sequencing is in effect. Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. The reason for updating the RefOrdID Order type from the order associated with the trade Order price at time of trade Stop/Limit order price Execution Instruction from the order associated with the trade Status of order as of this trade report Order quantity at time of trade The order expiration date/time in UTC May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). Can be used to specify FX tenors. Used to specify the instrument Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap. Mutually exclusive with LegPaymentStreamFixedAmount(40327). Mutually exclusive with LegPaymentStreamRate(40326). LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream. Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap. Mutually exclusive with PaymentStreamFixedAmount(40785). Mutually exclusive with PaymentStreamRate(40784). PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap. Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). Mutually exclusive with UnderlyingPaymentStreamRate(40615). UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream. DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere. LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component. Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in MarketDisruptionEventGrp. Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap. Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. Conditionally required when StreamCommoditySecurityID(41253) is specified. Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity. Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap. Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. Conditionally required when LegStreamCommoditySecurityID(41650) is specified. Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity. Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap. Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule. If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision. The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision. Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the market depth up to specified level. Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. Conditionally required when MDStatisticDelayUnit(2463) is specified. Conditionally required when MDStatisticDelayPeriod(2462) is specified. Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). Conditionally required when MDStatisticIntervalPeriod(2466) is specified. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. Conditionally required when MDStatisticType(2456) = 5(Ratio). This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited. The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range. MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided. It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades. Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when CashSettlDateOffsetUnit(42211) is specified. Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date. The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date. The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered. LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date. OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when PaymentStreamFormulaImage(42653) is specified. Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date. The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered. UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier. UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub. UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date. MsgType = 6 Required for Cancel and Replace IOITransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152) The value zero is used if NoLegs repeating group is used Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" Required for multileg IOIs Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. MsgType = 7 Required for Cancel and Replace AdvTransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Describes the purpose of the execution report. Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Expired MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Rejected For optional use with ExecType = 8 (Rejected) Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp is used. Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 9 If CxlRejReason="Unknown order", specify "NONE". Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. Can be used to provide order id used by exchange or executing system. Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected. For optional use with OrdStatus = 0 (New) Required for rejects against orders which were submitted as part of a list. Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. MsgType = B Unique identifer for News message News items referenced by this News message Used to optionally specify the national language used for the News item. Specifies the headline text Must be set if EncodedHeadline field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Used to optionally specify the market to which this News applies. Used to optionally specify the market segment to which this News applies. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. MsgType = C Unique identifier for the email message thread Specifies the Subject text Must be set if EncodedSubject field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Type of account associated with the order (Origin) Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Useful for verifying security identification Available for optional use when Side(54) = 6(Sell short exempt). Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required for auction orders ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" $Market.Phase == "Closed" BusinessRejectRefID(379) correlates to ClOrdId(11) field in the order message !exists $Market.SecMassStatGrp[SecurityID==in.SecurityID]" ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID and ExecID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" One or more fills may occur; the first one may be synchronous. The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. MsgType = E Must be unique, by customer, for the day Should refer to an earlier program if bidding took place. e.g. Non Disclosed Model, Disclosed Model, No Bidding Process For CIV - Optional Reference to Registration Instructions message applicable to all Orders in this List. Controls when execution should begin For CIV Orders indicates order of execution.. Free-form text. Used for contingency orders. Must be set if EncodedListExecInst field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. Number of orders in this message (number of repeating groups to follow) The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. MsgType = F Required if provided on the order being cancelled. Echo back the value provided by the requester. ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Unique ID of cancel request as assigned by the institution. Required for List Orders Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request. Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). MsgType = G Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Required for List Orders TransactTime of the last state change that occurred to the original order Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt Available for optional use when Side(54) = 6(Sell short exempt). Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must match original order. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. For use in derivatives omnibus accounting For use with derivatives, such as options Required for short sell orders For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Conditionally required for auction orders. The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. MsgType = H Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Unique identifier for this allocation instruction message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. MsgType = K Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. MsgType = L Must be unique, by customer, for the day Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. MsgType = M Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The list status request message type is used by institutions to instruct the broker to generate status messages for a list. MsgType = N Total number of messages required to status complete list. Sequence number of this report message. Must be set if EncodedListStatusText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders statused in this message, i.e. number of repeating groups to follow. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. MsgType = P Optional second identifier for the allocation instruction being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Instruction Ack generated Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Instruction were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow. In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required if specified on the ExecutionRpt Required if specified on the ExecutionRpt Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. MsgType = R For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) MsgType = S Required when quote is in response to a QuoteRequest(35=R) message. Unique identifier for the bid side of the quote. Unique identifier for the ask side of the quote. Can be used when modifying an existing quote. Optionally used to supply a message identifier for a quote. Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Required for Tradeable or Counter quotes of single instruments Required for Tradeable quotes or Counter quotes of single instruments Can be used with forex quotes to specify a specific "value date". For NDFs this is required. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Required for NDFs to specify the settlement currency (fixing currency). Required for multileg quotes If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. For use in private/directed quote negotiations. The time when the quote will expire Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets SpreadOrBenchmarkCurveData component may be used to specify the benchmark. SpreadOrBenchmarkCurveData component may be used to specify the benchmark. Spread(218) may be used for a mid-spread value. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. MsgType = T Unique identifier for this message Only used when this message is used to respond to a settlement instruction request (to which this ID refers) 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Date/time this message was generated SettlInstMode != ^RequestReject Required except where SettlInstMode is 5=Reject SSI request The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request). SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Required if SubscriptionRequestType(263) = 1(Snapshot + Updates). Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). Defines the scope(s) of the request Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh). Can be used to limit the result set to the specified markets or market segments. Action to take if application level queuing exists Maximum application queue depth that must be exceeded before queuing action is taken. Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MsgType = W Total number or reports returned in response to a request. Unique identifier for the market data report. Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Can be used to define a subordinate book. Can be used to define the current depth of the book. Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a MarketDataRequest(35=V). Required for multileg quotes Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MsgType = X Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a Market Data Request. Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MsgType = Y Must refer to the MDReqID of the request. Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. MsgType = Z Required when quote is in response to a Quote Request message Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. Optionally used to supply a message identifier for a quote cancel. Identifies the type of Quote Cancel request. Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote). Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Cancel should be applied. Type of account associated with the order (Origin) The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying MsgType = a (lowercase) Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. Conditionally required when requesting status of a single security quote. Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Status Request should apply. Type of account associated with the order (Origin) Used to subscribe for Quote Status Report messages The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MsgType = b (lowercase) Required when acknowledgment is in response to a Quote Request message Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: - QuoteID(117) of a Mass Quote - QuoteMsgID(1166) of Quote Cancel - QuoteStatusReqID(649) of Quote Status Request Status of the mass quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. Type of Quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. Type of account associated with the order (Origin) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The number of sets of quotes in the message Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. MsgType = c (lowercase) Identifies the market for which the security definition request is being made. Identifies the segment of the market for which the security definition request is being made. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. MsgType = d (lowercase) Used to identify the SecurityDefinition(35=d) message. Used to identify the response to a SecurityDefinitionRequest(35=c) message. Allow result of query request to be returned to requester Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). Used to specify forms of product classifications Currency in which the price is denominated Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. MsgType = f (lowercase) Business day that the state change applies to. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Used to relay changes in the book type Used to relay changes in market depth. Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. Time of status information. Represents the price of the first fill of the trading session. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. MsgType = g (lowercase) Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of trading Trading Session Mode The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. MsgType = h (lowercase) Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) Market for which trading session applies Market Segment for which trading session applies Business day for which trading session applies to. Identifier for trading session Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. Identifies an event related to the trading status of a trading session Indicates if trading session is in fast market. TradSesStatus==^RequestRejected Use with TradSesStatus(340) = 6(Request Rejected). Starting time of the trading session Time of the opening of the trading session Time of the pre-close of the trading session Closing time of the trading session End time of the trading session Indicates how control of trading session and subsession transitions are performed Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument. The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MsgType = i (lowercase) Required when quote is in response to a Quote Request message Type of Quote Default is Indicative if not specified Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Default Bid Size for quote contained within this quote message - if not explicitly provided. Default Offer Size for quotes contained within this quote message - if not explicitly provided. The number of sets of quotes in the message Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). MsgType = j (lowercase) MsgSeqNum of rejected message The MsgType of the FIX message being referenced. Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. MsgType = k (lowercase) Required to relate the bid response Identifies the Bid Request message transaction type e.g. "Non Disclosed", "Disclosed", No Bidding Process Total number of tickets/allocations assuming fully executed Used to represent the currency of monetary amounts. Expressed in Currency Expressed in Currency Used if BidType="Non Disclosed" Used if BidType="Disclosed" Overall weighted average liquidity expressed as a % of average daily volume % value of stocks outside main country in Currency % of program that crosses in Currency Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Net/Gross Is foreign exchange required Indicates the total number of bidders on the list Used when BasisPxType = "C" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. MsgType = l (lowercase L) Number of bid repeating groups The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. MsgType = m (lowercase) Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of strike price entries The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. MsgType = o (lowercase O) Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary to which Registration relates Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of registration details in this message (number of repeating groups to follow) Number of Distribution instructions in this message (number of repeating groups to follow) The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. MsgType = p (lowercase P) Unique identifier of the original Registration Instructions details Identifies original Registration Instructions transaction type Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. MsgType = q (lowercase Q) Unique ID of Order Mass Cancel Request as assigned by the institution. Specifies the type of cancellation requested Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Can be used to specify the parties to whom the Order Mass Cancel should apply. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required for MassCancelRequestType = 8 (Cancel orders for a market) Required for MassCancelRequestType = 9 (Cancel orders for a market segment) Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). MsgType = r (lowercase R) ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. Order Mass Cancel Request Type accepted by the system Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected. Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request List of orders affected by the Order Mass Cancel Request List of orders not affected by Order Mass Cancel Request. Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Side of the market specified on the Order Mass Cancel Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. MsgType = s (lowercase S) Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. MsgType = t (lowercase T) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. MsgType = u (lowercase U) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being cancelled. Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Leg Time this order request was initiated/released by the trader, trading system, or intermediary. Used to fully cancel the remaining open quantity of a cross order. MsgType = v (lowercase V) Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Used to qualify which security types are returned Used to qualify which security type is returned Used to qualify which security types are returned The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = w (lowercase W) Identifier for the security response message The result of the security request identified by SecurityReqID Indicates total number of security types in the event that multiple Security Type messages are used to return results Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = x (lowercase X) Type of Security List Request being made Identifies a specific list Indentifies a list type Identifies the source a list type Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = y (lowercase Y) Identifies a specific Security List Entry Provides a reference to another Security List Identifies a list type Identifies the source of a list type Identifier for the Security List message Result of the Security Request identified by the SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. MsgType = z (lowercase Z) Specifies the underlying instrument Group block which contains all information for an option family. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = AA (2 A's) Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. MsgType = AB Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MsgType = AC Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. MsgType = AD Unique identifier for the trade request. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Can be used to request a specific trade report. To request a specific trade report To request all trades based on secondary execution identifier Can be used to request all trades of a specific execution type. Can be used to request all trades of a specific trade type. Can be used to request all trades of a specific trade sub type. Can be used to request all trades for a specific transfer reason. Can be used to request all trades of a specific secondary trade type. Can be used to request all trades of a specific trade link identifier. Can be used to request a trade matching a specific TrdMatchID(880). Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator Number of date ranges provided (must be 1 or 2 if specified) Can be used to request trades for a specific clearing business date. Can be used to request trades for a specific trading session. Can be used to request trades for a specific trading session. Can be used to request trades within a specific time bracket. Can be used to request trades for a specific side of a trade. Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. Can be used to requests trades that were submitted from a specific trade input source. Can be used to request trades that were submitted from a specific trade input device. Used to match specific values within Text(58) fields. The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. MsgType = AE TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified. Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a "give-up" (also known as "claim") model. Identifier for the trade capture report request associated with this trade capture report. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. Set to 'Y' if message is sent as a result of a subscription request or out of band configuration. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. The TradeReportID(571) that is being referenced for trade correction or cancelation. Market (exchange) assigned execution identifier. Can be used to indicate cabinet trade pricing. Used for acting parties that applies to the whole message, not individual legs, sides, etc. Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades Used to specify the differential price when reporting the individual leg of a spread trade. Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381). Applicable for F/X orders Applicable for F/X orders Used when clearing price differs from execution price. Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Used when reporting other than current day trades. If used then the LastPx(31) will contain the original price on the execution. Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security). Identifies a multileg execution if present and non-zero. Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades. Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values. The settlement date for the underlying instrument of a derivatives security. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. Indicates the reason that a trade report was rejected. Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. MsgType = AF Unique ID of mass status request as assigned by the institution. Specifies the scope of the mass status request Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Order Mass Status Request should apply. Account Trading Session Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders will be returned. The order mass status request message requests the status for orders matching criteria specified within the request. MsgType = AG For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Reason Quote was rejected Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote Request Reject message is used to reject Quote Request messages for all quoting models. MsgType = AH Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES Number of related symbols (instruments) in Request Used to subscribe for Quote Requests that are sent into a market Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments MsgType = AI Required when quote is in response to a Quote Request message Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Contains the BidID(390) of a single Quote(35=S). Contains the QuoteID(1867) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). Required when responding to a QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). Conditionally required when reporting status of a single security quote. Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Conditionally required for multileg quote status reports. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets Reason description for rejecting the quote. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) MsgType = AJ Unique ID as assigned by the Initiator Required only when responding to a Quote. Optionally used when responding to a Quote. Contains the QuoteReqID(131) of the QuoteRequest(35=R). Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). Required only when responding to an IOI. Default is Indicative. May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Number of underlyings Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Optional Used to identify the source of the Account code. Type of account associated with the order (Origin) Required for multileg quote response If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. For usage of this message in a negotiation or counter quote dialog for fixed income and exchanges/marketplace see Volume 7, Fixed Income and Exchanges and Markets sections respectively. MsgType = AK Unique ID for this message Mandatory if ConfirmTransType is Replace or Cancel Only used when this message is used to respond to a confirmation request (to which this ID refers) New, Cancel or Replace Denotes whether this message represents a confirmation or a trade status message Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed. Used to communicate the status of the central clearing workflow. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Time of last execution being confirmed by this message Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). The quantity being confirmed by this message (this is at a trade level, not block or order level) Account number for the trade being confirmed by this message Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income Absence of this field indicates that default precision arranged by the broker/institution is to be used Price type for the AvgPx field Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. AllocQty(80) * AvgPx(6) Optional "next coupon date" for Fixed Income Required for Fixed Income products that trade with accrued interest Required for Fixed Income products that pay lump sum interest at maturity For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Net Money at maturity if Zero Coupon and maturity value is different from par value Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. Used to identify any commission shared with a third party (e.g. directed brokerage) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Required if any miscellaneous fees are reported. The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. MsgType = AL Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. The Clearing Business Date referred to by this maintenance request The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition Boolean - if Y then indicates you are requesting a position maintenance that acting Boolean - Y indicates you are requesting rollover of prior day's spread submissions Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. MsgType = AM Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the position maintenance request associated with this report Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest. The Clearing Business Date covered by this request The business date previous to the clearing business date referred to by this maintenance request. Valuation date of the position(s) in this report. Valuation time of the position(s) in this report. Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Position Account Type of account associated with the order (Origin) Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse). Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers. Additional payments or bullet payments. Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. MsgType = AN Unique identifier for the Request for Positions as assigned by the submitter Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security The Clearing Business Date referred to by this request Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. MsgType = AO Unique identifier for this position report Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. MsgType = AP Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. Will be 7=Net Position if the report contains net position information for margin requirements. Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Total number of Position Reports being returned Result of a Request for Position Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. The Clearing Business Date referred to by this maintenance request The business date previous to the clearing business date referred to by this maintenance request. Used to identify the event or source which gave rise to a message Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. Position Account Account may also be specified through via Parties Block using Party Role 27 which signifies Account Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account Position Settlement Date Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708). Values = Final, Theoretical For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Valuation date of the position(s) in this report Valuation time of the position(s) in this report Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. Used to indicate if a Position Report is matched or unmatched Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" RegNonRegInd Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. MsgType = AQ Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Number of trade reports returned Result of Trade Request Status of Trade Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs NoLegs > 0 identifies a Multi-leg Execution Specify type of multileg reporting to be returned. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to identify the event or source which gave rise to a message The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. MsgType = AR Indicates action to take on trade. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. The TradeReportID(571) that is being referenced for trade correction or cancelation. The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation Status of trade report. Reason description for rejecting the TradeCaptureReport(35=AE). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Exchanged assigned execution identifier (trade identifier). Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). Time this message was issued by matching system, trading system or counterparty. Must be set if EncodedText(355) field is specified and must immediately precede it. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. MsgType = AS Unique identifier for this message i.e. New, Cancel, Replace Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report Optional second identifier for this allocation instruction (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Specifies the purpose or type of Allocation Report message Required for AllocStatus = 1 (rejected) Required for AllocTransType = Replace or Cancel Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal). Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates MultiLegReportType of original trade marked for allocation. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Specifies the rounded price to quoted precision. Used to identify the event or source which gave rise to a message. Specific device number, terminal number or station where trade was entered Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Sum of AllocAccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. MsgType = AT Indicates Clearing Business Date for which transaction will be settled. Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Optional second identifier for the allocation report being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Report Ack generated Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Report were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. MsgType = AU Date/Time Allocation Instruction Ack generated Required for ConfirmStatus = 1 (rejected) Denotes whether the financial details provided on the Confirmation were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. MsgType = AV Unique message ID Date/Time this request message was generated Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise. Should not be populated if StandInstDbType is populated Required if AllocAccount populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The Settlement Instruction Request message is used to request standing settlement instructions from another party. MsgType = AW Unique identifier for the Assignment report If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. Total Number of Assignment Reports being returned to a firm Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account Customer Account Type of account associated with the order (Origin) CFI Code - Market Indicator (col 4) used to indicate Market of Assignment Number of legs that make up the Security Number of legs that make up the Security "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Settlement Price of Option Values = Final, Theoretical Settlement Price of Underlying Expiration Date of Option Method under which assignment was conducted Quantity Increment used in performing assignment Open interest that was eligible for assignment Exercise Method used to in performing assignment Values = Automatic, Manual Business date of assignment Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. MsgType = AX Unique identifier for collateral request Reason collateral assignment is being requested Time until when Respondent has to assign collateral Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Instrument that was traded for which collateral is required Details of the Agreement and Deal Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. MsgType = AY Unique Identifer for collateral assignment Identifer of CollReqID to which the Collateral Assignment is in response Reason for collateral assignment Collateral Transaction Type Collateral assignment to which this transaction refers For an Initial assignment, time by which a response is expected Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY). The clearing business date of the collateral assignment. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. MsgType = AZ Unique identifer for the collateral response Conditionally required when responding to a Collateral Assignment message Identifer of CollReqID to which the Collateral Assignment is in response Conditionally required when responding to a Collateral Assignment message Collateral Transaction Type - not recommended because it causes confusion Collateral Assignment Response Type Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Tells whether security has been restricted. The clearing business date of the assignment. The date on which the transaction was entered. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date). Number of legs that make up the Security Number of legs that make up the Security Required if any miscellaneous fees are reported. The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ). The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning). Must be set if EncodedWarningText(2521) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field. Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to a Collateral Assignment message. MsgType = BA Unique Identifer for collateral report Identifier for the collateral inquiry to which this message is a reply Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. Tells whether security has been restricted. Collateral status Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The clearing business date of the report. The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA). The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to report collateral status when responding to a Collateral Inquiry message. MsgType = BB Unique identifier for this message. Number of qualifiers to inquiry Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to inquire for collateral status. MsgType = "BC" Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. MsgType = "BD" Required when NetworkStatusResponseType=2 Specifies the number of repeating CompId's This message is sent in response to a Network (Counterparty System) Status Request Message. MsgType = "BE" Can be used to hand structures etc to other API's etc This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. MsgType = "BF" Reason a request was not carried out This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. MsgType = BG Identifier for the collateral inquiry to which this message is a reply Status of the Collateral Inquiry referenced by CollInquiryID Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings Number of qualifiers to inquiry Total number of reports generated in response to this inquiry Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Trading Session in which trade occurred Trading Session Subid in which trade occurred Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. MsgType = BH Unique identifier for this message Denotes whether this message is being used to request a confirmation or a trade status message Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Account number for the trade being confirmed by this message The Confirmation Request message is used to request a Confirmation message. MsgType = BO Unique identifier for the Contrary Intention report Time the contrary intention was received by clearing organization. Indicates if the contrary intention was received after the exchange imposed cutoff time Source of the contrary intention Business date of contrary intention Clearing Organization Clearing Firm Position Account Expiration Quantities Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. MsgType = BP Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. Used to identify the SecurityDefinitionUpdateReport(35=BP) message. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. MsgType = BK Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) Identifies a specific Security List entity Provides a reference to another Security List Identifies a list type Identifies the sourec as a listype Identifier for the Security List message. Result of the Security Request identified by the SecurityReqID. Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the type of Corporate Action that triggered the update Identifies the market which lists and trades the instrument. Identifies the segment of the market specified in MarketID(96) Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. MsgType = BL Unique identifier for this Adjusted Position report The Clearing Business Date referred to by this maintenance request Position Account Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Settlement Price Prior Settlement Price Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions MsgType = BM Unique identifier for this allocation instruction alert message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" Insert here the set of "FinancingDetails" fields defined in "common components of application messages" When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0). Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Date/time when allocation is generated Identifies status of allocation. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. MsgType = BN Conditionally required if the Execution Report message contains a ClOrdID. Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. The ExecID of the Execution Report being acknowledged. Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). Conditionally required if specified on the Execution Report Conditionally Required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if DKReason = "other" The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). MsgType = BJ Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. MsgType = BI Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of Trading Trading Session Mode The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. MsgType = BQ Settlement cycle in which the settlement obligation was generated Unique identifier for this message Used to identify the reporting mode of the settlement obligation which is either preliminary or final Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Time when the Settlemnt Obligation Report was created. The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. MsgType = BR Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. MsgType = BS Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MsgType = BT Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). Conditionally required if MarketSegmentID(1300) is specified on the request Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MsgType = BU Unique identifier for each market definition message. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MsgType = BV Unique identifier for each market definition message. Specifies the action taken Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the valid base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. MsgType = CB List of users to which the notification is directed Reason for notification - when possible provide an explanation. Explanation for user notification. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. MsgType = BZ ClOrdID provided on the Order Mass Action Request. Unique Identifier for the Order Mass Action Report Order Mass Action Request Type accepted by the system Specifies the scope of the action Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 - Indicates Order Mass Action Request was rejected. Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Action Request List of orders affected by the Order Mass Action Request. List of orders not affected by the Order Mass Action Request. List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. Mutually exclusive with MarketSegmentID(1300). TradingSessionID for which orders are to be affected TradingSessionSubID for which orders are to be affected Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). Side of the market specified on the Order Mass Action Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. MsgType = CA Unique ID of Order Mass Action Request as assigned by the institution. Specifies the type of action requested Specifies the scope of the action MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). Trading Session in which orders are to be affected Can be used to specify the parties to whom the Order Mass Action should apply. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. MsgType = BW Unique identifier for request Type of Application Message Request being made Allows user to provide reason for request This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). MsgType = BX Identifier for the Application Message Request Ack Identifier of the request associated with this ACK message Total number of messages included in transmission This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. MsgType = BY Identifier for the Application Message Report If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. Type of report This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. MsgType = CC Unique identifier of the request. Type of assignment being requested. Assignment requests In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. MsgType = CD Unique identifier of the Stream Assignment Report. Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. Stream assignments he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. MsgType = CE Can be used to provide additional information regarding the assignment report, such as reject description. This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. MsgType = CH Unique identifier for this message Type of margin requirement inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time the inquiry was submitted Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MsgType = CI Unique identifier for this message Type of margin requirement inquiry Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID � specifies any errors or warnings Total number of reports generated in response to this inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Margin Requirement Inquiry. MsgType = CJ Unique identifier for this margin requirement report Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Type of report provided Total number of reports generated in response to inquiry referenced by MarginReqmtInqID Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Base currency of the margin requirement Margin requirement amounts Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. MsgType = CF May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party role(s) Scope of the query/reqeust for specific party relationship(s) The PartyDetailsListRequest is used to request party detail information. MsgType = CG Conditionally required when responding to the PartyDetailsListRequest message. Conditionally required when responding to the PartyDetailsListRequest message. The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MsgType = CK Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. MsgType = CL Scope of risk limit information. May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies) Scope of the query/request for specific party role(s). For example, "all information for PartyRole=24." Scope of the query/request for specific securities. Absence means all instruments for a given party or party role. The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. MsgType = CM Conditionally required when responding to PartyRiskLimitsRequest(35=CL). Can be used when responding to a PartyRiskLimitsRequest(35=CL). Conditionally required when responding to a PartyRiskLimitsRequest(35=CL). Optionally includes utilization (consumption) information. The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. MsgType = CN Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. MsgType = CO Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. Identifies all securities for a security list identifier. Identifies all securities for a market. Identifies all securities for a market segment. Business day that the state change applies to. Identifies all securities for a trading session. Identifies all securities for a trading sub-session. Set to "Y" if message is sent as a result of a subscription request not a snapshot request. Used to relay changes in the book type. Used to relay changes in Market Depth. Time of state change for security list. MsgType = CQ Identifies the base reporting currency used in this report. Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) Can be used to identify mark to market information for the position. The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). The Parties component and PtysSubGrp sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the SettlementAmountGrp component. Margin requirement amounts are provided using the MarginAmountData component. The current collateral values for each valid collateral type is provided using the CollateralAmountGrp component. Likewise pay/collect information is provided using the PayCollectGrp component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments. MsgType=CR Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. MsgType=CS May be used to identify the party making the request and their role. Risk limits to be enforced for given party(-ies) and related party(-ies). PartyRiskLimitDefinitionRequest is used for defining new risk limits. MsgType=CT PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. MsgType=CU May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party roles. For example, "all information for PartyRole=24". Scope of the query/request for specific securities. The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). MsgType=CV Conditionally required when responding to PartyEntitlementsRequest(35=CU). Conditionally required when responding to Party Entitlements Request. The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). 35=CW Contains the QuoteID(117) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z). Conditionally required when QuoteAckStatus(1865) = 2(Rejected). The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. The QuoteAck(35=CW) is available for optional use to acknowledge the request to cancel an individual quote (QuoteCancel(35=Z) with QuoteCancelType(298) =5(Cancel specified sinqle quote)). MsgType=CX Can be used to identify the party making the request and their role. Specifies the parties and relationships between parties to be defined, modified, or deleted. The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. MsgType=CY The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. MsgType=CZ Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies). Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). MsgType=DA Can be used to identify the party making the request and their role. Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies). The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). The PartyEntitlementsDefinitionRequestAck(35=DB) is the response message, used to indicate whether the request was accepted or rejected. MsgType=DB The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. MsgType=DC Unique identifier common for all trades included in a match event. Used when reporting other than current day trades. Time of the match event or transaction that resulted in this match report. Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used. Conditionally required when TradeReportType(856) = Submit(0). The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. MsgType=DD Identifier of the TradeMatchReport(35=DC) being acknowledged. Conditionally required when TradeMatchAckStatus(1896) = Rejected(2). The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). MsgType=DE The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message. Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. MsgType=DE Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified. Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used. Used to specify the transaction reference for this limit check request. Identifies the type of reference specified in RefOrderID(1080) for this limit check request. Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321). May be used to identify the party making the limit check request and their role. May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. MsgType=DG Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message. Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message. Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace) Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved) Optionally used to specify when the approved credit limit being reserved will expire. The trading party identified in the limit check request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. MsgType=DH Use to reduce the scope to a market Use to reduce the scope to a market segment Use to reduce the scope of instruments May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. MsgType=DI Conditionally required when responding to a PartyActionRequest(35=DH) message. Conditionally required when PartyActionResponse(2332) = 2 (Rejected). Conditionally required if present in the PartyActionRequest(35=DH) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MsgType=DJ Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. This is party information related to the submitter. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. The behavior of individual orders within a MassOrder(35=DJ) may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest (35=G) and OrderCancelRequest(35=F). Each of the orders in the MassOrder(35=DJ) are to be treated as stand-alone individual orders. MsgType=DK For use in drop copy applications. NOT FOR USE in transactional applications. Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. Unique identifier of MassOrder(35=DJ) message as assigned by the receiver Message level request status Message level request result Level of response requested from receiver of MassOrder (35=DJ) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. The content of the acknowledgement depends on the setting of the field OrderResponseLevel(2427) in the MassOrder(35=DJ) message. Only the order status is provided and not the immediate executions which would lead to ExecutionReport messages. MsgType = DL Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer. Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. MsgType=DM The identifier of the PositionTransferInstruction(35=DL) this message is responding to. Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent. Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. The PositionTransferInstructionAck(35=DM) is intended to be a technical acknowledgment, not a business level acknowledgment which would instead be provided by the PositionTransferReport(35=DN) message. As such, TransferID(2437), a business level ID assigned by the CCP, need not be assigned when providing a technical acknowledgment to a new or rejected position transfer request. MsgType = DN Conditionally required when sent in response to a PositionTransferInstruction(35=DM). Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MsgType=DO Unique message identifier for the request or the identifier of a previous request when unsubscribing. Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. Used to specify the business date. Used to specify a single market. Used to specify a single market segment. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Used to reference an entire group of instruments for which a single set of statistics is to be calculated. Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. Used to specify the parameters for the calculation of statistics. Time that the request was submitted. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp. Fields specified in the request are used as filter criteria to restrict the resulting data returned. MsgType = DP Unique message identifier for the report. Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies the resulting statistics information and corresponding statistical parameters. Time that the report was provided. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. Identifer of the CollateralReport(35=BA) being acknowledged. Conditionally required when CollRptStatus(2488) = 2 (Rejected). Conditionally required when CollRptStatus(2488) = 2 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MsgType = DR Unique identifier for MarketDataReport(35=DR). The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle. \ No newline at end of file + Orchestra Example Millennium IT FIX Trading Community Copyright 2019, FIX Protocol, Limited 2019-01-09T16:09:16.904-06:00 Repository 2016 Edition The default scenario Order expired after time-in-force Request rejected Order executed Trading of shares Trading of equity options Large size, range, or precision Small size, range, or precision Buy Sell Trade Cross Broker's side of advertised trade New Cancel Replace Identifies advertisement message transaction type Amount per unit Implying shares, par, currency, physical unit etc. Use CommissionUnitOfMeasure(1238) to clarify for commodities. Percent Absolute Total monetary amount. Percentage waived, cash discount basis For use with CIV buy orders. Percentage waived, enhanced units basis For use with CIV buy orders. Points per bond or contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention, e.g. 1000 par for bonds. Basis points The commission is expressed in basis points in reference to the gross price of the reference asset. Amount per contract Specify ContractMultiplier(231) in the Instrument component if the security is denominated in a size other than the market convention. Specifies the basis or unit used to calculate the total commission based on the rate. Stay on offer side Not held Work Go along Over the day Held Participate don't initiate Strict scale Try to scale Stay on bid side No cross Cross is forbidden. OK to cross Call first Percent of volume Indicates that the sender does not want to be all of the volume on the floor vs. a specific percentage. Do not increase - DNI Do not reduce - DNR All or none - AON Reinstate on system failure Mutually exclusive with Q and l (lower case L). Institutions only Reinstate on trading halt Mutually exclusive with K and m. Cancel on trading halt Mutually exclusive with J and m. Last peg (last sale) Mid-price peg (midprice of inside quote) Non-negotiable Opening peg Market peg Cancel on system failure Mutually exclusive with H and l(lower case L). Primary peg Primary market - buy at bid, sell at offer. Suspend Fixed peg to local best bid or offer at time of order Customer display instruction Used in US Markets for: SEC Rule 11Ac1-1/4. Netting (for Forex) Peg to VWAP Trade along Try to stop Cancel if not best Trailing stop peg Strict limit No price improvement. Ignore price validity checks Peg to limit price Work to target strategy Intermarket sweep External routing allowed External routing not allowed Imbalance only Single execution requested for block trade Best execution Suspend on system failure Mutually exclusive with H and Q. Suspend on trading halt Mutually exclusive with J and K. Reinstate on connection loss Mutually exclusive with o and p. Cancel on connection loss Mutually exclusive with n and p. Suspend on connection loss Mutually exclusive with n and o. Release Mutually exclusive with S and w. Execute as delta neutral using volatility provided Execute as duration neutral Execute as FX neutral Minimum guaranteed fill eligible Bypass non-displayed liquidity Lock Mutually exclusive with q. Ignore notional value checks Trade at reference price In the context of Reg NMS and the Tick Size Pilot Program, this is intended to indicate the order should Trade At Intermarket Sweep Order (TAISO) price. Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Automated execution order, private, no Broker intervention Automated execution order, public, Broker intervention OK Manual order, best execution Instructions for order handling on Broker trading floor CUSIP SEDOL QUIK ISIN number RIC code ISO Currency Code ISO Country Code Exchange symbol Consolidated Tape Association (CTA) Symbol (SIAC CTS/CQS line format) Bloomberg Symbol Wertpapier Dutch Valoren Sicovam Belgian "Common" (Clearstream and Euroclear) Clearing house / Clearing organization ISDA/FpML product specification (XML in SecurityXML(1185)) Option Price Reporting Authority ISDA/FpML product URL (URL in SecurityID(48)) Letter of credit Marketplace-assigned Identifier Markit RED entity CLIP Markit RED pair CLIP CFTC commodity code ISDA Commodity Reference Price Financial Instrument Global Identifier An Object Management Group (OMG) standard. Also referred to as FIGI. Formerly known as "Bloomberg Open Symbology BBGID". Legal entity identifier Synthetic Used to specify that the security identifier is synthetic for linking nested underliers when there is no market identifier for the collection. Identifies class or source of the SecurityID(48) value. High Low Medium Relative quality of indication Small Medium Large Undisclosed Quantity Quantity (e.g. number of shares) in numeric form or relative size. New Cancel Replace Identifies IOI message transaction type Agent Cross as agent Cross as principal Principal Broker capacity in order execution Heartbeat The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received. TestRequest The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID. ResendRequest The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process. Reject The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data which successfully passes de-encryption, CheckSum and BodyLength checks. SequenceReset The sequence reset message is used by the sending application to reset the incoming sequence number on the opposing side. Logout The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition. IOI Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. Advertisement Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. ExecutionReport The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade OrderCancelReject The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. Logon The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session. News The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. Email The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. NewOrderSingle The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. NewOrderList The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. OrderCancelRequest The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). OrderCancelReplaceRequest The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. OrderStatusRequest The order status request message is used by the institution to generate an order status message back from the broker. AllocationInstruction The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. ListCancelRequest The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. ListExecute The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. ListStatusRequest The list status request message type is used by institutions to instruct the broker to generate status messages for a list. ListStatus The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. AllocationInstructionAck In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. DontKnowTrade The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. QuoteRequest In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) Quote The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. SettlementInstructions The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MarketDataRequest Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MarketDataSnapshotFullRefresh The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MarketDataIncrementalRefresh The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MarketDataRequestReject The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. QuoteCancel The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying QuoteStatusRequest The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MassQuoteAck Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. SecurityDefinitionRequest The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. SecurityDefinition The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. SecurityStatusRequest The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. SecurityStatus The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. TradingSessionStatusRequest The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. TradingSessionStatus The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MassQuote The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). BusinessMessageReject The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. BidRequest The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. BidResponse The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. ListStrikePrice The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. XMLnonFIX RegistrationInstructions The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. RegistrationInstructionsResponse The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. OrderMassCancelRequest The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). OrderMassCancelReport The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. NewOrderCross Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. CrossOrderCancelReplaceRequest Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. CrossOrderCancelRequest Used to fully cancel the remaining open quantity of a cross order. SecurityTypeRequest The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityTypes The Security Type Request message is used to return a list of security types available from a counterparty or market. SecurityListRequest The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request SecurityList The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. DerivativeSecurityListRequest The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request DerivativeSecurityList The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. NewOrderMultileg The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MultilegOrderCancelReplace Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. TradeCaptureReportRequest The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. TradeCaptureReport The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. OrderMassStatusRequest The order mass status request message requests the status for orders matching criteria specified within the request. QuoteRequestReject The Quote Request Reject message is used to reject Quote Request messages for all quoting models. RFQRequest In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments QuoteStatusReport The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) QuoteResponse The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. Confirmation The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. PositionMaintenanceRequest The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. PositionMaintenanceReport The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. RequestForPositions The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. RequestForPositionsAck The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. PositionReport The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. TradeCaptureReportRequestAck The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. TradeCaptureReportAck The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. AllocationReport Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. AllocationReportAck The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. ConfirmationAck The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. SettlementInstructionRequest The Settlement Instruction Request message is used to request standing settlement instructions from another party. AssignmentReport Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. CollateralRequest An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. CollateralAssignment Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. CollateralResponse Used to respond to a Collateral Assignment message. CollateralReport Used to report collateral status when responding to a Collateral Inquiry message. CollateralInquiry Used to inquire for collateral status. NetworkCounterpartySystemStatusRequest This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. NetworkCounterpartySystemStatusResponse This message is sent in response to a Network (Counterparty System) Status Request Message. UserRequest This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. UserResponse This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. CollateralInquiryAck Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. ConfirmationRequest The Confirmation Request message is used to request a Confirmation message. ContraryIntentionReport The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. SecurityDefinitionUpdateReport This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. SecurityListUpdateReport The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. AdjustedPositionReport Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions AllocationInstructionAlert This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. ExecutionAck The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). TradingSessionList The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. TradingSessionListRequest The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. SettlementObligationReport The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. DerivativeSecurityListUpdateReport The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. TradingSessionListUpdateReport The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MarketDefinitionRequest The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MarketDefinition The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MarketDefinitionUpdateReport In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. ApplicationMessageRequest This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). ApplicationMessageRequestAck This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. ApplicationMessageReport This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. OrderMassActionReport The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. OrderMassActionRequest The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. UserNotification The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. StreamAssignmentRequest In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. StreamAssignmentReport he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. StreamAssignmentReportACK This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. PartyDetailsListRequest The PartyDetailsListRequest is used to request party detail information. PartyDetailsListReport The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MarginRequirementInquiry The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MarginRequirementInquiryAck Used to respond to a Margin Requirement Inquiry. MarginRequirementReport The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. PartyDetailsListUpdateReport The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. PartyRiskLimitsRequest The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. PartyRiskLimitsReport The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. SecurityMassStatusRequest SecurityMassStatus AccountSummaryReport The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). PartyRiskLimitsUpdateReport The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. PartyRiskLimitsDefinitionRequest PartyRiskLimitDefinitionRequest is used for defining new risk limits. PartyRiskLimitsDefinitionRequestAck PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. PartyEntitlementsRequest The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). PartyEntitlementsReport The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). QuoteAck The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. PartyDetailsDefinitionRequest The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. PartyDetailsDefinitionRequestAck The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. PartyEntitlementsUpdateReport The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). PartyEntitlementsDefinitionRequest The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). PartyEntitlementsDefinitionRequestAck The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. TradeMatchReport The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. TradeMatchReportAck The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). PartyRiskLimitsReportAck PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. PartyRiskLimitCheckRequest PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. PartyRiskLimitCheckRequestAck PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. PartyActionRequest The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. PartyActionReport Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MassOrder The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. MassOrderAck The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. PositionTransferInstruction The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. PositionTransferInstructionAck The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. PositionTransferReport The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MarketDataStatisticsRequest The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. MarketDataStatisticsReport The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. CollateralReportAck CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MarketDataReport The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** New Partially filled Filled Done for day Canceled Replaced (No longer used) Pending Cancel (i.e. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Accepted for Bidding Pending Replace (i.e. result of Order Cancel/Replace Request) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Market Limit Stop/Stop Loss. A stop order that is triggered as a result of a trade in the market at which point the stopped order becomes a market order. Stop Limit. A stop limit order that is triggered as a result of a trade in the market at which point the stopped order becomes a limit order. Market On Close (No longer used) With Or Without Limit Or Better Limit With Or Without On Basis On Close (No longer used) Limit On Close (No longer used) Forex Market (No longer used) Previously Quoted Previously Indicated Forex Limit (No longer used) Forex Swap Forex Previously Quoted (No longer used) Funari (Limit day order with unexecuted portion handles as Market On Close. E.g. Japan) Market If Touched (MIT) Market With Left Over as Limit (market order with unexecuted quantity becoming limit order at last price) Previous Fund Valuation Point (Historic pricing; for CIV) Next Fund Valuation Point (Forward pricing; for CIV) Pegged Counter-order selection Stop on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a market order, also known as "stop on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Stop Limit on Bid or Offer A stop order that is triggered by a bid or offer price movement (quote) at which point the stopped order becomes a limit order, also known as "stop limit on quote" in some markets (e.g. US markets). In the US equities market it is common to trigger a stop off the National Best Bid or Offer (NBBO). Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Original transmission Possible duplicate Indicates possible retransmission of message with this sequence number Buy Sell Buy minus Sell plus Sell short Sell short exempt Undisclosed Cross (orders where counterparty is an exchange, valid for all messages except IOIs) Cross short Cross short exempt "As Defined" (for use with multileg instruments) "Opposite" (for use with multileg instruments) Subscribe (e.g. CIV) Redeem (e.g. CIV) Lend (FINANCING - identifies direction of collateral) Borrow (FINANCING - identifies direction of collateral) Side of order (see Volume : "Glossary" for value definitions) Day (or session) Good Till Cancel (GTC) At the Opening (OPG) Immediate Or Cancel (IOC) Fill Or Kill (FOK) Good Till Crossing (GTX) Good Till Date (GTD) At the Close Good Through Crossing At Crossing Good for Time (GFT) Good for auction (GFA) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Normal Flash Background Urgency flag Regular / FX Spot settlement (T+1 or T+2 depending on currency) Cash (TOD / T+0) Next Day (TOM / T+1) T+2 T+3 T+4 Future When And If Issued Sellers Option T+5 Broken date Use within FX to specify a non-standard tenor. The use of SettlDate(64) is required to specify the actual settlement date when SettlType(63) = b (Broken Date). FX Spot Next settlement (Spot+1, aka next day) Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. EUCP with lump-sum interest rather than discount price "When Issued" for a security to be reissued under an old CUSIP or ISIN Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. New Replace Cancel Preliminary (without MiscFees and NetMoney) (Removed/Replaced) Calculated (includes MiscFees and NetMoney) (Removed/Replaced) Calculated without Preliminary (sent unsolicited by broker, includes MiscFees and NetMoney) (Removed/Replaced) Reversal Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Close FIFO Open Rolled Close but notify on open Default Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Regular Soft Dollar Step-In Step-Out Soft-dollar Step-In Soft-dollar Step-Out Plan Sponsor Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Accepted (successfully processed) Block level reject Account level reject Received (received not yet processed) Incomplete Rejected by intermediary Allocation pending Reversed Cancelled by intermediary Claimed Refused Pending give-up approval Cancelled Pending take-up approval Reversal pending Identifies status of allocation. Unknown or missing account(s) Incorrect or missing block quantity Incorrect or missing average price Unknown executing broker mnemonic Incorrect or missing commission Unknown OrderID (37) Unknown ListID (66) Other (further in Text (58)) Incorrect or missing allocated quantity Calculation difference Unknown or stale ExecID Mismatched data Unknown ClOrdID Warehouse request rejected Duplicate or missing IndividualAllocId(467) Trade not recognized Trade previously allocated Incorrect or missing instrument Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing settlement instructions Incorrect or missing fees Incorrect or missing tax Unknown or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrrect or missing ProcessCode(81) Other Use Text(58) for further reject reasons. Identifies reason for rejection. New Reply Admin Reply Email message type. Original Transmission Possible Resend Indicates that message may contain information that has been sent under another sequence number. Too late to cancel Unknown order Broker / Exchange Option Order already in Pending Cancel or Pending Replace status Unable to process Order Mass Cancel Request OrigOrdModTime (586) did not match last TransactTime (60) of order Duplicate ClOrdID (11) received Price exceeds current price Price exceeds current price band Invalid price increment Other Code to identify reason for cancel rejection. Broker / Exchange option Unknown symbol Exchange closed Order exceeds limit Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Duplicate of a verbally communicated order Stale order Trade along required Invalid Investor ID Unsupported order characteristic Surveillance option Incorrect quantity Incorrect allocated quantity Unknown account(s) Price exceeds current price band Invalid price increment Reference price not available Notional value exceeds threshold Algorithm risk threshold breached A sell-side broker algorithm has detected that a risk limit has been breached which requires further communication with the client. Used in conjunction with Text(58) to convey the details of the specific event. Short sell not permitted Short sell rejected due to security pre-borrow restriction Short sell rejected due to account pre-borrow restriction Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. All or None (AON) Market On Close (MOC) (held to close) At the close (around/not held to close) VWAP (Volume Weighted Average Price) In touch with Limit More Behind At the Open Taking a Position At the Market (previously called Current Quote) Ready to Trade Inventory or Portfolio Shown Through the Day Versus Indication - Working Away Crossing Opportunity At the Midpoint Pre-open Axe Indicates that a quote is an Axe, without specifying a side preference. Mutually exclusive with F(Axe on bid) and G(Axe on offer). Axe on bid Indicates that a quote is an Axe, with a preference to execute on the bid side. Mutually exclusive with E(Axe) and G (Axe on offer) Axe on offer Indicates that a quote is an Axe, with a preference to execute on the offer side. Mutually exclusive with E(Axe) and F (Axe on bid) Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Indicates the party sending message will report trade Indicates the party receiving message must report trade Identifies party of trade responsible for exchange reporting. Indicates the broker is not required to locate Indicates the broker is responsible for locating the stock Indicates whether the broker is to locate the stock in conjunction with a short sell order. Do Not Execute Forex After Security Trade Execute Forex After Security Trade Indicates request for forex accommodation trade to be executed along with security transaction. Unknown security Wrong side Quantity exceeds order No matching order Price exceeds limit Calculation difference No matching ExecutionReport(35=8) Other Reason for execution rejection. Not Natural Natural Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Regulatory (e.g. SEC) Tax Local Commission DEPRECATE - use <CommissionDataGrp> component instead Exchange Fees Stamp Levy Other Markup Consumption Tax Per transaction Conversion Agent Transfer Fee Security Lending Trade reporting Trade reporting [Elaboration: The fee charged to recover the cost of trade reporting, e.g. corporate bonds and structured products reported to FINRA TRACE. Tax on principal amount Tax on accrued interest amount New issuance fee Service fee Odd lot fee Auction fee Value Added tax - VAT Sales tax Indicates type of miscellaneous fee. New Done for day Canceled Replaced Pending Cancel (e.g. result of Order Cancel Request) Stopped Rejected Suspended Pending New Calculated Expired Restated (Execution Report sent unsolicited by sellside, with ExecRestatementReason (378) set) Pending Replace (e.g. result of Order Cancel/Replace Request) Trade (partial fill or fill) Trade Correct Trade Cancel Order Status Trade in a Clearing Hold Trade has been released to Clearing Triggered or Activated by System Locked Released Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Multiply Divide Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Default (Replaced) Standing Instructions Provided Specific Allocation Account Overriding (Replaced) Specific Allocation Account Standing (Replaced) Specific Order for a single account (for CIV) Request reject Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** New Cancel Replace Restate Settlement Instructions message transaction type Broker's Instructions Institution's Instructions Investor (e.g. CIV use) Indicates source of Settlement Instructions US Treasury Note (Deprecated Value Use TNOTE) US Treasury Bill (Deprecated Value Use TBILL) Euro Supranational Coupons * Federal Agency Coupon Federal Agency Discount Note Private Export Funding * USD Supranational Coupons * Corporate Bond Corporate Private Placement Convertible Bond Dual Currency Euro Corporate Bond Euro Corporate Floating Rate Notes US Corporate Floating Rate Notes Indexed Linked Structured Notes Yankee Corporate Bond Foreign Exchange Contract Non-deliverable forward FX Spot FX Forward FX Swap Cap In an interest rate cap, the buyer receives payments at the end of each period in which the rate indec exceeds the agreed strike rate. Credit Default Swap Collar In an interest rate collar, this is a combination of a cap and a floor. Commodity swap Exotic Options on Combo Floor In an interest rate floor, the buyer receives payments at the end of each period in which the rate index is below the agreed strike rate. Forward Rate Agreement Future Derivative forward Interest Rate Swap Total return swap Loan/lease Options on Futures Options on Physical - use not recommended Option Spot forward Swap option Transmission General type for a contract based on an established index Bond basket Contract for difference Correlation swap Dividend swap Equity basket Equity forward Return swap Variance swap Common Stock Preferred Stock Repurchase Forward Buy Sellback Securities Loan Securities Pledge Delivery versus pledge Collateral basket A collection of securities held as collateral in the customer's collateral fund. The collateral fund is usually managed by a custodian. Brady Bond Canadian Treasury Notes Canadian Treasury Bills Euro Sovereigns * Canadian Provincial Bonds Treasury Bill - non US US Treasury Bond Interest Strip From Any Bond Or Note US Treasury Bill Treasury Inflation Protected Securities Principal Strip Of A Callable Bond Or Note Principal Strip From A Non-Callable Bond Or Note US Treasury Note Term Loan Revolver Loan Revolver/Term Loan Bridge Loan Letter Of Credit Swing Line Facility Debtor In Possession Defaulted Withdrawn Replaced Matured Amended & Restated Retired Bankers Acceptance Bank Depository Note Bank Notes Bill Of Exchanges Canadian Money Markets Certificate Of Deposit Call Loans Commercial Paper Deposit Notes Euro Certificate Of Deposit Euro Commercial Paper Liquidity Note Medium Term Notes Overnight Promissory Note Short Term Loan Note Plazos Fijos Secured Liquidity Note Time Deposit Term Liquidity Note Extended Comm Note Yankee Certificate Of Deposit Asset-backed Securities Canadian Mortgage Bonds Corp. Mortgage-backed Securities Collateralized Mortgage Obligation IOETTE Mortgage Mortgage-backed Securities Mortgage Interest Only Mortgage Principal Only Mortgage Private Placement Miscellaneous Pass-through Pfandbriefe * To Be Announced Other Anticipation Notes (BAN, GAN, etc.) Certificate Of Obligation Certificate Of Participation General Obligation Bonds Mandatory Tender Revenue Anticipation Note Revenue Bonds Special Assessment Special Obligation Special Tax Tax Anticipation Note Tax Allocation Tax Exempt Commercial Paper Taxable Municipal CP Tax Revenue Anticipation Note Variable Rate Demand Note Warrant Mutual Fund Multileg Instrument No Security Type Wildcard entry for use on Security Definition Request Cash Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Other DTC SID Thomson ALERT A Global Custodian (StandInstDBName (70) must be provided) AccountNet Identifies the Standing Instruction database used "Versus. Payment": Deliver (if Sell) or Receive (if Buy) vs. (Against) Payment "Free": Deliver (if Sell) or Receive (if Buy) Free Tri-Party Hold In Custody Identifies type of settlement FX Netting FX Swap Identifies the type of Allocation linkage when AllocLinkID (96) is used. Put Call Indicates whether an option contract is a put or call Covered Uncovered Used for derivative products, such as options Details should not be communicated Details should be communicated Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Match Forward Forward and Match Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Target Firm Target List Block Firm Block List Target Person Block Person Indicates the type of RoutingID (217) specified. EONIA EUREPO EURIBOR (deprecated use enum EURIBOR instead) Deprecated use of EURIBOR for the enumeration. FutureSWAP LIBID LIBOR (London Inter-Bank Offer) MuniAAA OTHER Pfandbriefe SONIA SWAP Treasury US Federal Reserve fed funds effective rate US Federal Reserve fed funds effective rate or the weighted average of the actual negotiated rates banks pay each other to to borrow funds. US fed funds target rate Fed funds target rate as determined by the US Federal Reserve Federal Open Market Committee. Euro interbank offer rate Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Alternative Minimum Tax (Y/N) Auto Reinvestment at <rate> or better Bank qualified (Y/N) Bargain conditions (see StipulationValue (234) for values) Coupon range ISO Currency Code Custom start/end date Geographics and % range (ex. 234=CA 0-80 [minimum of 80% California assets]) Valuation Discount Insured (Y/N) Year Or Year/Month of Issue (ex. 234=2002/09) Issuer's ticker issue size range Lookback Days Explicit lot identifier Lot Variance (value in percent maximum over- or under-allocation allowed) Maturity Year And Month Maturity range Maximum substitutions (Repo) Minimum denomination Minimum increment Minimum quantity Payment frequency, calendar Number Of Pieces Pools Maximum Pools per Lot Pools per Million Pools per Trade Price Range Pricing frequency Production Year Call protection Purpose Benchmark price source Rating source and range Type Of Redemption - values are: NonCallable, Prefunded, EscrowedToMaturity, Putable, Convertible Restricted (Y/N) Market Sector Security Type included or excluded Structure Substitutions frequency (Repo) Substitutions left (Repo) Freeform Text Trade Variance (value in percent maximum over- or under-allocation allowed) Weighted Average Coupon - value in percent (exact or range) plus "Gross" or "Net" of servicing spread (the default) (ex. 234=6.5-Net [minimum of 6.5% net of servicing fee]) Weighted Average Life Coupon - value in percent (exact or range) Weighted Average Loan Age - value in months (exact or range) Weighted Average Maturity - value in months (exact or range) Whole Pool (Y/N) Yield Range Original amount The original issued amount of a mortgage backed security or other loan/asset backed security. Pool effective date Pool initial factor For morttgage backed securities, the part of the mortgage that is outstanding on trade inception, i.e. has not been repaid yet as principal. It is expressed as a multiplier factor to the mortgage: where 1 means that the whole mortage amount is outstanding, 0.8 means that80% remains to be repaid and 20% has been repaid. Tranche identifier Identifies the tranche of a mortgage backed security, loan, collateralized mortgage obligation or similar securities that can be split into different risk or maturity (for example) classes. Substitution (Y/N) Indicates whether substitution is applicable (Y) or (N). Multiple exchange fallback (Y/N) For an index option transaction, indicates whether a relevant "Multiple Exchange Index Annex" is applicable (Y) to the transaction or not (N). This annex defines additional provisions which are applicable where an index is comprised of component securities that are traded on multiple exchanges. Component security fallback (Y/N) For an index option transaction, indicates whether a relevant "Component Security Index Annex" is applicable (Y) to the transaction or not (N). Local jurisdiction (Y/N) "Local Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties, and similar charges) imposed by the taxing authority of the local jurisdiction. Relevant jurisdiction (Y/N) "Relevant Jurisdiction" is used in the AEJ Master Confirmation to determine applicability (Y), or not (N), of local taxes (including taxes, duties and similar charges) that would be imposed by the taxing authority of the "country of underlier" on a "hypothetical broker dealer" assuming that the applicable hedge positions are held by its office in the Relevant Jurisdiction. Incurred recovery (Y/N) Specifies whether incurred recovery is applicable (Y) or not (N). Outstanding Swap Notional Amount is defined at any time on any day, as the greater of: (a) Zero; If Incurred Recovery Amount Applicable: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts and all Incurred Recovery Amounts (if any) determined under this Confirmation at or prior to such time.Incurred Recovery Amount not populated: (b) The Original Swap Notional Amount minus the sum of all Incurred Loss Amounts determined under this Confirmation at or prior to such time. 2009 CDX Tranche Terms. Additional term Used for representing information contained in the Additional Terms field of the 2003 Master Credit Derivatives confirm. Modified equity delivery Indicates whether delivery of selected obligationshaving an amountgreater than the reference entity notional amount is allowed (Y) or (N). 2005 iTraxx tranched Transactions Standard Terms Supplement. No reference obligation (Y/N) When specified as "Y" this indicates that there is no Reference Obligation associated with this Credit Default Swap and that there will never be one. 2003 ISDA Credit Derivatives Definitions. Unknown reference obligation (Y/N) When specified as "Y" this indicates that the Reference obligation associated with the Credit Default Swap is currently not known. This is not valid for Legal Confirmation purposes, but is valid for earlier stages in the trade life cycle (e.g. Broker Confirmation). 2003 FpML-CD-4.0. All guarantees (Y/N) Indicates whether an obligation of the Reference Entity, guaranteed by the Reference Entity on behalf of a non-Affiliate, is to be considered an Obligation for the purpose of the transaction (Y) or (N). ISDA 2003 Term: All Guarantees. Reference price (Y/N) Specifies the reference price expressed as a percentage between 0 and 1 (e.g. 0.05 is 5%). The reference price is used to determine (a) for physically settled trades, the Physical Settlement Amount, which equals the Floating Rate Payer Calculation Amount times the Reference Price and (b) for cash settled trades, the Cash Settlement Amount, which equals the greater of (i) the difference between the Reference Price and the Final Price and (ii) zero. ISDA 2003 Term: Reference Price. Reference policy (Y/N) Indicates whether the reference obligation is guaranteed (Y), or not (N), under a reference policy. If the Reference Obligation is guaranteed under a Reference Policy, and such Reference Policy by its terms excludes any component of the Expected Principal Amount for purposes of determining the liability of the relevant Insurer, or the Insurer is otherwise not required to pay any such amounts under the terms of the Reference Policy, the relevant component or amount shall also be excluded for purposes of determining the Expected Principal Amount with respect to any determination of Principal Shortfall hereunder. 2006 ISDA CDS on MBS Terms. Secured list (Y/N) Specifies whether a list of Syndicated Secured Obligations (also known as the Relevant Secured List) exists (Y), or not (N), for the Reference Entity. With respect to any day, the list of Syndicated Secured Obligations of the Designated Priority of the Reference Entity published by Markit Group Limited or any successor thereto appointed by the Specified Dealers (the "Secured List Publisher") on or most recently before such day, which list is currently available at [http://www.markit.com]. ISDA 2003 Term: Relevant Secured List. Average FICO Score Average Loan Size Maximum Loan Balance Pool Identifier Type of Roll trade reference to rolling or closing trade principal of rolling or closing trade interest of rolling or closing trade Available offer quantity to be shown to the street Broker's sales credit Offer price to be shown to internal brokers Offer quantity to be shown to internal brokers The minimum residual offer quantity Maximum order size Order quantity increment Primary or Secondary market indicator Broker sales credit override Trader's credit Discount Rate (when price is denominated in percent of par) Yield to Maturity (when YieldType(235) and Yield(236) show a different yield) Absolute Prepayment Speed Constant Prepayment Penalty Constant Prepayment Rate Constant Prepayment Yield final CPR of Home Equity Prepayment Curve Percent of Manufactured Housing Prepayment Curve Monthly Prepayment Rate Percent of Prospectus Prepayment Curve Percent of BMA Prepayment Curve Single Monthly Mortality For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) After Tax Yield (Municipals) Annual Yield Yield At Issue (Municipals) Yield To Avg Maturity Book Yield Yield to Next Call Yield Change Since Close Closing Yield Compound Yield Current Yield Gvnt Equivalent Yield True Gross Yield Yield with Inflation Assumption Inverse Floater Bond Yield Most Recent Closing Yield Closing Yield Most Recent Month Closing Yield Most Recent Quarter Closing Yield Most Recent Year Yield to Longest Average Life Mark to Market Yield Yield to Maturity Yield to Next Refund (Sinking Fund Bonds) Open Average Yield Previous Close Yield Proceeds Yield Yield to Next Put Semi-annual Yield Yield to Shortest Average Life Simple Yield Tax Equivalent Yield Yield to Tender Date True Yield Yield Value Of 1/32 Yield To Worst Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Not Traded Flat Traded Flat Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Snapshot Snapshot + Updates (Subscribe) Disable previous Snapshot + Update Request (Unsubscribe) Subscription Request Type Full refresh Incremental refresh Specifies the type of Market Data update. book entries to be aggregated book entries should not be aggregated Specifies whether or not book entries should be aggregated. (Not specified) = broker option Bid Offer Trade Index value A reference stock index (e.g. DJIA) or benchmark rate (e.g. LIBOR). Opening price Closing price Settlement price Trading session high price Trading session low price Trading session Volume Weighted Average Price (VWAP) Imbalance Trade volume Open interest Composite underlying price Simulated sell price Simulated buy price Margin rate Mid-price Empty book Settle high price Settle low price Prior settle price Session high bid Session low offer Early prices Auction clearing price Swap Value Factor (SVF) for swaps cleared through a central counterparty (CCP) Daily value adjustment for long positions Cumulative value adjustment for long positions Daily value adjustment for short positions Cumulative value adjustment for short positions Fixing price Cash rate Recovery rate Recovery rate for long positions Recovery rate for short positions Market bid Market offer Short sale minimum price Previous closing price Type of market data entry. Plus Tick Zero-Plus Tick Minus Tick Zero-Minus Tick Direction of the "tick". Open/Active Closed/Inactive Exchange Best Consolidated Best Locked Crossed Depth Fast Trading Non-Firm Manual/Slow Quote Outright Price Implied Price Depth on Offer Depth on Bid Closing News Dissemination Trading Range Order Influx Due to Related News Pending Additional Info Additional Info due to related Resume View of Common Volume Alert Order Imbalance Equipment Changeover No Open / No Resume Regular ETH Automatic Execution Automatic Execution ETH Fast Market ETH Inactive ETH Rotation Rotation ETH Halt Halt ETH Due to News Dissemination Due to News Pending Trading Resume Out of Sequence Bid Specialist Offer Specialist Bid Offer Specialist End of Day SAM Forbidden SAM Frozen SAM PreOpening SAM Opening SAM Open SAM Surveillance SAM Suspended SAM Reserved SAM No Active SAM Restricted Rest of Book VWAP Better Prices in Conditional Orders Median Price Full Curve Flat Curve Space-delimited list of conditions describing a quote. Cash (only) Market Average Price Trade Cash Trade (same day clearing) Next Day (only)Market Opening/Reopening Trade Detail Intraday Trade Detail Rule 127 Trade (NYSE) Rule 155 Trade (AMEX) Sold Last (late reporting) Next Day Trade (next day clearing) Opened (late report of opened trade) Seller Sold (out of sequence) Stopped Stock (guarantee of price but does not execute the order) Imbalance More Buyers (cannot be used in combination with Q) Imbalance More Sellers (cannot be used in combination with P) Opening Price Bargain Condition (LSE) Converted Price Indicator Exchange Last Final Price of Session Ex-pit Crossed Trades resulting from manual/slow quote Trades resulting from intermarket sweep Volume Only Direct Plus Acquisition Bunched Distribution Bunched Sale Split Trade Cancel Stopped Cancel ETH Cancel Stopped ETH Out of Sequence ETH Cancel Last ETH Sold Last Sale ETH Cancel Last Sold Last Sale Cancel Open Cancel Open ETH Opened Sale ETH Cancel Only Cancel Only ETH Late Open ETH Auto Execution ETH Reopen Reopen ETH Adjusted Adjusted ETH Spread Spread ETH Straddle Straddle ETH Stopped Stopped ETH Regular ETH Combo Combo ETH Official Closing Price Prior Reference Price Cancel Stopped Sold Last Stopped Out of Sequence Offical Closing Price (duplicate enumeration - use 'AJ' instead) Crossed (duplicate enumeration - use 'X' instead) Fast Market Automatic Execution Form T Basket Index Burst Basket Trade through exempt Trade ignored prices on away markets. Quote spread Last auction price Trade represents outcome of last auction High price Trade establishes new high price for the session Low price Trade establishes new low price for the session Systematic internalizer Trade conducted by systematic internalizer Away market Trade conducted on away market Mid-point price Trade represents current midpoint price Traded before issue date Trade conducted during subscription phase of new issue Previous closing price Trade represents closing price of previous business day National Best Bid and Offer Trade price within National Best Bid and Offer (NBBO) Implied Trade Marketplace entered trade Multi-asset class multileg trade Multileg-to-Multileg Trade Short Sale Minimum Price Benchmark Market Model Typology (MMT) terminology: The "benchmark" price depends on a benchmark which has no current price but derived from a time series such as a VWAP. Type of market data entry. New Change Delete Delete Thru Delete From Overlay Type of Market Data update action. Unknown symbol Duplicate MDReqID Insufficient Bandwidth Insufficient Permissions Unsupported SubscriptionRequestType Unsupported MarketDepth Unsupported MDUpdateType Unsupported AggregatedBook Unsupported MDEntryType Unsupported TradingSessionID Unsupported Scope Unsupported OpenCloseSettleFlag Unsupported MDImplicitDelete Insufficient credit Reason for the rejection of a Market Data request. Cancellation / Trade Bust Error Reason for deletion. Daily Open / Close / Settlement entry Session Open / Close / Settlement entry Delivery Settlement entry Expected entry Entry from previous business day Theoretical Price value Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Bankrupt Pending delisting Restricted Identifies a firm's or a security's financial status Ex-Dividend Ex-Distribution Ex-Rights New Ex-Interest Cash Dividend Stock Dividend Non-Integer Stock Split Reverse Stock Split Standard-Integer Stock Split Position Consolidation Liquidation Reorganization Merger Reorganization Rights Offering Shareholder Meeting Spinoff Tender Offer Warrant Special Action Symbol Conversion CUSIP / Name Change Leap Rollover Succession Event Identifies the type of Corporate Action. Accepted Canceled for specific securities Canceled for specific SecurityTypes(167) Canceled for underlying Canceled all Rejected Removed from market Expired Query Quote not found Pending Pass Locked market warning Crossed market warning Canceled due to locked market Canceled due to crossed market Active Canceled Unsolicited quote replenishment Pending end trade Too late to end Traded Traded and removed Identifies the status of the quote acknowledgement. Cancel for one or more securities Cancel for Security Type(s) Cancel for underlying security Cancel All Quotes Cancel specified single quote Cancel single quote specified in QuoteID(117) or SecondaryQuoteID(1751) Cancel by type of quote Cancel quotes by type of quote specified in QuoteType(537) Cancel for Security Issuer Cancel for Issuer of Underlying Security Identifies the type of quote cancel. Unknown symbol (security) Exchange (security) closed Quote Request exceeds limit Too late to enter Unknown quote Duplicate quote Invalid bid/ask spread Invalid price Not authorized to quote security Price exceeds current price band Quote locked - unable to update/cancel Invalid or unknown security issuer Invalid or unknown issuer of underlying security Notional value exceeds threshold Reference price not available Insufficient credit limit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: No Acknowledgement Acknowledge only negative or erroneous quotes Acknowledge each quote message Summary Acknowledgement Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Manual Automatic Confirm quote Indicates the type of Quote Request being generated Request Security identity and specifications Request Security identity for the specifications provided (name of the security is not supplied) Request List Security Types Request List Securities (can be qualified with Symbol, SecurityType, TradingSessionID, SecurityExchange. If provided then only list Securities for the specific type.) Symbol SecurityType and or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Type of Security Definition Request. Accept security proposal as-is Accept security proposal with revisions as indicated in the message List of security types returned per request List of securities returned per request Reject security proposal Cannot match selection criteria Type of Security Definition message response. Message is being sent as a result of a prior request Message is being sent unsolicited Indicates whether or not message is being sent as a result of a subscription request or not. Opening delay Trading halt Resume No Open / No Resume Price indication Trading Range Indication Market Imbalance Buy Market Imbalance Sell Market on Close Imbalance Buy Market on Close Imbalance Sell No Market Imbalance No Market on Close Imbalance ITS Pre-opening New Price Indication Trade Dissemination Time Ready to trade (start of session) Not available for trading (end of session) Not traded on this market Unknown or Invalid Pre-open Opening Rotation Fast Market Pre-Cross - system is in a pre-cross state allowing market to respond to either side of cross Cross - system has crossed a percentage of the orders and allows market to respond prior to crossing remaining portion Post-close No-cancel Identifies the trading status applicable to the transaction. News Dissemination Order Influx Order Imbalance Additional Information News Pending Equipment Changeover Denotes the reason for the Opening Delay or Trading Halt. Halt was not related to a halt of the common stock Halt was due to common stock being halted Indicates whether or not the halt was due to Common Stock trading being halted. Halt was not related to a halt of the related security Halt was due to related security being halted Indicates whether or not the halt was due to the Related Security being halted. Cancel Error Correction Identifies the type of adjustment. Day HalfDay Morning Afternoon Evening After-hours Holiday Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Electronic Open Outcry Two Party Method of trading Testing Simulated Production Trading Session Mode Unknown Halted Open Closed Pre-Open Pre-Close Request Rejected State of the trading session. Cancel New Identifies the Bid Request message type. Was not solicited Was solicited Indicates whether or not the order was solicited. GT corporate action GT renewal / restatement (no corporate action) Verbal change Repricing of order Broker option Partial decline of OrderQty (e.g. exchange initiated partial cancel) Cancel on Trading Halt Cancel on System Failure Market (Exchange) option Canceled, not best Warehouse Recap Peg Refresh Cancel On Connection Loss Cancel On Logout Assign Time Priority Cancelled, Trade Price Violation Cancelled, Cross Imbalance Other The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. Other Unknown ID Unknown Security Unsupported Message Type Application not available Conditionally required field missing Not Authorized DeliverTo firm not available at this time Throttle limit exceeded Throttle limit exceeded, session will be disconnected Throttled messages rejected on request Invalid price increment Code to identify reason for a Business Message Reject message. Related to displayed price Related to market price Related to primary price Related to local primary price Related to midpoint price Related to last trade price Related to VWAP Average Price Guarantee Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. "Non Disclosed" style (e.g. US/European) "Disclosed" sytle (e.g. Japanese) No bidding process Code to identify the type of Bid Request. Sector Country Index Code to identify the type of BidDescriptor (400). Side Value 1 Side Value 2 Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. 5-day moving average 20-day moving average Normal market size Other Code to identify the type of liquidity indicator. False True Indicates whether or not to exchange for phsyical. Buy-side explicitly requests status using Statue Request (default), the sell-side firm can, however, send a DONE status List STatus Response in an unsolicited fashion Sell-side periodically sends status using List Status. Period optionally specified in ProgressPeriod. Real-time execution reports (to be discourage) Code to identify the desired frequency of progress reports. Net Gross Code to represent whether value is net (inclusive of tax) or gross. Agency VWAP Guarantee Guaranteed Close Risk Trade Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Closing price at morning session Closing price Current price SQ VWAP through a day VWAP through a morning session VWAP through an afternoon session VWAP through a day except "YORI" (an opening auction) VWAP through a morning session except "YORI" (an opening auction) VWAP through an afternoon session except "YORI" (an opening auction) Strike Open Others Code to represent the basis price type. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points spread) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Fixed cabinet trade price (primarily for listed futures and options) Variable cabinet trade price (primarily for listed futures and options) Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example, the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based. Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. Book out all trades on day of execution Accumulate executions until order is filled or expires Accumulate until verbally notified otherwise Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Ack Response Timed Exec Started All Done Alert Code to represent the status type. Net Gross Code to represent whether value is net (inclusive of tax) or gross. In bidding process Received for execution Executing Cancelling Alert All Done Reject Code to represent the status of a list order. Immediate Wait for Execut Instruction (i.e. a List Execut message or phone call before proceeding with execution of the list) Exchange/switch CIV order - Sell driven Exchange/switch CIV order - Buy driven, cash top-up (i.e. additional cash will be provided to fulfill the order) Exchange/switch CIV order - Buy driven, cash withdraw (i.e. additional cash will not be provided to fulfill the order) Identifies the type of ListExecInst (69). Order cancel request Order cancel/replace request Identifies the type of request that a Cancel Reject is in response to. Single security (default if not specified) Individual leg of a multi-leg security Multi-leg security Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. UK National Insurance or Pension Number US Social Security Number US Employer or Tax ID Number Australian Business Number Australian Tax File Number Tax ID Korean Investor ID Taiwanese Qualified Foreign Investor ID QFII/FID Taiwanese Trading Acct Malaysian Central Depository (MCD) number Chinese Investor ID Directed broker three character acronym as defined in ISITC "ETC Best Practice" guidelines document BIC (Bank Identification Code - SWIFT managed) code (ISO9362 - See "Appendix 6-B") Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code Custom ID schema used between counterparties, trading platforms and repositories. ISO Country Code Settlement Entity Location (note if Local Market Settlement use "E=ISO Country Code") (see "Appendix 6-G" for valid values) MIC (ISO 10383 - Market Identificer Code) (See "Appendix 6-C") CSD participant/member code (e.g.. Euroclear, DTC, CREST or Kassenverein number) Australian Company Number Australian Registered Body Number CFTC reporting firm identifier Legal Entity Identifier (ISO 17442) LEI Interim identifier An interim entity identifier assigned by a regulatory agency prior to an LEI (ISO 17442) being assigned. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Executing Firm (formerly FIX 4.2 ExecBroker) Broker of Credit (formerly FIX 4.2 BrokerOfCredit) Client ID (formerly FIX 4.2 ClientID) Clearing Firm (formerly FIX 4.2 ClearingFirm) Investor ID Introducing Firm Entering Firm Locate / Lending Firm (for short-sales) Fund Manager Client ID (for CIV) Settlement Location (formerly FIX 4.2 SettlLocation) Order Origination Trader (associated with Order Origination Firm - i.e. trader who initiates/submits the order) Executing Trader (associated with Executing Firm - actually executes) Order Origination Firm (e.g. buy-side firm) Giveup Clearing Firm (firm to which trade is given up) Correspondant Clearing Firm Executing System Contra Firm Contra Clearing Firm Sponsoring Firm Underlying Contra Firm Clearing Organization Exchange Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Customer Account Correspondent Clearing Organization Correspondent Broker Buyer/Seller (Receiver/Deliverer) Custodian Intermediary Agent Sub-custodian Beneficiary Interested party Regulatory body In the context of regulatory reporting, this identifies the regulator the trade is being reported to. Liquidity provider Entering trader Contra trader Position account The account which positions are maintained. Typically represents the aggregation of one or more customer accounts. Contra Investor ID Transfer to Firm Contra Position Account Contra Exchange Internal Carry Account Order Entry Operator ID Secondary Account Number Foreign Firm Third Party Allocation Firm Claiming Account Asset Manager Pledgor Account Pledgee Account Large Trader Reportable Account Trader mnemonic Sender Location Session ID Acceptable Counterparty Unacceptable Counterparty Entering Unit Executing Unit Introducing Broker Quote originator Report originator Systematic internaliser (SI) Multilateral Trading Facility (MTF) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Regulated Market (RM) Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market Maker Investment Firm Host Competent Authority (Host CA) Home Competent Authority (Home CA) Competent Authority of the most relevant market in terms of liquidity (CAL) Competent Authority of the Transaction (Execution) Venue (CATV) Reporting intermediary (medium/vendor via which report has been published) Execution Venue Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Market data entry originator Location ID Desk ID Market data market Allocation Entity Prime Broker providing General Trade Services Step-Out Firm (Prime Broker) BrokerClearingID Central Registration Depository (CRD) Clearing Account Acceptable Settling Counterparty Unacceptable Settling Counterparty CLS Member Bank In Concert Group In Concert Controlling Entity Large Positions Reporting Account Settlement Firm Settlement account The account to which individual payment obligations are aggregated for netting and funds movement. Typically represents the aggregation of many margin (performance bond) accounts. Reporting Market Center Related Reporting Market Center Away Market Identify using PartyIDSource(tag 447) = G (Market Identifier Code) if the MIC exists. Give-up (trading) firm Take-up (trading) firm Take-up clearing firm Originating Market Identifies the Market using PartyIDSource(tag 447) = G (Market Identifier Code) where an order originated in the event that the order is sent to an alternative market for execution. Serves as an inverse of an away market. Margin account Also referred to as "performance bond account". The margin account is the calculated margin requirements. Typically represents the aggregation of one or more position accounts. Collateral asset account The account at which individual collateral assets are maintained. Typically, although not always, one-for-one with the settlement account. Data repository Multiple instances of this PartyRole may appear for reporting purposes. Calculation agent Sender of exercise notice Receiver of exercise notice Rate reference bank The bank providing the reference rate. Multiple instance of this PartyRole may appear. Correspondent Beneficiary's bank or depository institution The institution in which the beneficiary, a person or an entity, has their account with. The institution may be a bank or non-bank institution. Borrower Primary obligator Guarantor Excluded reference entity Determining party Hedging party Reporting entity The entity that is reporting the information. Sales person The person who is involved in the sales activities for their firm. Operator The person who has the capabilities and authorization to take certain actions; for example, setting entitlements, etc. Central Securities Depository (CSD) International Central Securities Depository (ICSD) Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) AGENCY COMMODITY CORPORATE CURRENCY EQUITY GOVERNMENT INDEX LOAN MONEYMARKET MORTGAGE MUNICIPAL OTHER FINANCING Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Round to nearest Round down Round up Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Direct Credit (BECS, BACS) ACH Credit BPAY High Value Clearing System HVACS Reinvest In Fund A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Yes No - Execution Only No - Waiver agreement No - Institutional For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. Passed Not Checked Exempt - Below the Limit Exempt - Client Money Type exemption Exempt - Authorised Credit or financial institution A one character code identifying Money laundering status. Bid price Creation price Creation price plus adjustment percent Creation price plus adjustment amount Offer price Offer price minus adjustment percent Offer price minus adjustment amount Single price For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. New Cancel Replace Release Reverse Cancel Due To Back Out of Trade Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) CREST NSCC Euroclear Clearstream Cheque Telegraphic Transfer Fed Wire Debit Card Direct Debit (BECS) Direct Credit (BECS) Credit Card ACH Debit ACH Credit BPAY High Value Clearing System (HVACS) CHIPS S.W.I.F.T. CHAPS SIC euroSIC A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties None/Not Applicable (default) Maxi ISA (UK) TESSA (UK) Mini Cash ISA (UK) Mini Stocks And Shares ISA (UK) Mini Insurance ISA (UK) Current Year Payment (US) Prior Year Payment (US) Asset Transfer (US) Employee - prior year (US) Employee - current year (US) Employer - prior year (US) Employer - current year (US) Non-fund prototype IRA (US) Non-fund qualified plan (US) Defined contribution plan (US) Individual Retirement Account (US) Individual Retirement Account - Rollover (US) KEOGH (US) Profit Sharing Plan (US) 401(k) (US) Self-directed IRA (US) 403(b) (US) 457 (US) Roth IRA (Fund Prototype) (US) Roth IRA (Non-prototype) (US) Roth Conversion IRA (Fund Prototype) (US) Roth Conversion IRA (Non-prototype) (US) Education IRA (Fund Prototype) (US) Education IRA (Non-prototype) (US) Other For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties No Yes A one character code identifying whether the Fund based renewal commission is to be waived. Accepted Rejected Held Reminder - i.e. Registration Instructions are still outstanding Registration status as returned by the broker or (for CIV) the fund manager: Invalid/unacceptable Account Type Invalid/unacceptable Tax Exempt Type Invalid/unacceptable Ownership Type Invalid/unacceptable No Reg Details Invalid/unacceptable Reg Seq No Invalid/unacceptable Reg Details Invalid/unacceptable Mailing Details Invalid/unacceptable Mailing Instructions Invalid/unacceptable Investor ID Invalid/unaceeptable Investor ID Source Invalid/unacceptable Date Of Birth Invalid/unacceptable Investor Country Of Residence Invalid/unacceptable No Distrib Instns Invalid/unacceptable Distrib Percentage Invalid/unacceptable Distrib Payment Method Invalid/unacceptable Cash Distrib Agent Acct Name Invalid/unacceptable Cash Distrib Agent Code Invalid/unacceptable Cash Distrib Agent Acct Num Other Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: New Cancel Replace Identifies Registration Instructions transaction type Joint Investors Tenants in Common Joint Trustees The relationship between Registration parties. Commission amount (actual) Commission percent (actual) Initial Charge Amount Initial Charge Percent Discount Amount Discount Percent Dilution Levy Amount Dilution Levy Percent Exit Charge Amount Exit Charge Percent Fund-Based Renewal Commission Percent (a.k.a. Trail commission) Projected Fund Value (i.e. for investments intended to realise or exceed a specific future value) Fund-Based Renewal Commission Amount (based on Order value) Fund-Based Renewal Commission Amount (based on Projected Fund value) Net Settlement Amount Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Individual investor Public company Private company Individual trustee Company trustee Pension plan Custodian under Gifts to Minors Act Trusts Fiduciaries Networking sub-account Non-profit organization Corporate body Nominee Institutional customer Combined Representing more than one type of beneficial owner account. Member firm employee or associated person Market making account Proprietary account Non-broker-dealer Unknown beneficial owner type Error account of firm Identifies the type of owner. Agency Proprietary Individual Principal For some markets Principal may include Proprietary. Riskless Principal Agent for Other Member Mixed capacity Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Program Trade Index Arbitrage Non-Index Arbitrage Competing Market Maker Acting as Market Maker or Specialist in the security Acting as Market Maker or Specialist in the underlying security of a derivative security Foreign Entity (of foreign government or regulatory jurisdiction) External Market Participant External Inter-connected Market Linkage Riskless Arbitrage Issuer Holding Issue Price Stabilization Non-algorithmic Algorithmic Cross Insider Account Significant Shareholder Normal Course Issuer Bid (NCIB) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Cancel orders for a security Cancel orders for an underlying security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel all orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Cancel Request. Cancel Request Rejected - See MassCancelRejectReason (532) Cancel orders for a security Cancel orders for an Underlying Security Cancel orders for a Product Cancel orders for a CFICode Cancel orders for a SecurityType Cancel orders for a trading session Cancel All Orders Cancel orders for a market Cancel orders for a market segment Cancel orders for a security group Cancel Orders for a Securities Issuer Cancel Orders for Issuer of Underlying Security Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Mass Cancel Not Supported Invalid or Unknown Security Invalid or Unkown Underlying security Invalid or Unknown Product Invalid or Unknown CFICode Invalid or Unknown SecurityType Invalid or Unknown Trading Session Invalid or unknown Market Invalid or unkown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Cancel Request was rejected Indicative Tradeable Restricted tradeable Counter (tradeable) Initially tradeable Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. Cash Margin Open Margin Close Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. Local Market (Exchange, ECN, ATS) National Global Specifies the market scope of the market data. Server must send an explicit delete for bids or offers falling outside the requested MarketDepth of the request Client has responsibility for implicitly deleting bids or offers falling outside the MarketDepth of the request Defines how a server handles distribution of a truncated book. Defaults to broker option. All-or-none cross A cross order which is executed completely or not at all. Both sides of the cross are treated in the same manner. Immediate-or-cancel cross A cross order which is immediately executed with any unfilled quantity cancelled. CrossPrioritization(550) may be used to indicate whether one side should have execution priority and any remaining quantity of the partially executed side be cancelled. Using CrossPrioritiation(550)="Y" and CrossType(549)=2(Immediate-or-cancel cross) is equivalent to non-prioritized leg having a TimeInForce(59)=3(IOC) Immediate-or-cancel. One sided cross A cross order which is executed on one side with any unfilled quantity remaining active. CrossPrioritization(550) may be used to indicate which side should have execution priority. Cross executed against book A cross order which is executed against existing orders in the order book. The quantity on one side of the cross is executed against existing orders and quotes with the same price, and any remaining quantity of the cross is executed against the other side of the cross. The two sides of the cross may have different quantities. Basis cross A cross order where a basket of securities or an index participation unit is transacted at prices achieved through the execution of related exchange-traded derivative instruments in an amount that will correspond to an equivalent market exposure. Contingent cross A cross order resulting from a paired order placed by a participant to execute an order on a security that is contingent on the execution of a second order for an offsetting volume of a related security. Volume-weighted-average-price (VWAP) cross A cross order for the purpose of executing a trade at a volume-weighted-average-price (VWAP) of a security traded for a continuous period on or during a trading day. Special trading session cross A closing price cross resulting from an order placed by a participant for execution in a special trading session at the last sale price. Customer to customer cross Cross order where both sides of the cross represent agency orders. Type of cross being submitted to a market None Buy side is prioritized Sell side is prioritized Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). One Side Both Sides Number of Side repeating group instances. Symbol SecurityType and/or CFICode Product TradingSessionID All Securities MarketID or MarketID + MarketSegmentID Identifies the type/criteria of Security List Request Valid request Invalid or unsupported request No instruments found that match selection criteria Not authorized to retrieve instrument data Instrument data temporarily unavailable Request for instrument data not supported The results returned to a Security Request message Report by mulitleg security only (do not report legs) Report by multileg security and by instrument legs belonging to the multileg security Report by instrument legs belonging to the multileg security only (do not report status of multileg security) Indicates the method of execution reporting requested by issuer of the order. Unknown or invalid TradingSessionID Other Indicates the reason a Trading Session Status Request was rejected. All Trades Matched trades matching criteria provided on request (Parties, ExecID, TradeID, OrderID, Instrument, InputSource, etc.) Unmatched trades that match criteria Unreported trades that match criteria Advisories that match criteria Type of Trade Capture Report. Not reported to counterparty or market Previously reported to counterparty or market In the context of MiFID II when a trade is reported to more than one "approved publication arrangement" (APA) the additional reports need to be flagged as "duplicative" and this flag needs to be present on any occurrence (even when publishing to the market). Indicates if the trade capture report was previously reported to the counterparty or market. Compared, matched or affirmed Uncompared, unmatched, or unaffirmed Advisory or alert The status of this trade with respect to matching or comparison. One-Party Trade Report (privately negotiated trade) Two-Party Trade Report (privately negotiated trade) Confirmed Trade Report (reporting from recognized markets) Auto-match Cross Auction Counter-Order Selection Call Auction Issuing/Buy Back Auction Systematic Internalizer Auto-match with last look Execution that arises from a match against orders or quotes which require a confirmation during continuous trading. Cross auction with last look Execution that arises from a match against orders or quotes which require a confirmation during an auction. ACT Accepted Trade ACT Default Trade ACT Default After M2 ACT M6 Match Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator plus four badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus four badges Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges and execution time (within two-minute window) Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator, plus two badges Exact match on Trade Date, Stock Symbol, Quantity, Price, TradeType, and Special Trade Indicator plus execution time (within two-minute window) Compared records resulting from stamped advisories or specialist accepts/pair-offs Summarized match using A1 exact match criteria except quantity is summaried Summarized match using A2 exact match criteria except quantity is summarized Summarized match using A3 exact match criteria except quantity is summarized Summarized match using A4 exact match criteria except quantity is summarized Summarized match using A5 exact match criteria except quantity is summarized Exact match on Trade Date, Stock Symbol, Quantity, Price, Trade Type, and Special Trade Indicator minus badges And times: ACT M1 match Summarized match minus badges and times: ACT M2 Match OCS Locked In: Non-ACT The point in the matching process at which this trade was matched. Treat as round lot (default) Treat as odd lot This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Process normally Exclude from all netting Bilateral netting only Ex clearing Special trade Multilateral netting Clear against central counterparty Exclude from central counterparty Manual mode (pre-posting and/or pre-giveup) Automatic posting mode (trade posting to the position account number specified) Automatic give-up mode (trade give-up to the give-up destination number specified) Qualified Service Representative QSR Customer trade Self clearing Buy-in Eligibility of this trade for clearing and central counterparty processing. Account is carried on customer side of the books Account is carried on non-customer side of books House Trader Floor Trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Equities specialist Options market maker Options firm account Type of account associated with an order Member trading for their own account Clearing firm trading for its proprietary account Member trading for another member All other Retail customer An order that originated from a retail customer (a natural person). In the context of the US Securities and Exchange Commission, this also means an order originated from a natural person where, prior to submission, no change was made to the terms of the order with respect to price or side of market and the order does not originate from an algorithm or other computerized trading method. Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Status for orders for a Security Status for orders for an Underlying Security Status for orders for a Product Status for orders for a CFICode Status for orders for a SecurityType Status for orders for a trading session Status for all orders Status for orders for a PartyID Status for Security Issuer Status for Issuer of Underlying Security Mass Status Request Type Can trigger booking without reference to the order initiator ("auto") Speak with order initiator before booking ("speak first") Accumulate Indicates whether or not automatic booking can occur. Each partial execution is a bookable unit Aggregate partial executions on this order, and book one trade per order Aggregate executions for this symbol, side, and settlement date Indicates what constitutes a bookable unit. Pro rata Do not pro-rata - discuss first Indicates the method of preallocation. Pre-Trading Opening or opening auction (Continuous) Trading Closing or closing auction Post-Trading Scheduled intraday auction Quiescent Any auction Unscheduled intraday auction An unscheduled intraday auction might be triggered by a circuit breaker. Out of main session trading In the context of Market Model Typology "Out of main session trading" refers to both before and after session, neither auction nor continuous trading. Private auction An auction phase where only two parties participate. Public auction An auction phase where all trading parties participate. Group auction An auction phase limited to specific parties (e.g. parties that have resting orders in the order book). Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Calculated (includes MiscFees and NetMoney) Preliminary (without MiscFees and NetMoney) Sellside calculated using preliminary (includes MiscFees and NetMoney) (Replaced) Sellside calculatedd without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) (Replaced) Ready-To-Book single order Buyside Ready-To-Book - combined set of orders (replaced) Warehouse instruction Request to intermediary Accept Reject Accept Pending Incomplete group Complete group Reversal Pending Reopen group Cancel group Give-up Take-up Refuse take-up Initiate reversal Reverse Refuse reversal Sub-allocation give-up Approve give-up Approve take-up Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** 1st year delegate trading for own account 2nd year delegate trading for own account 3rd year delegate trading for own account 4th year delegate trading for own account 5th year delegate trading for own account 6th year delegate trading for own account CBOE Member Non-member and Customer Equity Member and Clearing Member Full and Associate Member trading for own account and as floor brokers 106.H and 106.J firms GIM, IDEM and COM Membership Interest Holders Lessee 106.F Employees All other ownership types Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Order has been accepted but not yet in a working state Order is currently being worked Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Priority unchanged Lost Priority as result of order change Indicates if a Cancel/Replace has caused an order to lose book priority. Does not consitute a Legal Confirm Legal Confirm Indicates that this message is to serve as the final and legal confirmation. Unknown Symbol (Security) Exchange (Security) Closed Quote Request Exceeds Limit Too Late to enter Invalid Price Not Authorized To Request Quote No Match For Inquiry No Market For Instrument No Inventory Pass Insufficient credit Exceeded clip size limit Exceeded maximum notional order amount Exceeded DV01/PV01 limit Exceeded CS01 limit Other Reason Quote was rejected: BIC SID Code TFM (GSPTA) OMGEO (Alert ID) DTCC Code Other (custom or proprietary) Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Received Mismatched Account Missing Settlement Instructions Confirmed Request Rejected Identifies the status of the Confirmation. New Replace Cancel Identifies the Confirmation transaction type. Book Entry (default) Bearer Identifies the form of delivery. Par For Par Modified Duration Risk Proceeds For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Per unit (i.e. per share or contract) Fixed Amount (absolute value) Discount - percentage points below par Premium - percentage points over par Spread (basis points relative to benchmark) Usually the difference in yield between two switched bonds or a corporate bond traded spread-to-benchmark. TED Price TED Yield Yield Spread (swaps) Yield Price spread Price spread is expressed based on market convention for the asset being priced or traded. For example: the difference between the prices of a multileg switch or strategy expressed in basis points for a CDS or TBA roll; a price value to be added to a reference price, such as a "pay up" for specified pools. Product ticks in halves Product ticks in fourths Product ticks in eighths Product ticks in sixteenths Product ticks in thirty-seconds Product ticks in sixty-fourths Product ticks in one-twenty-eighths Normal rate representation (e.g. FX rate) Inverse rate representation (e.g. FX rate) Basis points When the price is not spread based Up front points Used specifically for CDS pricing. Interest rate When the price is an interest rate. For example, used with benchmark reference rate. Percentage of notional Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Hit/Lift Counter Expired Cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded (i.e. the cover price). Done away Trade was done with another quote provider. Pass End trade Timed out Tied Trade was done with another quote provider. Quote provider's original quoted price was the same as the traded price. Tied cover Trade was done with another quote provider. Quote provider's original quoted price was the best price not traded. There were other quote provider(s) at the same price. Identifies the type of Quote Response. Allocation Trade Qty Option Assignment As-of Trade Qty Delivery Qty Electronic Trade Qty Option Exercise Qty End-of-Day Qty Intra-spread Qty Inter-spread Qty Adjustment Qty Pit Trade Qty Start-of-Day Qty Integral Split Transaction from Assignment Total Transaction Qty Transaction Quantity Transfer Trade Qty Transaction from Exercise Cross Margin Qty Receive Quantity Corporate Action Adjustment Delivery Notice Qty Exchange for Physical Qty Privately negotiated Trade Qty (Non-regulated) Net Delta Qty Credit Event Adjustment Succession Event Adjustment Net Qty Gross Qty Intraday Qty Gross non-delta-adjusted swaption position Delta-adjusted paired swaption position Expiring quantity The position quantity on expiration day after the application of trade and post trade activity, but prior to the application of exercises and assignments. Quantity not exercised The exercise quantity requested that was not allowed, e.g., the exercise quantity requested that exceeded the final long position. Requested exercise quantity The exercise quantity requested. It may differ from the exercise quantity if it exceeds the final long position. Cash futures equivalent quantity Used to identify the type of quantity that is being returned. Submitted Accepted Rejected Status of this position. Cash amount (corporate event) Cash residual amount Final mark-to-market amount Incremental mark-to-market Premium amount Start of day mark-to-market Trade variation amount Value adjusted amount Settlement value Initial trade coupon amount Accrued coupon amount Coupon amount Incremental accrued coupon Collateralized mark-to-market Incremental collateralized mark-to-market Compensation amount Total banked amount Total collateralized amount Long paired swap or swaption notional value Short paired swap or swaption notional value Start-of-day accrued coupon Net present value Start-of-day net present value Net cash flow Present value of all fees Present value of one basis points Change in value if yield curve shifts 0.01%. The five year equivalent notional amount Undiscounted mark-to-market Mark-to-model Mark-to-market variance Mark-to-model variance Upfront payment Type of Position amount Exercise Do not exercise Position adjustment Position change submission / margin disposition Pledge Large trader submission Large positions reporting submission Long holdings Internal transfer Changes due to transfer of positions within a firm. Transfer of firm Changes due to transfer of all positions of a firm. External transfer Changes due to transfer of positions between firms. Corporate action Notification Information about a position that has been chosen for assignment. Position creation Changes due to an option exercise causing a new futures position to be created. Close out Information about a position that has been closed out. Reopen Information about a position that has been reopened, i.e. reversal of a close out. Identifies the type of position transaction. New Used to increment the overall transaction quantity. Replace Used to override the overall transaction quantity or specific add messages based on the reference ID. Cancel Used to remove the overall transaction quantity or specific add messages based on the reference ID. Reverse Used to completelly back-out the transaction such that the transaction never existed. Maintenance Action to be performed. Intraday Regular Trading Hours Electronic Trading Hours End Of Day Identifies a specific settlement session Process request as margin disposition Delta plus Delta minus Final Customer specific position Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Accepted Accepted With Warnings Rejected Completed Completed With Warnings Status of Position Maintenance Request Successful Completion - no warnings or errors Rejected Other Result of Position Maintenance Request. Positions Trades Exercises Assignments Settlement Activity Backout Message Delta Positions Net Position Large Positions Reporting Exercise Position Reporting Submission Position Limit Reporting Submission Used to specify the type of position request being made. In-band (default) Transport of the request was sent over in-band. Out of band Pre-arranged out-of-band delivery mechanism (e.g. FTP, HTTP, NDM, etc.) between counterparties. Details specified via ResponseDestination(726). Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). Valid request Invalid or unsupported request No positions found that match criteria Not authorized to request positions Request for position not supported Other (use Text (58) in conjunction with this code for an explaination) Result of Request for Positions. Completed Completed With Warnings Rejected Status of Request for Positions Final Theoretical Type of settlement price Pro rata Random Method by which short positions are assigned to an exercise notice during exercise and assignment processing Automatic Manual Exercise Method used to in performing assignment. Successful (default) Invalid or unknown instrument Invalid type of trade requested Invalid parties Invalid transport type requested Invalid destination requested TradeRequestType not supported Not authorized Other Result of Trade Request Accepted Completed Rejected Status of Trade Request. Successful (default) Invalid party information Unknown instrument Unauthorized to report trades Invalid trade type Price exceeds current price band Reference price not available Notional value exceeds threshold Other Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Single Security (default if not specified) Individual leg of a multileg security Multileg Security Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Execution time Time in Time out Broker receipt Broker execution Desk receipt Submission to clearing Time priority Orderbook entry time Timestamp for an order representing the time it was entered in the orderbook of the execution venue. The orderbook entry tiime cannot change during the lifetime of the order. Order submission time Time the order was sent by the submitter. Publicly reported Public report updated Non-publicly reported Non-public report updated Submitted for confirmation Updated for confirmation Confirmed Updated for clearing Cleared Allocations submitted Allocations updated Application completed Submitted to repository Post-trade continuation event Post-trade valuation Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Status Confirmation Confirmation Request Rejected (reason can be stated in Text (58) field) Identifies the type of Confirmation message being sent. Incorrect or missing account Incorrect or missing settlement instructions Unknown or missing IndividualAllocId(467) Transaction not recognized Duplicate transaction Incorrect or missing instrument Incorrect or missing price Incorrect or missing commission Incorrect or missing settlement date Incorrect or missing fund ID or fund name Incorrect or missing quantity Incorrect or missing fees Incorrect or missing tax Incorrect or missing party Incorrect or missing side Incorrect or missing net-money Incorrect or missing trade date Incorrect or missing settlement currency instructions Incorrect or missing capacity Other Use Text(58) for further reject reasons. Identifies the reason for rejecting a Confirmation. Regular booking CFD (Contract for difference) Total Return Swap Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Use default instructions Derive from parameters provided Full details provided SSI DB IDs provided Phone for instructions Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Cash Securities Used to indicate whether a delivery instruction is used for securities or cash settlement. Overnight Term Flexible Open Type of financing termination. Unable to process request Unknown account No matching settlement instructions found Other Identifies reason for rejection (of a settlement instruction request message). Preliminary request to intermediary Sellside calculated using preliminary (includes MiscFees and NetMoney) Sellside calculated without preliminary (sent unsolicited by sellside, includes MiscFees and NetMoney) Warehouse recap Request to intermediary Accept Reject Accept Pending Complete Reverse Pending Give-up Take-up Reversal Alleged reversal Sub-allocation give-up Describes the specific type or purpose of an Allocation Report message Original details incomplete/incorrect Change in underlying order details Cancelled by give-up firm Other Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Account is carried pn customer side of books Account is carried on non-customer side of books House trader Floor trader Account is carried on non-customer side of books and is cross margined Account is house trader and is cross margined Joint back office account (JBO) Type of account associated with a confirmation or other trade-level message Firm Person System Application Full legal name of firm Postal address Phone number Email address Contact name Securities account number (for settlement instructions) Registration number (for settlement instructions and confirmations) Registered address (for confirmation purposes) Regulatory status (for confirmation purposes) Registration name (for settlement instructions) Cash account number (for settlement instructions) BIC CSD participant member code Registered address Fund account name Telex number Fax number Securities account name Cash account name Department Location desk Position account type Security locate ID Market maker Eligible counterparty Professional client Location Execution venue Currency delivery identifier Address City Address State/Province Address Postal Code Address Street Address Country (ISO country code) ISO country code Market segment Customer account type Omnibus account Funds segregation type Guarantee fund Identifies a guarantee fund related to an account. Used when one account has multiple funds of collateral, each guaranteeing different positions. Can be used for PartyRole(452) = Customer Account(24). Swap dealer The US regulator's defined term for identifying the trade counterparty as "any person who holds itself out as a dealer in swaps, makes a market in swaps, regularly enters into swaps with counterparties as an ordinary course of business for its own account, or engages in activity causing itself to be commonly known in the trade as a dealer or market maker in swaps". Major participant When PartySubID(523)=Y the counterparty is not the swap dealer but is a major swap participant as defined in the regulations. Financial entity When PartySubID(523)=Y the counterparty is neither a swap dealer nor a major swap participant but is a financial entity as defined in the regulations. U.S. person A legal term referring to any U.S. person or legal entity anywhere in the world that should be taxed under U.S. law. Reporting entity indicator Indicates the entity obligated to report to their regulator. Set PartySubID(523)=Y if true. Elected clearing requirement exception Business center Reference text Short-marking exempt account Parent firm identifier Implementation-specific identifier of this party's parent entity. Parent firm name Full name of this party's parent entity. Deal identifier The internal identifier assigned to the trade by this party, particularly by a Clearing Organization. System trade identifier System trade sub-identifier Futures Commission Merchant (FCM) code The FCM's code or identifier in relation to the PartyRole(452). For example, if PartyRole(452) is the exchange or clearinghouse, the FCM code/ID specified in PartySubID(523) is the FCM's identifier at the exchange or clearinghouse. Delivery terminal customer account/code Usually used for gas delivery to identify whose account the gas is allocated to at the delivery terminal. Often referred to as "HUB" code. Voluntary reporting entity The entity voluntarily reporting the trade to the regulator. Set PartySubID(523)=Y if true. Reporting obligation jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the reporting jurisdiction to which the party is obligated to report. Voluntary reporting jurisdiction For a trade that falls under multiple jurisdictions this may be used to identify, through PartySubID(523), the regulatory jurisdiction to which the party is submitting a voluntary report. Company activities For regulatory reporting. ID values include: A = Assurance undertaking authorized in accordance with Directive 2002/83/EC C=Credit institution authorized in accordance with Directive 2006/48/EC F=Investment firm in accordance with Directive 2004/39/EC I=Insurance undertaking authorized in accordance with Directive 73/239/EC L=Alternative investment fund managed by AIFMs authorized or registered in accordance with Directive 2011/61/EC O=Institution for occupational retirement provision within the meaning of Article 6(a0 of Directive 2003/41/EC R=Reinsurance undertaking authorized in accordance with Directive 2005/68/EC U=UCITS and its management company, authorized in accordance with Directive 2009/65/EC or blank in case of coverage by LEI or in case of non-financial counterparties. European Economic Area domiciled ID values: Y or N Contract linked to commercial or treasury financing for this counterparty ID values: Y or N Contract above clearing threshold for this counterparty ID values: Y or N Voluntary reporting party When PartySubID(523)=Y, identifies that the trading party is reporting voluntarily when VoluntaryRegulatoryReport(1935)=Y. End user When PartySubID(523)=Y, the counterparty is neither the swap dealer, major swap participant nor financial entity as defined in the regulations. Location or jurisdiction One or more instances may be used in combination with PartySubIDType(803) = 49 (Reporting entity indicator) or 102 (Data repository) to identify the jurisdiction, countries, regions or provinces for which the party is a reporting entity or data repository when that characteristic is ambiguous or where there are multiple locations. The party sub-ID value is either a jurisdiction acronym, a 2-character ISO 3166 country code, or a hyphenated combination of the country code and the standard post-office abbreviation for province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Derivatives dealer Indicates whether the party is a derivatives dealer or not (Y/N). The Canadian regulator's defined term for identifying the trade counterparty as "a person or company engaging in or holding himself, herself or itself out as engaging in the business of trading in derivatives in Ontario as principal or agent". Domicile Country and optionally province, state or region of domicile. The party sub-ID value is either a 2-character ISO 3166 country code or a hyphenated combination of the country code and the standard post-office abbreviation of province, state or region if necessary. E.g. "US" for United States or "CA-QC" for Quebec Canada. Exempt from recognition Used with party role 21 "Clearing Organization" to indicate exemption (Y/N). Identifies a clearing agency as exempt from oversight in Ontario, i.e. one that 1) only provides limited services and does not present significant risks or 2) is foreign-based, indends to operate in Ontario but is subject to regulatory oversight in another jurisdiction. Payer Identifies the party as the payer of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Receiver Identifies the party as the receiver of a particular payment stream or bullet payment by quoting the stream's StreamDesc(40051) (or LegStreamDesc(40243) or UnderlyingStreamDesc(40542)) or payment's PaymentDesc(43087) in the associated party sub-identifier field. Type of PartySubID(523) value. Pending Accept Pending Release Pending Reversal Accept Block Level Reject Account Level Reject Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" No Action Taken Queue Flushed Overlay Last End Session Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. No Action Taken Queue Flushed Overlay Last End Session Action to take to resolve an application message queue (backlog). No average pricing Trade is part of an average price group identified by the AvgPxGroupID(1731) Last trade is the average price group identified by the AvgPxGroupID(1731) Average Pricing Indicator Allocation not required Allocation required (give-up trade) allocation information not provided (incomplete) Use allocation provided with the trade Allocation give-up executor Allocation from executor Allocation to claim account Trade split Identifies if, and how, the trade is to be allocated or split. Expire on trading session close (default) Expire on trading session open Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) Part of trading cycle when an instrument expires. Field is applicable for derivatives. Regular trade Block trade Exchange for physical (EFP) Transfer Late trade T trade Weighted average price trade Bunched trade Late bunched trade Prior reference price trade After hours trade Exchange for risk (EFR) Exchange for swap (EFS) Exchange of futures for in market futures (EFM) For example full sized for mini. Exchange of options for options (EOO) Trading at settlement All or none Futures large order execution Exchange of futures for external market futures (EFF) Option interim trade Option cabinet trade Privately negotiated trade Substitution of futures for forwards Non-standard settlement Derivative related transaction Portfolio trade Volume weighted average trade Exchange granted trade Repurchase agreement OTC Trade executed off-market. In the context of CFTC regulatory reporting for swaps, it is a large notional off-facility swap. In the context of MiFID transparency reporting rules this is used to report, into an exchange, deals made outside exchange rules. Exchange basis facility (EBF) Opening trade Netted trade Block swap trade Block trade executed off-market or on a registered market. In the context of CFTC regulatory reporting for swaps, it is a swap executed according to SEF or DCM rules. Credit event trade Succession event trade Give-up Give-in trade Dark trade A Market Model Typology dark trade might also come from a lit/hybrid book, when an aggressive lit order hits a resting dark order. Technical trade Benchmark For Market Model Typology (MMT) the "benchmark" price depends on a benchmark which has no current price but was derived from a time series such as a VWAP. Package trade Identifies the pseudo-trade of a stream or collection of trades to be cleared and be reported as an atomic unit. The subsequent actual trades reported should not have this value. Error trade Special cum dividend (CD) Special ex dividend (XD) Special cum coupon (CC) Special ex coupon (XC) Cash settlement (CS) Special price (SP) Usually net or all-in price. Guaranteed delivery (GD) Special cum rights (CR) Special ex rights (XR) Special cum capital repayments (CP) Special ex capital repayments (XP) Special cum bonus (CB) Special ex bonus (XB) Block trade The same as large trade. Worked principal trade Block trades Name change Portfolio transfer Prorogation buy Used by Euronext Paris only. Is used to defer settlement under French SRD (deferred settlement system). Trades must be reported as crosses at zero price. Prorogation sell See prorogation buy. Option exercise Delta neutral transaction Financing transaction Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. CMTA Internal transfer or adjustment External transfer or transfer of account Reject for submitting side Advisory for contra side Offset due to an allocation Onset due to an allocation Differential spread Implied spread leg executed against an outright Transaction from exercise Transaction from assignment ACATS Off Hours Trade On Hours Trade OTC Quote Converted SWAP Wash Trade Trade at Settlement Identifies a trade that will be priced using the settlement price. Auction Trade Trade at Marker Posted at a specific time each day and used to price the consummated trade for the product/month/strip executed (+/- and differentials). Closely related to TAS trades in function and trade practice. Default (Credit Event) Restructuring (credit event) Merger (succession event) Spin-off (succession event) Multilateral compression A subtype of TrdType(828) = 57 (Netted trade) in order to identify a special case of compression. AI (Automated input facility disabled in response to an exchange request.) B (Transaction between two member firms where neither member firm is registered as a market maker in the security in question and neither is a designated fund manager. Also used by broker dealers when dealing with another broker which is not a member firm. Non-order book securities only.) K (Transaction using block trade facility.) LC (Correction submitted more than three days after publication of the original trade report.) M (Transaction, other than a transaction resulting from a stock swap or stock switch, between two market makers registered in that security including IDB or a public display system trades. Non-order book securities only.) N (Non-protected portfolio transaction or a fully disclosed portfolio transaction) NM ( i) transaction where Exchange has granted permission for non-publication ii)IDB is reporting as seller iii) submitting a transaction report to the Exchange, where the transaction report is not also a trade report.) NR (Non-risk transaction in a SEATS security other than an AIM security) P (Protected portfolio transaction or a worked principal agreement to effect a portfolio transaction which includes order book securities) PA (Protected transaction notification) PC (Contra trade for transaction which took place on a previous day and which was automatically executed on the Exchange trading system) PN (Worked principal notification for a portfolio transaction which includes order book securities) R ( (i) riskless principal transaction between non-members where the buying and selling transactions are executed at different prices or on different terms (requires a trade report with trade type indicator R for each transaction) (ii) market maker is reporting all the legs of a riskless principal transaction where the buying and selling transactions are executed at different prices (requires a trade report with trade type indicator R for each transaction)or (iii) market maker is reporting the onward leg of a riskless principal transaction where the legs are executed at different prices, and another market maker has submitted a trade report using trade type indicator M for the first leg (this requires a single trade report with trade type indicator R).) RO (Transaction which resulted from the exercise of a traditional option or a stock-settled covered warrant) RT (Risk transaction in a SEATS security, (excluding AIM security) reported by a market maker registered in that security) SW (Transactions resulting from stock swap or a stock switch (one report is required for each line of stock)) T (If reporting a single protected transaction) WN (Worked principal notification for a single order book security) WT (Worked principal transaction (other than a portfolio transaction)) Crossed Trade (X) Interim Protected Trade (I) Large in Scale (L) Further qualification to the trade type Floating (default) Fixed Describes whether peg is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Peg Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the peg limit is a minimum and for a sell the peg limit is a maximum (for use for orders which have a price range) Type of Peg Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the peg Floating (default) Fixed Describes whether discretionay price is static or floats Price (default) Basis Points Ticks Price Tier / Level Type of Discretion Offset value Or better (default) - price improvement allowed Strict - limit is a strict limit Or worse - for a buy the discretion price is a minimum and for a sell the discretion price is a maximum (for use for orders which have a price range) Type of Discretion Limit More aggressive - on a buy order round the price up to the nearest tick; on a sell round down to the nearest tick More passive - on a buy order round down to the nearest tick; on a sell order round up to the nearest tick If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive Local (Exchange, ECN, ATS) National Global National excluding local The scope of the discretion VWAP Participate (i.e. aim to be x percent of the market volume) Mininize market impact The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Added Liquidity Removed Liquidity Liquidity Routed Out Auction Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Do Not Report Trade Report Trade Indicates if a trade should be reported via a market reporting service. Dealer Sold Short Dealer Sold Short Exempt Selling Customer Sold Short Selling Customer Sold Short Exempt Qualified Service Representative (QSR) or Automatic Give-up (AGU) Contra Side Sold Short QSR or AGU Contra Side Sold Short Exempt Reason for short sale. Units (shares, par, currency) Contracts Unit of Measure per Time Unit Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Submit Alleged Accept Decline Addendum No/Was Trade Report Cancel (Locked-In) Trade Break Defaulted Invalid CMTA Pended Alleged New Alleged Addendum Alleged No/Was Alleged Trade Report Cancel Alleged (Locked-In) Trade Break Verify Used in reports from a trading party to the SDR to confirm trade details. Omit RegulatoryReportType(1934). Dispute Used in reports from a trading party to the SDR to dispute trade details. Omit RegulatoryReportType(1934). Type of Trade Report Not specified Explicit list provided Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Put Call Tender Sinking fund call Activation Inactivation Last eligible trade date Swap start date Swap end date Swap roll date Swap next start date Swap next roll date First delivery date Last delivery date Initial inventory due date Final inventory due date First intent date Last intent date Position removal date Minimum notice Deliver start time Delivery end time First notice date The first day that a notice of intent to deliver a commodity can be made by a clearing house to a buyer in fulfillment of a given month's futures contract. Last notice date The last day on which a clearing house may inform an investor that a seller intends to make delivery of a commodity that the investor previously bought in a futures contract. The date is governed by the rules of different exchanges and clearing houses, but may also be stated in the futures contract itself. First exercise date Redemption date Trade continuation effective date Other Code to represent the type of event Flat (securities pay interest on a current basis but are traded without interest) Zero coupon Interest bearing (for Euro commercial paper when not issued at discount) No periodic payments Variable rate Less fee for put Stepped coupon Coupon period (if not semi-annual) Supply redemption date in the InstrAttribValue(872) field. When [and if] issued Original issue discount Callable, puttable Escrowed to Maturity Escrowed to redemption date - callable Supply redemption date in the InstrAttribValue(872) field. Pre-refunded In default Unrated Taxable Indexed Subject To Alternative Minimum Tax Original issue discount price Supply price in the InstrAttribValue(872) field. Callable below maturity value Callable without notice by mail to holder unless registered Price tick rules for security Trade type eligibility details for security Instrument denominator Instrument numerator Instrument price precision Instrument strike price Tradeable indicator Instrument is eligible to accept anonymous orders Minimum guaranteed fill volume Minimum guaranteed fill status Trade at settlement (TAS) eligibility Test instrument Instrument that is tradable but has no effect on the positions, exchange turnover etc. Dummy instrument Instrument that is normally halted and is only activated for trading under very special conditions (e.g. temporarily assigned for newly listed instrument). Use of a dummy instrument generally applies to systems that are unable to add reference data for new instruments intraday. Negative settlement price eligibility Negative strike price eligibility US standard contract indicator Indicates through InstrAttribValue(872) - values Y or N - whether the underlying asset in the trade references or is economically related to a contract listed in Appendix B of CFTC Part 43 regulation. See http://www.ecfr.gov/cgi-bin/text-idx?SID=4b2d1078ad68f6564a89d7ff6c52ec43&node=17:2.0.1.1.3.0.1.8.2&rgn=div or refer to Appendix B to Part 43 in the final rule at http://www.cftc.gov/ucm/groups/public/@lrfederalregister/documents/file/2013-12133a.pdf Text Supply the text value in InstrAttribValue(872). Code to represent the type of instrument attribute 3(a)(3) Arising out of a current transaction with a maturity less than 9 months. 4(2) Issued not involving any public offering. 3(a)(2) Issued or guaranteed by the US, state or territorial government. 3(a)(3) & 3(c)(7) Combination of 3(a)(3) and 3(c)(7). 3(a)(4) Religious, education, benevolent, fraternal, charitable or reformatory purposes. 3(a)(5) Issued by an institution supervised by state or federal authority or by an exempt farmer's cooperative. 3(a)(7) Issued by a receiver or trustee in bankruptcy. 3(c)(7) Qualified hedge-fund under the Investment Company Act of 1940. Other The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. Absolute Per Unit Percentage Defines the unit for a miscellaneous fee. Not Last Message Last Message Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Initial Scheduled Time Warning Margin Deficiency In a CollateralRequest(35=AX), this indicates there is a margin deficiency. In a CollateralAssignment(35=AY), this indicates that the assignment is a deposit to meet margin deficiency. Margin Excess In a CollateralRequest(35=AX), this indicates there is excess margin. In a CollateralAssignment(35=AY), this indicates that the assignment is a withdrawal of the margin excess. Forward Collateral Demand Event of default Adverse tax event Transfer deposit Collateral deposit in which the asset is to be transferred from an undesignated holding into collateral. I.e. there is no intermediate conversion to cash. Transfer withdrawal Collateral withdrawal in which the asset is to be transferred from collateral into an undesignated holding. I.e. there is no intermediate conversion to cash. Pledge The purpose of the collateral assignment is to pledge or "lock up" a value of a basket of securities, individual security or fund as collateral. Reason for Collateral Assignment Trade Date GC Instrument Collateral Instrument Substitution Eligible Not Assigned Partially Assigned Fully Assigned Outstanding Trades (Today < end date) Collateral inquiry qualifiers: New Replace Cancel Release Reverse Collateral Assignment Transaction Type Received Accepted Declined Rejected Transaction pending The collateral assignment transaction is pending at the recipient. Transaction completed with warning - see Text(58) for further information. The collateral assignment transaction was accepted and completed but with warnings. Type of collateral assignment response. Unknown deal (order / trade) Unknown or invalid instrument Unauthorized transaction Insufficient collateral Invalid type of collateral Excessive substitution Other Collateral Assignment Reject Reason Unassigned Partially Assigned Assignment Proposed Assigned (Accepted) Challenged Collateral Status Not last message Last message Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). "Versus Payment": Deliver (if sell) or Receive (if buy) vs. (against) Payment "Free": Deliver (if sell) or Receive (if buy) Free Tri-Party Hold In Custody Identifies type of settlement Log On User Log Off User Change Password For User Request Individual User Status Request Throttle Limit Indicates the action required by a User Request Message Logged In Not Logged In User Not Recognised Password Incorrect Password Changed Other Forced user logout by Exchange Session shutdown warning Throttle parameters changed Indicates the status of a user Connected Not Connected - down expected up Not Connected - down expected down In Process Indicates the status of a network connection Snapshot Subscribe Stop Subscribing Level of Detail, then NoCompID's becomes required Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Full Incremental Update Indicates the type of Network Response Message. Accepted Rejected Cancelled Accepted with errors Pending New Pending Cancel Pending Replace Terminated Pending verification Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have not been verified by one or both parties. Deemed verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details are deemed verified by the SDR by have not been confirmed by the trading parties. Verified Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been confirmed by the trading parties. Disputed Used in reports from the SDR to the regulator and to trading parties to indicate that the trade details have been disputed by a trading party. Trade Report Status Received Confirm rejected, i.e. not affirmed Affirmed Specifies the affirmation status of the confirmation. Retain Add Remove Action proposed for an Underlying Instrument instance. Accepted Accepted With Warnings Completed Completed With Warnings Rejected Status of Collateral Inquiry Successful (default) Invalid or unknown instrument Invalid or unknown collateral type Invalid Parties Invalid Transport Type requested Invalid Destination requested No collateral found for the trade specified No collateral found for the order specified Collateral inquiry type not supported Unauthorized for collateral inquiry Other (further information in Text (58) field) Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Int Length NumInGroup SeqNum TagNum float Qty Price PriceOffset Amt Percentage Char Boolean String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp Tenor Datatype of the parameter Active Instrument is active, i.e. trading is possible. Inactive Instrument has previously been active and is now no longer traded but has not expired yet. The instrument may become active again. Active, closing orders only Instrument is active but only orders closing positions (reducing risk) are allowed. Expired Instrument has expired. E.g. An instrument may expire due to reaching maturity or expired based on contract definitions or exchange rules. Delisted Instrument has been removed from securities reference data. Delisting rules varies from exchange to exchange, which may include non-compliance of capitalization, revenue, consecutive minimum closing price. The instrument may become listed again once the instrument is back in compliance. A delisted instrument would not trade on the exchange but it may still be traded over-the-counter (e.g. OTCBB) or on Pink Sheets, or other similar trading service. Knocked-out Instrument has breached a pre-defined price threshold. Knock-out revoked Instrument reinstated, i.e. threshold has not been breached. Pending Expiry Instrument is currently still active but will expire after the current business day. For example, a contract that expires intra-day (e.g. at noon time) and is no longer tradeable but will still show up in the current day's order book with related statistics. Suspended Instrument has been temporarily disabled for trading (i.e. halted). Published Instrument information is provided prior to its first activation. Pending Deletion Instrument is awaiting deletion from security reference data. Used for derivatives. Denotes the current state of the Instrument. FIXED DIFF Used for derivatives that deliver into cash underlying. T+1 T+3 T+4 Indicates order settlement period for the underlying instrument. Add Delete Modify Auto Exercise Non Auto Exercise Final Will Be Exercised Contrary Intention Difference Expiration Quantity type Sub Allocate Third Party Allocation Identifies whether the allocation is to be sub-allocated or allocated to a third party Billion cubic feet Cubic Meters gigajoules Kilowatt hours One Million BTU Megawatt hours therms Equal to 100,000 BTU Million Barrels Allowances Barrels Equal to 42 US gallons Board feet Equal to 144 cubic inches Bushels Amount of currency Cooling degree day Certified emissions reduction Critical precipitation day Climate reserve tonnes Hundredweight(US) Equal to 100 lbs Days Dry metric tons Environmental allowance certificates Environmental credit Environmental Offset Grams Gallons Gross tons Also known as long tons or imperial tons, equal to 2240 lbs Heating degree day Index point Kilograms kiloliters Kilowatt-Year Kilowatt-Day Kilowatt-Hour Kilowatt-Month Kilowatt-Minute (electrical capacity) liters pounds Megawatt-Year Megawatt-Day Megawatt-Hour Megawatt-Month Megawatt-Minute Troy ounces Principal with relation to debt instrument Metric tons Also known as Tonnes, equal to 1000 kg Tons (US) Equal to 2000 lbs US Dollars The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Hour Minute Second Day Week Month Year Quarter Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Automatic Guarantor Manual Broker assigned Specifies the method under which a trade quantity was allocated. false - trade is not an AsOf trade true - trade is an AsOf trade A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Top of Book Price Depth Order Depth Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Book Off-Book Cross Quote driven market Examples for quote driven markets are market maker or specialist market models. Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Used to describe the origin of the market data entry. Phone simple Phone complex FCM provided screen Other provided screen Client provided platform controlled by FCM Client provided platform direct to exchange Algo engine Price at execution (price added at initial order entry, trading, middle office or time of give-up) Desk - electronic Desk - pit Client - electronic Client - pit Add-on order All or none Conditional order Cash not held Delivery instructions - cash Directed order Discretionary limit order Exchange for physical transaction Fill or kill Intraday cross Imbalance only Immediate or cancel Intermarket sweep order Limit on open Limit on Close Market at Open Market at close Market on open Market on close Merger related transfer position Minimum quantity Market to limit Delivery instructions - next day Not held Options related transaction Over the day Pegged Reserve size order Stop stock transaction Scale Delivery instructions - sellers option Time order Trailing stop Work Stay on offerside Go along Participate do not initiate Strict scale Try to scale Stay on bidside No cross OK to cross Call first Percent of volume Reinstate on system failure Institution only Reinstate on trading halt Cancel on trading half Last peg Mid-price peg Non-negotiable Opening peg Market peg Cancel on system failure Primary peg Suspend Fixed peg to local best bid or offer at time of order Peg to VWAP Trade along Try to stop Cancel if not best Strict limit Ignore price validity checks Peg to Limit Price Work to target strategy G Order(FINRA OATS), FCM API or FIX(FIA Execution Source) Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. FINRA OATS FIA Execution Source Code Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Agency Arbitrage Block trading Convertible desk Central risk books Derivatives Equity capital markets International Institutional Other Preferred trading Proprietary Program trading Sales Swaps Trading desk or system non-market maker Treasury Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. FINRA OATS Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Add-on Order All or None Cash Not Held Directed Order Exchange for Physical Transaction Fill or Kill Imbalance Only Immediate or Cancel Limit On Open Limit on Close Market at Open Market at Close Market on Open Market On Close Minimum Quantity Not Held Over the Day Pegged Reserve Size Order Stop Stock Transaction Scale Time Order Trailing Stop Work Codes that apply special information that the broker-dealer needs to report. Received, not yet processed Accepted Don't know / Rejected The status of this execution acknowledgement message. Specific Deposit General conveys how the collateral should be/has been applied Divide Multiply Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Open Close Rolled FIFO Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Agent Principal Riskless Principal Identifies role of dealer; Agent, Principal, RisklessPrincipal Pro rata Random Method under which assignment was conducted Order initiator is aggressor Order initiator is passive Used to identify whether the order initiator is an aggressor or not in the trade. Indicative Tradeable Restricted Tradeable Counter Indicative and Tradeable Identifies market data quote type. SecondaryOrderID(198) OrderID(37) MDEntryID(278) QuoteEntryID(299) Original order ID QuoteID(117) QuoteReqID(131) Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Immediate (after each fill) Exhaust (when DisplayQty = 0) Instructs when to refresh DisplayQty (1138). Initial (use original DisplayQty) New (use RefreshQty) Random (randomize value) Undisclosed (invisible order) Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Odd Lot Round Lot Block Lot Round lot based upon UnitOfMeasure(996) Defines the lot type assigned to the order. Last peg (last sale) Mid-price peg (midprice of inside quote) Opening peg Market peg Primary peg (primary market - buy at bid or sell at offer) Peg to VWAP Trailing Stop Peg Peg to Limit Price Short sale minimum price Peg Short sale minimum price Peg (published price that a short sell order must meet in order to comply with regulatory requirements, e.g. SEC uptick rules). Defines the type of peg. Partial Execution Specified Trading Session Next Auction Price Movement On Order Entry or order modification entry Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Activate Modify Cancel Defines the type of action to take when the trigger hits. Best Offer Last Trade Best Bid Best Bid or Last Trade Best Offer or Last Trade Best Mid The type of price that the trigger is compared to. None Local (Exchange, ECN, ATS) National (Across all national markets) Global (Across all markets) Defines the type of price protection the customer requires on their order. Trigger if the price of the specified type goes UP to or through the specified Trigger Price. Trigger if the price of the specified type goes DOWN to or through the specified Trigger Price. The side from which the trigger price is reached. Market Limit The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. Order Quote Privately Negotiated Trade Multileg order Linked order Quote Request Implied Order Cross Order Streaming price (quote) Internal Cross Order Defines the type of interest behind a trade (fill or partial fill). Trade confirmation Two-party report One-party report for matching One-party report for pass through Can be used when one of the parties to the trade submits a report which then has to be approved or confirmed by the other (counter)party. Automated floor order routing Two-party report for claim One-party report Third-party report for pass through Can be used when RootParties component contains a service provider role who submits the trade report and is not necessarily also on one side of the trade. Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. FIX27 FIX30 FIX40 FIX41 FIX42 FIX43 FIX44 FIX50 FIX50SP1 FIX50SP2 Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release BIC (Bank Identification Code) (ISO 9362) Generally accepted market participant identifier (e.g. NASD mnemonic) Proprietary / Custom code ISO Country Code MIC (ISO 10383 - Market Identifier Code) The ID source of ExDestination Not implied Implied-in - The existence of a multi-leg instrument is implied by the legs of that instrument Implied-out - The existence of the underlying legs are implied by the multi-leg instrument Both Implied-in and Implied-out Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Preliminary Final Used to identify the reporting mode of the settlement obligation which is either preliminary or final Cancel New Replace Restate Transaction Type - required except where SettlInstMode is 5=Reject SSI request Instructions of Broker Instructions for Institution Investor Buyer's settlement instructions Seller's settlement instructions Used to identify whether these delivery instructions are for the buyside or the sellside. Accepted Rejected Removed from Market Expired Locked Market Warning Cross Market Warning Canceled due to Lock Market Canceled due to Cross Market Active Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Private Quote Public Quote Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. All market participants Specified market participants All Market Makers Primary Market Maker(s) Specifies the type of respondents requested. Order imbalance, auction is extended Trading resumes (after Halt) Price Volatility Interruption Change of Trading Session Change of Trading Subsession Change of Security Trading Status Change of Book Type Change of Market Depth Corporate action Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Exchange Last High / Low Price Average Price (VWAP, TWAP ... ) Turnover (Price * Qty) Type of statistics Customer Quantity of retail investors. Customer professional Quantity of high-volume investors acting similar to broker-dealers. Do not trade through Quantity that cannot trade through the away markets. Specifies the type of secondary size. Cash settlement required Physical settlement required Election at exercise The settlement method will be elected at the time of contract exercise. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. European American Bermuda Other Type of exercise of a derivatives security Standard, money per unit of a physical Index Interest rate Index Percent of Par Method for price quotation premium style futures style mark-to-market futures style with an attached cash adjustment CDS style collateralization of market to market and coupon CDS in delivery - use recovery rate to calculate obligation Specifies the type of valuation method applied. pre-listed only user requested Indicates whether instruments are pre-listed only or can also be defined via user request Regular trading Variable cabinet Fixed cabinet Traded as a spread leg Settled as a spread leg Traded as spread Basis points spread Specifies the type of tick rule which is being described Months Days Weeks Years Unit of measure for the Maturity Month Year Increment YearMonth Only (default) YearMonthDay YearMonthWeek Format used to generate the MaturityMonthYear for each option Price (default) Ticks Percentage Describes the how the price limits are expressed. Add Delete Modify Snapshot If provided, then Instrument occurrence has explicitly changed Add Delete Modify Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Trading resumes (after Halt) Change of Trading Session Change of Trading Subsession Change of Trading Status Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Suspend orders Release orders from suspension Cancel orders Specifies the type of action requested All orders for a security All orders for an underlying security All orders for a Product All orders for a CFICode All orders for a SecurityType All orders for a trading session All orders All orders for a Market All orders for a market segment (or multiple segments) All orders for a Security Group Cancel for Security Issuer Cancel for Issuer of Underlying Security Specifies scope of Order Mass Action Request. Rejected - See MassActionRejectReason(1376) Accepted Completed Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Mass Action Not Supported Invalid or unknown security Invalid or unknown underlying security Invalid or unknown Product Invalid or unknown CFICode Invalid or unknown SecurityType Invalid or unknown trading session Invalid or unknown Market Invalid or unknown Market Segment Invalid or unknown Security Group Invalid or unknown Security Issuer Invalid or unknown Issuer of Underlying Security Other Reason Order Mass Action Request was rejected Predefined Multileg Security User-defined Multileg Security User-defined, Non-Securitized, Multileg Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Net Price Reversed Net Price Yield Difference Individual Contract Weighted Average Price Multiplied Price Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) One Cancels the Other (OCO) One Triggers the Other (OTO) One Updates the Other (OUO) - Absolute Quantity Reduction One Updates the Other (OUO) - Proportional Quantity Reduction Bid and Offer Bid and Offer OCO Defines the type of contingency. Broker / Exchange option Exchange closed Too late to enter Unknown order Duplicate Order (e.g. dupe ClOrdID) Unsupported order characteristic Other Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Do Not Publish Trade Publish Trade Deferred Publication Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Retransmission of application messages for the specified Applications Subscription to the specified Applications Request for the last ApplLastSeqNum published for the specified Applications Request valid set of Applications Unsubscribe to the specified Applications Cancel retransmission Cancel retransmission and unsubscribe to the specified applications Type of Application Message Request being made. Request successfully processed Application does not exist Messages not available Used to indicate the type of acknowledgement being sent. Application does not exist Messages requested are not available User not authorized for application Used to return an error code or text associated with a response to an Application Request. Reset ApplSeqNum to new value specified in ApplNewSeqNum(1399) Reports that the last message has been sent for the ApplIDs Refer to RefApplLastSeqNum(1357) for the application sequence number of the last message. Heartbeat message indicating that Application identified by RefApplID(1355) is still alive. Refer to RefApplLastSeqNum(1357) for the application sequence number of the previous message. Application message re-send completed. Type of report Seconds (default if not specified) Tenths of a second Hundredths of a second milliseconds microseconds nanoseconds minutes hours days weeks months years Time unit in which the OrderDelay(1428) is expressed Electronic exchange Pit Ex-pit Clearinghouse Registered market Markets registered with regulators such as exchange, multilateral trading facility (MTF), swap execution facility (SEF). In the context of regulatory reporting (e.g. CFTC reporting), this is used for regulated markets, e.g. swap markets. Off-market Off-book, off-facility. In the context of regulatory reporting (e.g. CFTC reporting) this identifies trades conducted away from a regulated market. Central limit order book Quote driven market Dark order book Auction driven market Markets where matching occurs only in scheduled auctions. Quote negotiation Discretionary quoting on request or "request for quote" market. Identifies the type of venue where a trade was executed GTC from previous day Partial Fill Remaining Order Changed The reason for updating the RefOrdID Member trading for their own account Clearing Firm trading for its proprietary account Member trading for another member All other The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Utility provided standard model Proprietary (user supplied) model Type of pricing model used Shares Hours Days Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. NERC Eastern Off-Peak NERC Western Off-Peak NERC Calendar-All Days in month NERC Eastern Peak NERC Western Peak The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Bloomberg Reuters Telerate ISDA Settlement Rate Option The source of the currency conversion as specified by the ISDA terms in Annex A to the 1998 FX and Currency Option Definitions. See http://www.fpml.org/coding-scheme/settlement-rate-option Other Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Primary Secondary Indicates whether the rate source specified is a primary or secondary source. Full Restructuring Modified Restructuring Modified Mod Restructuring No Restructuring specified A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Senior Secured Senior Subordinated Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Industry Classification Trading List Market / Market Segment List Newspaper List Specifies a type of Security List. ICB (Industry Classification Benchmark) published by Dow Jones and FTSE - www.icbenchmark.com NAICS (North American Industry Classification System). Replaced SIC (Standard Industry Classification) www.census.gov/naics or www.naics.com. GICS (Global Industry Classification Standard) published by Standards & Poor Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Company News Marketplace News Financial Market News Technical News Other News Category of news mesage. Replacement Other language Complimentary Withdrawal Withdrawal of the referenced news item, e.g. to correct an error. Type of reference to another News(35=B) message item. Fixed strike (default if not specified) Strike set at expiration to underlying or other value (lookback floating) Strike set to average of underlying settlement price across the life of the option Strike set to optimal value Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Less than underlying price is in-the-money (ITM) Less than or equal to the underlying price is in-the-money(ITM) Equal to the underlying price is in-the-money(ITM) Greater than or equal to underlying price is in-the-money(ITM) Greater than underlying is in-the-money(ITM) Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Regular Special reference Optimal value (Lookback) Average value (Asian option) Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Vanilla Capped Binary Indicates the type of payout that will result from an in-the-money option. Capped Trigger Knock-in up Knock-in down Knock-out up Knock-out down Underlying Reset Barrier Rolling Barrier One-touch No-touch Double one-touch Double no-touch Foreign exchange composite Foreign exchange Quanto Foreign exchange cross currency Strike spread Calendar spread Price observation (Asian or Lookback) Pass-through Strike schedule Equity valuation Dividend valuation Identifies the type of complex event. Less than ComplexEventPrice(1486) Less than or equal to ComplexEventPrice(1486) Equal to ComplexEventPrice(1486) Greater than or equal to ComplexEventPrice(1486) Greater than ComplexEventPrice(1486) Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Expiration Immediate (At Any Time) Specified Date/Time Close Official closing time of the exchange on valuation date. Open Official opening time of the exchange on valuation date. Official settlement price Official settlement price determination time. Derivatives close Official closing time of the derivatives exchange. As specified in Master Confirmation Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). And Or Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Stream assignment for new customer(s) Stream assignment for existing customer(s) Type of stream assignment request. Unknown client Exceeds maximum size Unknown or Invalid currency pair No available stream Other Reason code for stream assignment request reject. Assignment Accepted Assignment Rejected Type of acknowledgement. Assignment Rejected Terminate/Unassign The type of assignment being affected in the Stream Assignment Report. Match Do Not Match Matching Instruction for the order. This order (default) Other order (use RefID) All other orders for the given security All other orders for the given security and price All other orders for the given security and side All other orders for the given security, price and side Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). Credit limit Gross position limit Net position limit Risk exposure limit Long position limit Short position limit Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). Summary Detail Excess/Deficit Net Position Qualifier for MarginRequirementInquiry to identify a specific report. Summary Detail Excess/Deficit Type of MarginRequirementReport. Successful (default) Invalid or unknown instrument Invalid or unknown margin class Invalid Parties Invalid Transport Type requested Invalid Destination requested No margin requirement found Margin requirement inquiry qualifier not supported Unauthorized for margin requirement inquiry Other (further information in Text (58) field) Result returned in response to MarginRequirementInquiry. Additional Margin Component of the total margin calculation which allows the CCP to include amounts generated outside of the Margin Deficit. Additional risk charges collected when a firm is placed on higher than normal surveillance. Additional margin serves to cover the additional liquidation costs that potentially could be incurred. Such possible close-out costs could arise if, based on the current market value of a portfolio, the worst case loss were to occur within a 24-hour period. It is used for options (also options on futures) and non-spread futures positions, bonds and equity trades. For bonds and equity trades, the additional margin is calculated for security positions but not for the corresponding cash positions. Adjusted Margin Unadjusted Margin can be modified to become an Adjusted Margin by assigning a specific collateral to it or by applying an exchange rate. Unadjusted Margin Calculated by adding up the options Premium Margin, the current Liquidating Margin, the Futures Spread Margin and the Additional Margin on account and currency level. Binary Add-On Amount Requirement generated from positions in Binary Options which are considered fully margined. Margin for an individual contract in this category represents the total amount that would be paid upon delivery of a contract should it expire in-the-money. This amount is included as a component of Additional Margin in the Total Margin calculation. Cash Balance Amount Information about cash balance posted to the clearing house to cover the current margin requirement. Concentration Margin Reflects a riskier portfolio concentration when a set of closely related products is held. Core Margin Specific basic requirement of a position. Core margin is equal to Initial Margin plus a percentage of the Variation Margin. Delivery Margin Margin amount calculated between the Last Trade Date or Options Exercise Date and the Delivery or Settlement Date. Can also represent a commodities or energy delivery. Discretionary Margin Unspecific margin amount added by the risk manager, also called Increase Coverage Amount. Futures Spread Margin Long and short positions of futures with different expiration dates can be offset against each other and are called �spreads�. The remaining risk stems from the difference in expiration dates which does not provide a perfect price correlation. The purpose of Futures Spread Margin is to cover this risk until the next trading day. This kind of margin is levied in order to cover those risks associated with a futures spread which could arise between today and tomorrow. Initial Margin The initial amount required to cover the position. Liquidating Margin Calculated for cash, bond and equity positions and is equal to the profits and losses in such positions at the time of calculation. This margin protects the CCP if it is required to close out the position at the current/EOD price. The liquidating margin (also called Current Liquidating Margin or Net Liquidating Margin) is paid by the buyer or the seller of the bonds. This margin covers losses that would occur if a position were to be liquidated today. The liquidating margin is adjusted daily similar to premium margin. Margin Call Amount If the collateral that has been deposited is no longer sufficient, meaning a lack of coverage exists, then the market participant will be called upon to provide additional cash as collateral. Margin Deficit Amount (Shortfall) Base margin risk charge. This amount represents anticipated losses should the value of a portfolio (all positions in the account) fall below predefined level of Historical Value-at-Risk confidence. Also called Expected Shortfall Amount. Margin Excess Amount (Surplus) Excess long premium value which is generated when long premium value exceeds the sum of any short premium debit requirement and the account's risk charges. Also called Expected Surplus Amount or Margin Credit Amount. Option Premium Amount Premium registered on the given trading date. The amount of money that the options buyer must pay the options seller. Premium Margin Premium margin must be deposited by the seller of a traditional options position. It remains effective until the exercise or expiration of the option, and covers the potential costs of a close-out (liquidation) of the position of the seller at the settlement price. Reserve Margin Reserve margin provides a way to reflect the inflated risk of a position. Reserve margin is equal to a percentage of the variation margin. Security Collateral Amount Information about the security collateral posted to the clearing house to cover the current margin requirement. Stress Test Add-On Amount Amount in addition to Margin Deficit in the Risk component of the margin calculation. This charge is based on tests which incorporate changes to distributional and confidence level assumptions to evaluate exposure to security concentration and changes in dependence structure; a predetermined percentage of the calculated exposure is collateralized as this charge. Super Margin Additional risk charge applied to predetermined Cross-Margin accounts. The charge is based on the account's level of Margin Deficit. This amount is included as a component of Additional Margin in the Total Margin calculation. Total Margin Sum of all margin amounts at value date. Variation Margin Variation margin (also called Contingent Variation Margin or Maintenance Margin) is the daily Profit and Loss (P&L) on Open Positions for the given trading date. The current price is compared to the previous day's price. Variation margin (a daily offsetting of profits and losses) occurs as a result of the mark-to-market procedure used for futures and options on futures. Secondary Variation Margin Variation margin on Option Positions that is calculated based on the market movement. This will be used by CCPs wanting to report the variation for Options and Futures separately. Rolled up margin deficit Spread response margin Risk factor component associated with spread moves, curve shape changes and recovery rates. Systemic risk margin Risk factor component to capture parallel shift of credit spreads. Curve risk margin Risk factor captures curve shifts based on portfolio. Index spread risk margin Risk factor component associated with risks due to widening/tightening spreads of CDS indices relative to each other. Sector risk margin Risk factor component to capture sector risk. Jump-to-default risk margin Risk factor component to capture extreme widening of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Basis risk margin Risk factor component to capture basis risk between index and index constituent reference entities. Interest rate risk margin Risk factor component associated with parallel shift movements in interest rates. Jump-to-health risk margin Risk factor component to capture extreme narrowing of credit spreads of a reference entity. Also known as Idiosyncratic Risk. Other risk margin Any other risk factors include in the Margin Model. Type of margin requirement amount being specified. "hedges for" instrument Underlier Equity equivalent Nearest exchange traded contract Retail equivalent of wholesale instrument Leg Used to associate or link InstrumentLeg to Instrument in messages where there can be multiple instruments, such as in Email(35=C) and News(35=B) messages. The type of instrument relationship No participation Buy participation Sell participation Both buy and sell participation Indicates market maker participation in security. Valid request Invalid or unsupported request No data found that match selection criteria Not authorized to retrieve data Data temporarily unavailable Request for data not supported Other (further information in RejectText (1328) field) Result of a request as identified by the appropriate request ID field Is also Clears for Clears through Trades for Trades through Sponsors Sponsored through Provides guarantee for Is guaranteed by Member of Has members Provides marketplace for Participant of marketplace Carries positions for Posts trades to Enters trades for Enters trades through Provides quotes to Requests quotes from Invests for Invests through Brokers trades for Brokers trades through Provides trading services for Uses trading services of Approves of Approved by Parent firm for Subsidiary of Regulatory owner of Owned by (regulatory) Controls Is controlled by Legal / titled owner of Owned by (legal / title) Beneficial owner of Owned by (beneficial) Settles for Settles through Used to specify the type of the party relationship. Credit limit The credit limit provided by one party to another for trading. Gross limit Net limit Exposure Long limit Short limit Cash margin Additional margin Total margin Limit consumed The limit used in the recent transaction. Clip size/notional limit per time period The total notional amount limit allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Maximum notional order size DV01/PV01 limit The maximum dollar value change resulting from a move of 1 basis point in the yield curve. This limits the interest rate risk exposure. Also known as "basis point value" or BPV. CS01 limit Credit spread sensitivity. Represents the change in market value of a CDS for a one basis point change in the credit spread. This limits the credit risk exposure of a CDS. Also known as "risky-DV01". Volume limit per time period The total number of shares, bonds or contracts allowed to be executed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Volume filled as percent of ordered volume per time period The total number of shares, bonds or contracts executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Notional filled as percent of notional per time period The total notional amount executed as a percentage of the total ordered shares, contracts or notional amount for a specified security, instrument, symbol, or underlying, over a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Transaction/execution limit per time period The total number of transactions or execution fills allowed within a defined period of time or velocity. The defined period of time may be specified by the RiskLimitVelocityPeriod(2336) and RiskLimitVelocityUnit(2337). Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Include Exclude Operator to perform on the instrument(s) specified Active (default if not specified) Suspended Halted Indicates the status of the party identified with PartyDetailID(1691). Agency Principal Riskless principal Primary trade repository Used to differentiate the principal trade repository from the Original or Additional trade repositories when there are multiple trade repositories being reported. Original trade repository Used to identify the trade repository to which the trade was originally reported if different from the current repository to which the trade is being reported. Additional international trade repository Used with InternationalSwapIndicator(2526) to identify the trade repository that is in addition to the local swaps data repository as required by U.S. law. Additional domestic trade repository Used with MixedSwapIndicator(1929) to identify the trade repository that is in addition to the current trade repository when the assets in the swap are subject to two different domestic regulators. Related exchange Options exchange Specified exchange Constituent exchange General clearing member Individual clearing member Preferred market maker Directed market maker Exempt from trade reporting In the context of FINRA TRACE reporting requirements, this is used to indicate the ATS has been granted a regulatory exemption from reporting. Bank Hub Indicates that the Intermediary party is a hub system or service provider. Current Can be used to convey an existing party identifier for the same party role in a single message. New Can be used to convey a future party identifier for the same party role in a single message. Qualifies the value of PartyRole(452) Accepted Rejected Received Used to indicate the status of the trade submission (not the trade report) Fee Credit Controls Margin Entitlement / Eligibility Market Data Account Selection Delivery Process Sector Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Options settlement Pending erosion adjustment Final erosion adjustment Tear-up coupon amount Price alignment interest To minimize the impact of daily cash variation margin payments on the pricing of interest rate swaps, the Clearing House will charge interest on cumulative variation margin received and pay interest on cumulative variation margin paid in respect of these instruments. This interest element is known as price alignment interest. Delivery invoice charges Delivery storage charges Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Trade Clearing at Execution Price Trade Clearing at Alternate Clearing Price Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Invalid instrument requested Instrument already exists Request type not supported System unavailable for instrument creation Ineligible instrument group Instrument ID unavailable Invalid or missing data on option leg Invalid or missing data on future leg Invalid or missing data on FX leg Invalid leg price specified Invalid instrument structure specified Identifies the reason a security definition request is being rejected. Throttle limit not exceeded, not queued Queued due to throttle limit exceeded Indicates whether a message was queued as a result of throttling. Queue inbound Queue outbound Reject Disconnect Warning Action to take should throttle limit be exceeded. Inbound Rate Outstanding Requests Type of throttle. Reject if throttle limit exceeded Queue if throttle limit exceeded Describes action recipient should take if a throttle limit were exceeded. Outstanding requests unchanged Outstanding requests decreased Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Roll up Do not roll up An indicator to override the normal procedure to roll up allocations for the same take-up firm. Completed Refused Cancelled Identifies the status of a reversal transaction. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Percent of par Deal spread Upfront points Upfront amount Percent of par and upfront amount Deal spread and upfront amount Upfront points and upfront amount Method used for negotiation of contract price. Percentage (i.e. percent of par) (often called "dollar price" for fixed income) Fixed amount (absolute value) Type of price used to determine upfront payment for swaps contracts. No restrictions Security is not shortable Security not shortable at or below the best bid Security is not shortable without pre-borrow Indicates whether a restriction applies to short selling a security. Exemption reason unknown An exemption reason not provided or received. Income sell short exempt Agency broker has the customer's exemption reason, which is not explicitly provided to executing broker. Above national best bid (broker/dealer provision) Broker / dealer responsible for enforcing exemption rule has determined that the order is priced one or more ticks above the nation best bid of the security to be traded. Delayed delivery The broker-dealer has a reasonable basis to believe the seller owns the covered security (pursuant to Rule 200 in the U.S.), but is subject to restrictions on delivery, provided that the seller intends to deliver the security as soon as all restrictions on delivery have been removed. Odd lot The broker-dealer has a reasonable basis to believe the sale is by a market maker to offset customer odd-lot orders or to liquidate an odd-lot position that changes such broker�s or dealer�s position by no more than a unit of trading. Domestic arbitrage The sale is connected to a bona-fide domestic arbitrage transaction. International arbitrage The sale is connected to an international arbitrage transaction. Underwriter or syndicate distribution The short sale is (i) by an underwriter or member of a syndicate or group participating in the distribution of a security in connection with an over-allotment of securities; or (ii) is for purposes of a lay-off sale by an underwriter or member of a syndicate or group in connection with a distribution of securities through a rights or standby underwriting commitment. Riskless principal The short sale is by a broker or dealer effecting the execution of a customer purchase or the execution of a customer �long� sale on a riskless principal basis. VWAP The short sale order is for the sale of a covered security at the volume weighted average price (VWAP) meeting certain criteria. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Definitions(Default) Utilization Definitions and utilization Type of risk limit information. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid risk limit type(s) Invalid risk limit ID(s) Invalid risk limit amount(s) Invalid risk/warning level action(s) Invalid risk instrument scope(s) Risk limit actions not supported Warning levels not supported Warning level actions not supported Risk instrument scope not supported Risk limit not approved for party(-ies) Risk limit already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Acceptence pending Status of risk limit definition request. Accepted Accepted with changes Rejected Status of risk limit definition for one party. Queue inbound Queue outbound Reject Disconnect Warning Ping credit check model with revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes are to be cancelled. Ping credit check model without revalidation Each subsequent order, quote request or quote submission by the Credit User must obtain pre-approval. Any open orders, quote requests or quotes will remain active. Push credit check model with revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes are to be cancelled. Push credit check model without revalidation Each subsequent order, quote request or quote subnmission by the Credit User must be checked against the limit amounts pushed to the trading platform. Any open orders, quote requests or quotes will remain active. Suspend Suspend the Credit User from trading once limit(s) is breached. This is considered a "soft" stop. Halt trading Halt or stop the Credit User from trading once limit(s) is breached. This is considered a "hard" stop and may require more involved actions to reinstate the Credit User's ability to trade. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Trade Make markets Hold positions Perform give-ups Submit Indications of Interest (IOIs) Subscribe to market data Short with pre-borrow Short sell order is allowed with pre-borrowing. Submit quote requests Entitled to submit quote requests into the market in order to receive quotes from the market. Respond to quote requests Entitled to respond to quote requests from the market. Type of entitlement. Tenor Pattern Reserved100Plus Reserved1000Plus Reserved4000Plus String MultipleCharValue Currency Exchange MonthYear UTCTimestamp UTCTimeOnly LocalMktDate UTCDateOnly data MultipleStringValue Country Language TZTimeOnly TZTimestamp XMLData char Boolean float Qty Price PriceOffset Amt Percentage int Length NumInGroup SeqNum TagNum DayOfMonth Datatype of the entitlement attribute. Automatic (Default) Manual Indicates how control of trading session and subsession transitions are performed. Number of units (e.g. share, par, currency, contracts) (default) Number of round lots Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Added (0=New) Modified (5=Replaced) Deleted (4=Canceled) Partially Filled (F=Trade) Filled (F=Trade) Suspended (9=Suspended) Released (N=Released) Restated (D=Restated) Locked (M=Locked) Triggered (L=Triggered or Activated by System) Activated (L=Triggered or Activated by System) The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Add order request Modify order request Delete order request Order entered out-of-band Order modified out-of-band Order deleted out-of-band Order activated or triggered Order expired Reserve order refreshed Away market better Corporate action Start of day End of day Action that caused the event to occur. Block order auction Directed order auction Exposure order auction Flash order auction Facilitation order auction Solicitation order auction Price improvement mechanism (PIM) Directed Order price improvement mechanism (PIM) Type of auction order. Automatic auction permitted (default) Automatic auction not permitted Instruction related to system generated auctions, e.g. flash order auctions. Not locked Away market better Three tick locked Locked by market maker Directed order lock Multileg lock Lock in the context of multileg orders where legs are executed independently and the entire order is locked until matching information is available for all legs. A multileg order or quote must be matched in its entirety or not at all. For example, one of the legs may be a stock leg sent to a different execution venue that may or may not be able to fill it. Market order lock Pre-assignment lock Indicates whether an order is locked and for what reason. Intermarket Sweep Order (ISO) No Away Market Better check Instruction to define conditions under which to release a locked order or parts of it. Volume Price Side AON General General is used for bilateral agreed disclosure information type(s). Clearing account CMTA account Information subject to disclosure. No Yes Use default setting Instruction to disclose information or to use default value of the receiver. Customer Customer professional Broker-dealer Customer broker-dealer Principal Market maker Away market maker Designates the capacity in which the order is submitted for trading by the market participant. Customer Firm Market maker Designates the account type to be used for the order when submitted to clearing. NBB (National Best Bid) NBO (National Best Offer) Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Once (applies only to first execution) Multiple (applies to every execution) Indicates how the minimum quantity should be applied when executing the order. Not triggered (default) Triggered Stop order triggered One Cancels the Other (OCO) order triggered One Triggers the Other (OTO) order triggered One Updates the Other (OUO) order triggered Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. Hour Minute Second Day Week Month Year Time unit associated with the event. Order received from a customer Order received from within the firm Order received from another broker-dealer Order received from a customer or orginated with the firm Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. Not cleared Trade or position has not yet been submitted for clearing. Cleared Trade or position has been successfully cleared. Submitted Trade or position has been submitted for clearing. Rejected Trade or position was rejected by clearing. Indicates whether the trade or position being reported was cleared through a clearing organization. Two component intercommodity spread Index or basket Two component locational basis Other Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Principal Agent Customer Counterparty Used to describe the ownership of the position. Special cum dividend (CD) Special cum rights (CR) Special ex dividend (XD) Special ex rights (XR) Special cum coupon (CC) Special cum capital repayments (CP) Special ex coupon (XC) Special ex capital repayments (XP) Cash settlement (CS) Special cum bonus (CB) Special price (SP) Usually net or all-in price. Special ex bonus (XB) Guaranteed delivery (GD) Special dividend Deviation from regular ex/cum treatment (without further specification) leading to price modification. To be used only if it is not clear whether it is a special cum or special ex dividend. For ESMA RTS 1, this is the "SDIV" flag. Price improvement The price is better than a reference price. For example, this may be due to an offer by a systematic internaliser to always quote better prices than a public reference price. For ESMA RTS 1, this is the "RPRI" flag. Non-price forming trade In the context of MiFID II, these are transactions which are exempted from the trading obligation (i.e. permitted to be transacted as an OTC transaction) and are deemed not to be contributing to the price discovery process. However, these transactions are not exempted from post trade transparency reporting and are required to be published by MiFID venues and "approved publication arrangement" (APAs) for market transparency purposes. The price from exempted transactions should be disregarded for the purposes of price discovery. For ESMA RTS 1 and RTS 2, this is the "NPFT" flag. Trade exempted from trading obligation Per MiFIR Article 23, these types of trades are not exempted from post-trade transparency if reported to a trading venue under MiFID II and deemed "on exchange", however, they are ignored for price formation despite published by venue. For ESMA RTS 1, this is the "TNCP" flag. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Pending clear Claimed Cleared Rejected Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Cleared quantity Long side claimed quantity Short side claimed quantity Long side rejected quantity Short side rejected quantity Pending quantity Transaction quantity Remaining trade quantity Used to indicate the remaining quantity of a trade after a give-up or posting action. Previous remaining trade quantity Used to indicate the remaining quantity of a trade prior to a give-up or posting action. Indicates the type of trade quantity in TradeQty(1843). Add to an existing allocation group if one exists. Do not add the trade to an allocation group. Instruction on how to add a trade to an allocation group when it is being given-up. Offset A type of transaction where an executing firm gives up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the take-up (claiming) firm's transaction. Onset A type of transaction where a take-up (claiming) firm takes up a trade as a result of an allocation. Or, in the case of a reversal of an allocation, the executing firm's transaction. Indicates the trade is a result of an offset or onset. No average pricing Trade is part of the average price group identified by the SideAvgPxGroupID(1854) Last trade is the average price group identified by the SideAvgPxGroupID(1854) Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. Non-FIX source Trade ID Secondary trade ID Trade report ID Firm trade ID Secondary firm Trade ID Regulatory trade ID Describes the source of the identifier that RelatedTradeID(1856) represents. Position maintenance report ID - PosMaintRptID(721) Position transfer ID - TransferID(2437) Position entity ID - PositionID(2618) Describes the source of the identifier that RelatedPositionID(1862) represents. Received, not yet processed Accepted Rejected Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Price check Notional value check Type of value to be checked. Do not check Checks will not be done for the specified ValueCheckType(1869). Check Checks will be done for the specificed ValueCheckType(1869) Best effort The market may or may not check the specified ValueCheckType(1869) depending on availability of reference data. Action to be taken for the ValueCheckType(1869). Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid party status(es) Not authorized Other Result party detail definition request. Accepted Accepted with changes Rejected Acceptance pending Status of party details definition request. Accepted Accepted with changes Rejected Status of party detail definition for one party. Successful (default) Invalid party(-ies) Invalid related party(-ies) Invalid entitlement type(s) Invalid entitlement ID(s) / ref ID(s) Invalid entitlement attribute(s) Invalid instrument scope(s) Invalid market segment scope(s) Invalid start date Invalid end date Instrument scope not supported Market segment scope not supported Entitlement not approved for party(-ies) Entitlement already defined for party(-ies) Instrument not approved for party(-ies) Not authorized Other Result of risk limit definition request. Accepted Accepted with changes Rejected Pending Entitlement definition request submitted that still requires an action to be taken (e.g. approval or setting up). Requested Entitlement definition has been requested. Deferred Entitlement definition request is being postponed or delayed. Status of entitlement definition for one party. Received, not yet processed Accepted Rejected Used to indicate the status of the trade match report submission. Successful Invalid party information Unknown instrument Not authorized to report trades Invalid trade type Other Reason the trade match report submission was rejected. Amount Percentage Describes the format of the PriceMovementValue(1921). Initial block trade Allocation Determination that the block trade will not be further allocated. Clearing Compression Novation Termination Post-trade valuation Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default if not specified. Previous The previous trade's identifier when reporting a cleared trade or novation of a previous trade. Block The block trade's identifier when reporting an allocated subtrade. Related The related trade identifier when reporting a mixed swap. Cleared block trade Assigned by the CCP to a bunched order/trade when it needs to be cleared with the standby clearing firm prior to post-trade allocation. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Do not intend to clear Intend to clear Specifies the party's or parties' intention to clear the trade. Non-electronic Electronic Unconfirmed Specifies how a trade was confirmed. Non-electronic Electronic Indication of how a trade was verified. No exception Exception Used to indicate an exception to a clearing requirement without elaborating on the type of exception. End-user exception In the US, see CFTC Final Rule on End-User Exception to Clearing Requirements for Swaps Fact Sheet http://www.cftc.gov/ucm/groups/public/@newsroom/documents/file/eue_factsheet_final.pdf Inter-affiliate exception In the US, see CFTC Final Rule - Clearing Exemption for Swaps Between Certain Affiliated Entities http://www.cftc.gov//ucm/groups/public/@lrfederalregister/documents/file/2013-07970a.pdf Treasury affiliate exception In the US, see CFTC No Action Letter 13-22 No Action Relief from the Clearing Requirement for Swaps Entered into by Eligible Treasury Affiliates http://www.cftc.gov/ucm/groups/public/@lrlettergeneral/documents/letter/13-22.pdf Cooperative exception Clearing exception for certain swaps entered into by cooperatives. In the US, see Regulation 50.51(a) Definition of Exempt Cooperative: https://www.federalregister.gov/articles/2013/08/22/2013-19945/clearing-exemption-for-certain-swaps-entered-into-by-cooperatives Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Principal is paying fixed rate Principal is receiving fixed rate Swap is float/float or fixed/fixed Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Real-time (RT) Report of data relating to a regulated transaction including price and volume that is to be disseminated publically. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions use TradePublishIndicator(1390)=0. Primary economic terms (PET) Report to regulators of the full terms of a regulated transaction included in the legal confirmation. Snapshot Periodic report of full primary economic terms data throughout the life cycle of a regulated transaction. Confirmation Report from a clearing organization of a cleared regulated transaction. Combination of RT and PET A single report combining the requirements of both real-time and full primary economy terms of a regulated transaction. Combination of PET and confirmation A single report combining the requirements of both full primary economic terms of a regulated transaction report and confirmation. Combination of RT, PET and confirmation A single report combining the requirements of real-time and full primary economic terms of a regulated transaction report, and confirmation. Post-trade valuation Periodic report of the ongoing mark-to-market value of a regulated transaction. Verification Used by the trading counterparty to report its full primary economic terms of a regulated transaction separately to the repository. Post-trade event Report of a regulated transaction continuation event that does not fall within the requirements for real-time reporting. Post trade event RT reportable Report of a regulated transaction continuation event that falls within the requirements for real-time reporting and public dissemination. If dissemination is to be suppressed due to an end user exception or to local regulatory rules that allow suppression of certain types of transactions, use TradePublishIndicator(1390) = 0 (Do not publish trade). Limited Details Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "LMTF". Daily Aggregated Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(ii) for aggregated publication of at least 5 transactions before 9:00 a.m. local time next day. This is ESMA RTS 2 deferral flag "DATF". Volume Omission Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLO". Four Weeks Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "FWAF". Indefinite Aggregation Trade Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(d) (sovereign debt only) for aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. local time following Tuesday. This is ESMA RTS 2 deferral flag "IDAF". Volume Omission Trade Eligible for Subsequent Aggregated Enrichment Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) and (d) consecutively (sovereign debt only) for immediate publication of all details except the quantity. This is ESMA RTS 2 deferral flag "VOLW". Full Details Trade of "Limited Details Trade" Full details of a previously reported "limited details trade (LMTF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(a)(i) which is a follow-up publication of all details before 7pm local time on the second day after initial publication. This is ESMA RTS deferral flag "FULF". Full Details of "Daily Aggregated Trade" Full details of a previously reported "daily aggregated trade (DATF)". Designates a trade in instruments specified in RTS 2 Article 11 (1)(a)(ii) which is a follow-up publication of the individual transaction with full details before 7pm local time on the second day after initial publication. This is ESMA RTS 2 deferral flag "FULA". Full Details of "Volume Omission Trade" Full details of a previously reported "volume omission trade (VOLO)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(b) which is a follow-up publication of all details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULV". Full Details of "Four Weeks Aggregation Trade" Full details of a previously reported "four weeks aggregation trade (FWAF)". Designates a trade in instruments specified in ESMA RTS 2 Article 11 (1)(c) (non-sovereign debt only) which is a follow-up publication of the individual transaction with full details before 9 am local time four weeks after initial publication. This is ESMA RTS 2 deferral flag "FULJ". Full Details in Aggregated Form of "Volume Omission Trade Eligible for Subsequent Aggregated Enrichment" Full details of a previously reported "volume omission trade eligible for subsequent aggregated enrichment (VOLW)". Designates a trade report in instruments specified in ESMA RTS 2 Article 11(1)(b) and (d) consecutively which is an aggregated publication of transactions executed over the course of one calendar week before 9:00 a.m. CET local time the following Tuesday four weeks after initial publication. This is ESMA RTS 2 deferral flag "COAF". Type of regulatory report. Uncollateralized Partially collateralized One-way collaterallization Fully collateralized Specifies how the trade is collateralized. Novation Partial novation Trade unwind "Trade" includes "Swaps". Partial trade unwind "Trade" includes "Swaps". Exercise Compression/Netting Compression (used for OTC derivative trades) and Netting (used for Futures trades) are essentially the same business process, i.e. rolling up closely related contracts into a single trade or position. Full netting Partial netting Amendment Based on mutual agreement between the counterparties, used to change the original or previously amended contract terms reported to a trade repository. Increase Credit event Strategic restructuring Succession event reorganization Succession event renaming Porting Withdrawal One party withdrew from the trade prior to confirmation or clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Void Trade is to be ended after clearing. Can be used with TradeReportTransType(487)=1 (Cancel). Account transfer Give up TakeUp Average pricing Reversal Allocation/Trade posting Cascade The breakdown of a contract position to a more granular level, e.g. from a yearly position to monthly positions. Delivery Option assignment Expiration Maturity Equal position adjustment Unequal position adjustment An adjustment to either the long or short position quantity but not both. Correction Used to correct an error in the contract terms of a previously submitted report to a trade repository. Other price-forming continuation data Other price-forming continuation data or lifecycle event. Include description of type in TradeContinuationText(2374). Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. Interest rate Currency Credit Equity Commodity Other Cash Debt Fund Such as mutual fund, collective investment vehicle, investment program, specialized account program. Loan facility The broad asset category for assessing risk exposure. Metals Bullion Energy Commodity index Agricultural Environmental Freight Single name Credit index Index tranche Credit basket Basket [for multi-currency] Government Agency Corporate Financing Money market Mortgage Municipal Common Preferred Equity index Equity basket Mutual fund Collective investment vehicle Investment program A generalized fund for major investors. Specialized account program A specialized fund setup for a particular account or group of accounts. Single currency Cross currency Term loan Bridge loan Letter of credit Exotic The subcategory description of the asset class. Basis swap Index swap Broad-based security swap Basket swap The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. Zero Fixed rate Floating rate Structured Coupon type of the bond. Day Week Month Year Hour Minute Second Term Time unit associated with the frequency of the bond's coupon payment. 1/1 If parties specify the Day Count Fraction to be 1/1 then in calculating the applicable amount, 1 is simply input into the calculation as the relevant Day Count Fraction. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (a). 30/360 (30U/360 or Bond Basis) Mainly used in the US with the following date adjustment rules: (1) If the investment is End-Of-Month and Date1 is the last day of February and Date2 is the last day of February, then change Date2 to 30; (2) If the investment is End-Of-Month and Date1 is the last day of February, then change Date1 to 30; (3) If Date2 is 31 and Date1 is 30 or 31, then change Date2 to 30; (4) If Date1 is 31, then change Date1 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (f). 30/360 (SIA) A variant of "30/360" - when Date1 and Date2 are both Feb. 28th or 29th convert them to 30th using the same logic in the conversion of 31st to 30th. 30/360M Commonly used day count convention for US mortgage backed securities. Feb 28th (or 29th in a leap year) is always considered as a 30th for a start date. As a comparison, in the regular 30/360 day count as used by most US agency and corporate bonds, a start date of Feb 28th (or 29th in a leap year) is still considered as the 28th (or 29th) day of a month of 30 days. 30E/360 (Eurobond Basis) Also known as 30/360.ISMA, 30S/360, or Special German. Date adjustment rules are: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to the 30th. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (g). 30E/360 (ISDA) Date adjustment rules are: (1) if Date1 is the last day of the month, then change Date1 to 30; (2) if D2 is the last day of the month (unless Date2 is the maturity date and Date2 is in February), then change Date2 to 30. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (h). Act/360 The actual number of days between Date1 and Date2, divided by 360. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (e). Act/365 (FIXED) The actual number of days between Date1 and Date2, divided by 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (d). Act/Act (AFB) The actual number of days between Date1 and Date2, the denominator is either 365 (if the calculation period does not contain the 29th February) or 366 (if the calculation period includes 29th February). See also AFB Master Agreement for Financial Transactions - Interest Rate Transactions (2004) in Section 4. Calculation of Fixed Amounts and Floating Amounts, paragraph 7 Day Count Fraction, subparagraph (i). Act/Act (ICMA) The denominator is the actual number of days in the coupon period multiplied by the number of coupon periods in the year. Assumes that regular coupons always fall on the same day of the month where possible. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (c). Act/Act (ICSMA Ultimo) The Act/Act (ICMA Ultimo) differs from Act/Act (ICMA) method only that it assumes that regular coupons always fall on the last day of the month. Act/Act (ISDA) The denominator varies depending on whether a portion of the relevant calculation period falls within a leap year. For the portion of the calculation period falling in a leap year, the denominator is 366 and for the portion falling outside a leap year, the denominator is 365. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (b). BUS/252 Used for Brazilian Real swaps, which is based on business days instead of calendar days. The number of business days divided by 252. 30E+/360 Variation on 30E/360. Date adjustment rules: (1) If Date1 falls on the 31st, then change it to the 30th; (2) If Date2 falls on the 31st, then change it to 1 and increase Month2 by one, i.e. next month. Act/365L The number of days in a period equal to the actual number of days .The number of days in a year is 365, or if the period ends in a leap year 366. Used for Sterling floating rate notes. May also be referred to as ISMA-Year. See also 2006 ISDA Definitions, Section 4.16. Day Count Fraction, paragraph (i). NL365 The number of days in a period equal to the actual number of days, with the exception of leap days (29th February) which are ignored. The number of days in a year is 365, even in a leap year. NL360 This is the same as Act/360, with the exception of leap days (29th February) which are ignored. Act/364 The actual number of days between Date1 and Date2, divided by 364. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Unknown First lien Second lien Third lien Indicates the seniority level of the lien in a loan. Bridge loan Letter of credit Revolving loan Swingline funding Term loan Trade claim Specifies the type of loan when the credit default swap's reference obligation is a loan. Asian Australian and New Zealand European emerging markets Japanese North American high yield North American insurance North American investment grade Singaporean Western European Western European insurance Specifies the type of reference entity for first-to-default CDS basket contracts. Initial block trade Allocation or determination that the block trade will not be further allocated. Clearing Compression Novation Termination Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Current The default Previous e.g. when reporting a cleared trade or novation of a previous trade. Block e.g. when reporting an allocated subtrade. Related e.g. when reporting a mixed swap Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Block to be allocated Block not to be allocated Allocated trade A sub-trade of a block trade. Indication that a block trade will be allocated. Bond Convertible bond Mortgage Loan Type of reference obligation for credit derivatives contracts. Bid Mid Offer The type of quote used to determine the cash settlement price. Market Highest Average market Average highest Blended market Blended highest Average blended market Average blended highest The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Payment / cash settlement Physical delivery Type of swap stream. Mandatory early termination Optional early termination Cancelable Extendible Mutual early termination Type of provisions. Day Week Month Year Time unit associated with the provision's tenor period. Exercising party Non-exercising party As specified in the master agreement As specified in the standard terms supplement Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. Buy Sell If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. Cash price Cash price alternate Par yield curve adjusted Zero coupon yield curve adjusted Par yield curve unadjusted Cross currency Collateralized price An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Bid Mid Offer Exercising party pays See 2000 ISDA Definitions, Section 17.2, Certain Definitions Relating to Cash Settlement, paragraph (j) for definition of "exercising party pays". Identifies the type of quote to be used. Day Week Month Year Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Day Week Month Year Time unit associated with protection term events. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Day type for events that specify a period and unit. Retructuring - multiple holding obligations In relation to a restructuring credit event, unless multiple holder obligation is not specified restructurings are limited to multiple holder obligations. A multiple holder obligation means an obligation that is held by more than three holders that are not affiliates of each other and where at least two thirds of the holders must agree to the event that constitutes the restructuring credit event. ISDA 2003 Term: Multiple Holder Obligation. Restructuring - multiple credit event notices Presence of this element and value set to 'true' indicates that Section 3.9 of the 2003 Credit Derivatives Definitions shall apply. Absence of this element indicates that Section 3.9 shall not apply. NOTE: Not allowed under ISDA Credit 1999. Floating rate interest shortfall Indicates compounding. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Brokerage Upfront fee Independent amount / collateral Principal exchange Novation / termination Early termination provision Cancelable provision Extendible provision Cap rate provision Floor rate provision Option premium Settlement payment Cash settlement Other Type of payment. Buy Sell The side of the party paying the payment. Standard Net Standard and net Payment settlement style. Periodic (default) Initial Single Dividend Interest Dividend return Price return Total return Variance Correlation Identifies the type of payment stream associated with the swap. Standard Forward Rate Agreement (FRA) The method of calculating discounted payment amounts None Flat Straight Spread exclusive Compounding method. Day Week Month Year Term Time unit associated with the frequency of payments. Day Week Month Year Time unit multiplier for the relative initial fixing date offset. Monday Tuesday Wednesday Thursday Friday Saturday Sunday Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Bloomberg Reuters Telerate Other The source of the payment stream floating rate index. Day Week Month Year Time unit associated with the floating rate index. Short Long Identifies whether the rate spread is applied to a long or short position. Bond equivalent yield Money market yield Specifies the yield calculation treatment for the index. Buyer of the trade Seller of the trade Reference to the buyer of the cap rate option through its trade side. Buyer of the trade Seller of the trade Reference to the buyer of the floor rate option through its trade side. Unweighted Weighted When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. Zero interest rate method Negative interest rate method The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Day Week Month Year Time unit associated with the inflation lag period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day The inflation lag period day type. None Linear zero yield The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. None International Swaps and Derivatives Association (ISDA) Australian Financial Markets Association (AFMA) The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Unadjusted Adjusted Specifies the type of date (e.g. adjusted for holidays). Notional Cash flow FX linked notional Fixed rate Future value notional Known amount Floating rate multiplier Spread Cap rate Floor rate Non-deliverable settlement payment dates Non-deliverable settlement calculation dates Non-deliverable fixing dates. Settlement period notional Settlement period price Calculation period Dividend accrual rate multiplier Dividend accrual rate spread Dividend accrual cap rate Dividend accrual floor rate Compounding rate multiplier Compounding rate spread Compounding cap rate Compounding floor rate Type of schedule. Initial Previous Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. Initial Final Compounding initial Compounding final Stub type. Short Long Optional indication whether stub is shorter or longer than the regular swap period. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Not applicable Business day convention is not applicable. None (current day) Following day The following business day. Floating rate note The FRN business day convention. Modified following day The modified following business day. Preceding day The preceding business day. Modified preceding day The modified preceding business day. Nearest day The nearest applicable business day. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. 1st day of the month 2nd day of the month 3rd day of the month 4th day of the month 5th day of the month 6thd day of the month 7th day of the month 8th day of the month 9th day of the month 10th day of the month 11th day of the month 12th day of the month 13th day of the month 14th day of the month 15th day of the month 16th day of the month 17th day of the month 18th day of the month 19th day of the month 20th day of the month 21st day of the month 22nd day of the month 23rd day of the month 24th day of the month 25th day of the month 26th day of the month 27th day of the month 28th day of the month 29th day of the month 30th day of the month The end of the month. Use EOM for 31st day of the month. The floating rate note convention or Eurodollar convention. The International Money Market settlement date, i.e. the 3rd Wednesday of the month. The last trading day/expiration day of the Canadian Derivatives Exchange. The last trading day of the Sydney Futures Exchange Australian 90-day bank accepted bill futures contract. The last trading day of the Sydney Futures Exchange New Zealand 90-day bank bill futures contract. The Sydney Futures Exchange 90-day bank accepted bill futures settlement dates. No adjustment The 13-week and 26-week U.S. Treasury Bill auction dates. Monday Tuesday Wednesday Thursday Friday Saturday Sunday The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Base64 encoding Base64 Encoding. Unencoded binary content Unencoded binary content. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Auto spot The spot price for the reference or benchmark security is provided automatically. Negotiated spot The spot price for the reference or benchmark security is to be negotiated. The spot price for the reference or benchmark security is to be negotiated via phone or voice. The spot price for the reference of benchmark security is to be negotiated via phone or voice. Specifies the negotiation method to be used. Asian Out Asian In Barrier Cap Barrier Floor Knock Out Knock In Specifies the period type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative date offset. Close Open Official settlement Valuation time Exchange settlement time Derivatives close As specified in master confirmation Specifies when the payout is to occur. Currency 1 per currency 2 Currency 2 per currency 1 For foreign exchange Quanto option feature. Seller notifies Buyer notifies Seller or buyer notifies The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Notional Delivery Physical settlement period Specifies the type of delivery schedule. Absolute Percentage Specifies the tolerance value type. All times On peak Off peak Base Block hours Other Specifies the commodity delivery flow type. Do not include holidays Include holidays Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Monday Tuesday Wednesday Thursday Friday Saturday Sunday All weekdays All days All weekends Specifies the day or group of days for delivery. Hour of the day Applicable for electricity contracts. Time value is expressed as an integer hour of the day (1-24). The delivery start/end hour is specified as the end of the included hour. For example, a start hour of "4" begins at 3 a.m.; an end hour of "20" ends at 8 p.m.; a start hour of "1" and end hour of "24" indicates midnight to midnight delivery. HH:MM time format Applicable for gas contracts. Time value is expressed using a 24-hour time format. For example, a time value of "13:30" is 1:30 p.m. Specifies the format of the delivery start and end time values. Periodic (default if not specified) Initial Single Specifies the type of delivery stream. Firm Never excused of delivery obligations. Interruptable or non-firm Excused when interrupted for any reason or for no reason without liability. Force majeure Excused when prevented by force majeure. System firm Must be supplied from the owned or controlled generation of pre-existing purchased power assets of the system specified. Unit firm Must be supplied from the generation assset specified. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Transfers with risk of loss Does not transfer with risk of loss Specifies the condition of title transfer. Buyer Seller Indicates whether the tolerance is at the seller's or buyer's option. Buyer Seller A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Amortizing Compounding The subclassification or subtype of swap. Straddle Strangle Butterfly Condor Callable inversible snowball Other Specifies the type of trade strategy. Negotiation Cancellation and payment Specifies the consequences of bullion settlement disruption events. Not applicable Applicable As specified in master agreement As specified in confirmation The consequences of market disruption events. As specified in master agreement As specified in confirmation Specifies the location of the fallback provision documentation. Basket Bond Cash Commodity Convertible bond Equity Exchange traded fund Future Index Loan Mortgage Mutual fund The type of reference price underlier. Not required Non-electronic Electronic Unknown at time of report Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Unadjusted Adjusted Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Business Calendar Commodity business Currency business Exchange business Scheduled trading day Specifies the day type of the relative payment date offset. Prepaid Post-paid Variable Fixed Forward start premium type. Average The cumulative number of weather index units for each day in the calculation period divided by the number of days in the calculation period. Maximum The maximum number of weather index units for any day in the calculaiton period. Minimum The minimum number of weather index units for any day in the calculaiton period. Cumulative The cumulative number of weather index units for each day in the calculaiton period. Specifies how weather index units are to be calculated. Absolute Percentage Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. All First Last Penultimate The distribution of pricing days. Every day (the default if not specified) Monday Tuesday Wednesday Thursday Friday Saturday Sunday The day of the week on which pricing takes place. Day Number of asset attribute entries in the group. Week Month Time unit associated with the nearby settlement day. Day Time unit associated with the commodity delivery date roll. City (4 character business center code) Airport (IATA standard) Weather station WBAN (Weather Bureau Army Navy) Weather index WMO (World Meteorological Organization) Type of data source identifier. Term Per business day Per calculation period Per settlement period Per calendar day Per hour Per month The commodity's notional or quantity delivery frequency. Accepted Rejected Status of risk limit report. Unknown RiskLimitReportID(1667) Unknown party Other The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). New Cancel Replace Specifies the transaction type of the risk limit check request. Submit Indicates a submission for a limit check. The RiskLimitCheckTransType(2320) indicates whether the submission is a new request, a cancel or replace/amend of a prior submission. Limit consumed Indicates that the limit reserved by a prior request has been used or consumed by a transaction that occurred. Specifies the type of limit check message. All or none (default if not specified). The limit check request is for the full amount requested or none at all. Request can only be responded to with a full approval of the amount requested or a rejection of the request. Partial The requester will accept a partial approval of the requested credit limit amount. Specifies the type of limit amount check being requested. Approved Request has been accepted and processed. The credit amount requested has been reserved for the transaction. Partially approved Only a partial amount of the credit amount requested has been approved and has been reserved for the transaction. Rejected Approval pending Cancelled Indicates the status of the risk limit check request. Successful (default) Invalid party Requested amount exceeds credit limit Requested amount exceeds clip size limit Request exceeds maximum notional order amount Other Result of the credit limit check request. Suspend Halt trading Reinstate Specifies the type of action to take or was taken for a given party. Accepted The action request is accepted for processing. Completed The processing of the requested action has been successfully completed. Rejected The action request was rejected. PartyActionRejectReason(2233) should be used to specify the rejection reason Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Invalid party or parties Unknown requesting party Not authorized Other Specifies the reason the PartyActionRequest(35=DH) was rejected. RiskLimitRequestID(1666) RiskLimitCheckID(2319) Out of band identifier Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. None (default if not specified) No specified limit check model is defined. Limit checks for the party will be based on parameters defined. PlusOne model A pre-trade credit limit check model which allows trades to occur until it is determined by the clearinghouse or other designated limit checker that the party's limit(s) was breached by the most recent trade executed. Ping model A pre-trade credit limit check model which requires the execution venue to obtain limit approval from the Credit Provider for every transaction about to be conducted by the Credit User. Push model A pre-trade credit limit check model in which the Credit Provider "pushes" to the execution venue the credit limit information allocated to each of the Credit Provider's counterparty or customer. Specifies the type of credit limit check model workflow to apply for the specified party Accepted For use when none of the more specific status enumerations apply. Rejected For use when none of the more specific status enumerations apply. Claim required Indicates that the clearing firm is required to accept or decline the trade. Pre-defined limit check succeeded Indicates a check enforced automatically by the clearing house. Pre-defined limit check failed Indicates a check enforced automatically by the clearing house. Pre-defined auto-accept rule invoked Indicates that the clearing firm is required to accept or decline the trade because no limit or rule applies. Pre-defined auto-reject rule invoked Indicates a check enforced automatically by the clearing house. Note that clearing house rules of engagement may still require a clearing firm accept or reject the trade. Accepted by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for accepting the trade. Rejected by clearing firm Indicates that explicit action by the clearing firm, and not an automatic check by the clearing house, was the basis for rejecting the trade. Pending Indicates that one or more side level risk checks are in progress. Accepted by credit hub Indicates that a credit hub accepted the trade. An identifier assigned by the credit hub may appear in the appropriate RefRiskLimitCheckID(2334) field. Rejected by credit hub Indicates that a credit hub rejected the trade. Pending credit hub check Indicates that a check is pending at a credit hub. Accepted by execution venue Indicates acceptance by an execution venue, such as a SEF. Rejected by execution venue Indicates that the trade was rejected by an execution venue, such as a SEF. Indicates the status of the risk limit check performed on a trade. None (default if not specified) The transaction does not fall under any special regulatory rule or mandate. Swap Execution Facility (SEF) required transaction The transaction is a "Required" transaction under Dodd-Frank Act SEF Rules. "Required" transactions are subject to the trade execution mandate under section 2(h)(8) of the CEA and are not block trades. Swap Execution Facility (SEF) permitted transaction The transaction is a "Permitted" transaction under Dodd-Frank Act SEF Rules. "Permitted" transactions are not subject to the clearing and trade execution mandates, illiquid or bespoke swaps, or block trades. Specifies the regulatory mandate or rule that the transaction complies with. Proprietary Energy Identification Code (EIC) Energy Identification Code specifies the location or connection point codes of energy delivery. See http://www.entsog.eu/eic-codes/eic-location-codes-v or http://www.eiccodes.eu for more information and allocated values to use in DeliveryStreamDeliveryPoint(41062). Identifies the class or source of DeliveryStreamDeliveryPoint(41062). ISIN or Alternate instrument identifier plus CFI Identified through use of SecurityID(48) and SecurityIDSource(22) of ISIN or another standard source plus CFICode(461). Interim Taxonomy Identified through use of AssetClass(1938) plus either Symbol(55) or SecurityID(48) and SecurityIDSource(22), and/or other additional instrument attributes. The type of identification taxonomy used to identify the security. Clearing member Client Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Order entry Entitle to enter new orders Hit/Lift Entitle to Hit/Lift View indicative prices Entitle to subscribe to indicative prices View executable prices Entitle to subscribe to executable prices Single quote Entitle to submit quote request for a single quote Streaming quotes Entitle to submit quote request for streaming quotes Single broker Entitle to submit quote request for a single broker Multi brokers Entitle to submit quote request for multiple brokers Subtype of an entitlement specified in EntitlementType(1775). Quote entry New quote is entered or previously submitted quote is updated in full without regard to amount executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote modification Previously submitted quote must be present and is updated, taking into consideration the amount already executed when a subsequent quote (e.g. with the same QuoteID reference) is received by the Recipient of the quote message. Quote model type Undefined/unspecified - (default when not specified) Manual The transaction was executed in a manual or other non-automated manner, e.g. by voice directly between the counterparties. Also used to identify MTT code M "Off Book Non-Automated". Automated The transaction was executed on an automated execution platform such as an automated systematic internalizer system, broker crossing network, broker crossing system, dark pool trading, "direct to capital" systems, broker position unwind mechanisms, etc. Voice brokered The transaction was negotiated by voice through an intermediary. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Does not apply (default if not specified) The trade is for an for asset class that is not traded with contingency. Contingent trade The trade is terminated as soon as its paired trade is cleared or denied clearing. Non-contingent trade Identifies a trade that is not contingent but is for an asset class that may be contingent. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. Initial (principal exchange) Intermediate (principal exchange) Final (principal exchange) Prepaid (premium forward) Postpaid (premium forward) Variable (premium forward) Fixed (premium forward) Swap (premium) Indicates that the premium is to be paid in the style of payments under an IRS contract. Conditional (principal exchange on exercise) Used to further clarify the value of PaymentType(40213). Accepted Accepted with additional events Rejected Status of mass order request. Successful Response level not supported Invalid market Invalid market segment Other Request result of mass order request. No acknowledgement Responses are provided through one or more ExecutionReport(35=8) messages. Minimum acknowledgement The minimum is any information to explain why the requested transaction was refused or led to additional events, e.g. immediate execution of an order that was entered or modified. Acknowledge each order The number of entries in the response is identical to the number of entries in the request. Summary acknowledgement Responses are provided through a single MassOrderAck(35=DK) without entries and one or more ExecutionReport(35=8) messages. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Add Modify Delete / Cancel Suspend Release Specifies the action to be taken for the given order. Order added upon request Order replaced upon request Order cancelled upon request Unsolicited order cancellation Non-resting order added upon request Order replaced with non-resting order upon request Trigger order replaced upon request Suspended order replaced upon request Suspended order canceled upon request Order cancellation pending Pending cancellation executed Resting order triggered Suspended order activated Active order suspended Order expired The initiating event when an ExecutionReport(35=8) is sent. New Replace Cancel Indicates the type of transfer transaction. Request transfer Accept transfer Decline transfer Indicates the type of transfer request. Inter-firm transfer Intra-firm transfer Clearing Member Trade Assignment Indicates the type of transfer. Received Rejected by intermediary Accept pending Accepted Declined Cancelled Status of the transfer. Success Invalid party Unknown instrument Not authorized to submit transfers Unknown position Other Reason the transfer instruction was rejected. Submit Alleged Indicates the type of transfer report. Count Simple count of entities or events, e.g. orders transactions during a period of time. Average volume Average quantity of entities, e.g. average size of incoming quotes or average trade size. Total volume Aggregated volume of entities across events, e.g. total trade volume during a period of time. Distribution Distribution of entities across entity types, e.g. percentage of limit orders amongst all order types. Ratio Pre-defined ratio between entities, e.g. ratio of trades triggered by buy orders. Liquidity Measurement of liquidity of an instrument, e.g. by providing the spread between bid and offer or the trade volume needed to move the price. Volume weighted average price (VWAP) Benchmark price. Volatility Volatility of entities, e.g. price movements of incoming orders. Duration Time period of events, e.g. resting period of passive orders. Tick Price movement of an instrument in number of ticks. Average turnover Average volume multiplied by price. Total turnover Aggregated volume multiplied by price. High Highest price. Low Lowest price. Midpoint Midpoint price between bid and offer. First First price or initial value. Last Most recent price or value. Final Final price or confirmed value. Exchange best Best price of a single venue regardless of volume. Exchange best with volume Best price of a single venue with volume at or above a pre-defined threshold. Consolidated best Best price across multiple venues regardless of volume. Consolidated best with volume Best price across multiple venues with volume at or above a pre-defined threshold. Time weighted average price (TWAP) Type of statistic value. Bid prices Offer prices Bid depth Offer depth Orders Quotes Orders and Quotes Trades Trade prices Auction prices Opening prices Closing prices Settlement prices Underlying prices Open interest Index values Margin rates Entities used as basis for the statistics. Visible Only includes visible orders and/or quotes. Hidden Only includes hidden orders and/or quotes. Indicative Only includes IOIs and non-tradable quotes. Tradeable Excludes IOIs and indicative quotes. Passive Only includes resting orders and tradeable quotes. Market consensus Only includes entities, e.g. trades, conforming to minimum requirements. Details to be defined out of band. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Entry rate Modification rate Cancel rate Downward move Upward move Scope details of the statistics to reduce the number of events being used as basis for the statistics. Sliding window Window is defined as an interval period up to the current time of dissemination, see MDStatisticIntervalPeriod (2466). Sliding window peak Highest value of all sliding windows across date and/or time range. Omission of date/time range represents current day. Fixed date range Interval may be open ended on either side, see MDStatisticStartDate (2468) and MDStatisticEndDate(2469). Starting/ending time of date fields only apply to the first/last day of the date range. Additional time range may be defined with MDStatisticStartTime(2470) and MDStatisticEndTime(2471) and applies to every business day within date range, i.e. to define an identical time slice across days. Fixed time range Interval may be open ended on either side, see MDStatisticStartTime(2470) and MDStatisticEndTime(2471). Current time unit Relative time unit which has not ended yet, e.g. current day. Interval ends with the time of dissemination of the statistic. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Previous time unit Relative time unit which has ended in the past. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465). Maximum range Use to convey record values over the lifetime of the system or venue. Maximum range up to previous time unit Use to convey record values over the lifetime of the system or venue but does not include the most recent time unit as it has not completed yet. Requires the definition of an actual unit, see MDStatisticIntervalTypeUnit(2465) Type of interval over which statistic is calculated. Buyers to sellers Upticks to downticks Can also be used with a scope of multiple instruments representing an index. Market maker to non-market maker Use to identify share of market making activity. Automated to non-automated Use to identify ratio of orders and quotes resulting from automated trading. Orders to trades Use with scope of trades. Quotes to trades Use with scope of trades. Orders and quotes to trades Use with scope of trades. Ratios between various entities. Successful (default) Invalid or unknown market Invalid or unknown market segment Invalid or unknown security list Invalid or unknown instrument(s) Invalid parties Trade date out of supported range Statistic type not supported Scope or sub-scope not supported Scope type not supported Market depth not supported Frequency not supported Statistic interval not supported Statistic date range not supported Statistic time range not supported Ratio type not supported Invalid or unknown trade input source Invalid or unknown trading session Unauthorized for statistic request Other (further information in Text (58) field) Result returned in response to MarketDataStatisticsRequest (35=DO). Active (default) Inactive (not disseminated) Status for a statistic to indicate its availability. Absolute Percentage Type of statistical value. Financials A categorization which usually includes rates, foreign exchange, credit, bonds and equity products or assets. Commodities A categorization which usually includes hard commodities such as agricultural, metals, freight, energy products or assets. Alternative investments A categorization which usually includes weather, housing, and commodity indices products or assets. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Unknown trade or transaction Unknown or invalid instrument Unknown or invalid counterparty Unknown or invalid position Unacceptable or invalid type of collateral Other Reject reason code for rejecting the collateral report. Accepted (successfully processed) Received (not yet processed) Rejected The status of the collateral report. Asset Swap Spread ASW Spread. The asset swap spread is the difference in the bond's yield (yield to maturity) and a floating interest rate (usually LIBOR), expressed in basis points. Overnight Indexed Swap Spread OIS Spread. The overnight indexed swap spread is the spread, expressed in basis points, between the bond yield (the fixed rate) and an overnight indexed rate (e.g. Fed Funds rate, EONIA, SONIA, etc.) (the floating rate). Zero Volatility Spread Z-Spread. The zero coupon spread is the constant spread added to the reference zero coupon yield curve (usually Treasury spot rate curve), expressed in basis points, to derive the adjusted yield curve used to determine the present value of the cash flows so that it equals the dirty price of the bond (i.e. accrued interested factored in). Discount Margin The DM is the spread, expressed in basis points, added to the bond's reference rate that will equate the bond's cash flows to its current price. Interpolated Spread I-Spread or I-Curve spread. The spread, expressed in basis points, added to an interpolated point on the reference yield curve. Option Adjusted Spread OAS or OA-spread. Used to evaluate bonds with embedded (callable or put-able) options. The option adjusted spread is a constant spread, expressed in basis points, applied to each point on the spot rate curve (usually Treasury spot rate curve) where the bond's cash flow is received, such that the price of the bond is the same as the present value of its cash flows. G-Spread The spread difference between the bond's yield and the interpolated yield from the government reference yield curve, expressed in basis points. It represents the curve adjusted value of the bond by accounting for the difference between the bond's benchmark yield and the interpolated government reference yield at the same point on the curve that matches the bond's remaining life. CDS Basis Also referred to as CDS Bond Basis. The CDS basis is the spread difference between the CDS spread or premium for the obligor and the Z-Spread or the ASW spread of the same reference or obligor bond, expressed in basis points. CDS Interpolated Basis Also referred to as CDS Bond Interpolated Basis. The CDS interpolated basis is the difference between the reference or obligor bond's Z Spread or ASW spread and an interpolated point on CDS curve that matches the maturity of the reference bond, expressed in basis points. Indicates the type of relative value measurement being specified. Bid Mid Offer Specifies the side of the relative value. Start of instrument reference data End of instrument reference data Start of off-market trades End of off-market trades Start of order book trades End of order book trades Start of open interest End of open interest Start of settlement prices End of settlement prices Start of statistics reference data End of statistics reference data Start of statistics End of statistics Technical event within market data feed. Active Market segment is active, i.e. trading is possible. Inactive Market segment has previously been active and is now inactive. Published Market segment information is provided prior to its first activation. Status of market segment. Pool Used when multiple market segments are being grouped or pooled together. Retail Wholesale Used to classify the type of market segment. Inter-product spread Complex instruments which consist of leg instruments from different products, e.g. a location spread which include country-specific products in each leg instrument. Used to further categorize market segments within a MarketSegmentType(2543). Market segment pool member Market segments represent constituents of the pool identified. Retail segment Retail segment related to wholesale segment identified. Wholesale segment Wholesale segment related to retail segment identified. Type of relationship between two or more market segments. Single sided quotes are not allowed Single sided quotes are allowed Indicates whether single sided quotes are allowed. No priority Unconditional priority Specifies the kind of priority given to customers. Shares Derivatives Payment vs payment Notional Cascade Repurchase Other Specifies a suitable settlement sub-method for a given settlement method. Automatic (default) Manual Specifies how the calculation will be made. Market valuation (the default) Portfolio value before processing pledge request Value confirmed as "locked-up" for processing a pledge request Credit value of collateral at CCP processing a pledge request The type of value in CurrentCollateralAmount(1704). Unspecified Acceptance The bank's charge for issuing a Letter of Credit. Broker The executing broker's commission. Clearing broker The clearing broker's commission. Retail Commission charged by or related to retail sales. Sales commission The commission charged by the sales desk. Local commission Commission paid to local broker in a cross-border transaction. Indicates what type of commission is being expressed in CommissionAmount(2640). Close Official closing price. Hedge Determined by the hedging party. The default election for determining settlement price. Close In respect of the "early final valuation date", the provisions for "future present value close" shall apply. Hedge election In respect of the "early final valuation date", the provisions for "future present value hedge execution" shall apply. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. Ex-date Dividend entitlement is on the dividend ex-date. Record date Dividend entitlement is on the dividend record date. Defines the contract event which the receiver of the derivative is entitled to the dividend. Record amount 100% of the gross cash dividend per share paid over record date during relevant dividend period. Ex amount 100% of gross cash dividend per share paid after the ex-dividend date during relevant dividend period. Paid amount 100% of gross cash dividend per share paid during relevant dividend period. As specified in master confirmation The amount is determined as provided in the relevant master confirmation. Indicates how the gross cash dividend amount per share is determined. Potential adjustment event The treatment of any non-cash dividend shall be determined in accordance with the potential adjustment event provisions. Cash equivalent Any non-cash dividend shall be treated as a declared cash equivalent dividend. Defines the treatment of non-cash dividends. Equity amount receiver election The equity amount receiver determines the composition of dividends (subject to conditions). Calculation agent election The calculation agent determines the composition of dividends (subject to conditions). Defines how the composition of dividends is to be determined. Bid Mid Offer The quote side from which the index price is to be determined. Calculation agent The Calculation Agent has the right to adjust the terms of the trade following a corporate action. Options exchange The trade will be adjusted in accordance with any adjustment made by the exchange on which options on the underlying are listed. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. Initial Interpolation is applicable to the initial period only. Initial and final Interpolation is applicable to the initial and final periods only. Final Interpolation is applicable to the final period only. Any period Interpolation is applicable to any non-standard period. Defines applicable periods for interpolation. Volatility Variance For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Previous For a return on day T, the observed price on T-1 must be in range. Last For a return on day T, the observed price on T must be in range. Both For a return on day T, the observed prices on both T and T-1 must be in range. Indicates which price to use to satisfy the boundary condition. Flat fee Amortized fee Funding fee Flat fee and funding fee Amortized fee and funding fee Type of fee elected for the break provision. Price valuation Dividend valuation Specifies the valuation type applicable to the return rate date. Initial Interim Final Specifies the type of price sequence of the return rate. Open The official opening time of the exchange on valuation date. Official settlement price time The time at which the official settlement price is determined. XETRA The time at which the official settlement price (following the auction by the exchange) is determined by the exchange. Close The official closing time of the exchange on valuation date. Derivatives close The official closing time for derivative trading of the exchange on valuation date. High The high price for the day. Low The low price for the day. As specified in the master confirmation Specifies how or the timing when the quote is to be obtained. None (the default) Futures price The official settlement price as announced by the related futures exchange is applicable. Options price The official settlement price as announced by the related options exchange is applicable. Indicates whether an ISDA price option applies, and if applicable which type of price. Gross Net Accrued Clean net The basis of the return price. Absolute terms Percentage of notional Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standard The adjustments to the number of units are not governed by any specific clause. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Execution The adjustments to the number of units are governed by an execution clause. Portfolio rebalancing The adjustments to the number of units are governed by a portfolio rebalancing clause. Standrd The adjustments to the number of units are not governed by any specific clause. Specifies the conditions that govern the adjustment to the number of units of the return swap. No remuneration paid Remuneration paid Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Disabled Risk limits for party is disabled. Enabled Risk limits for party is enabled. The status of risk limits for a party. Non-algorithmic trade Algorithmic trade In the context of ESMA MiFID II, a trade has to be flagged as "algorithmic" if at least one of the matched orders was submitted by a trading algorithm. See Directive 2014/65/EU Article 4(1)(39). Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Pre-trade transparency waiver There are allowable waivers from the obligation to make public current bid/offer prices and trading depth. In the context of MiFIR, see Article 3 and Article 4. Post-trade deferral There are allowable deferrals for the post-trade publication of trade transactions. In the context of MiFIR, see Article 7(1). Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). No preceding order in book as transaction price set within average spread of a liquid instrument Per MiFIR Article 4(1)(b)(i) the obligation to place a public order can be waived for transactions of liquid instruments on "systems that formalise negotiated transactions which are made within the current volume weighted spread reflected on the order book or the quotes of the market makers of the trading venue operating that system, subject to the conditions set out in Article 5" of MiFIR on volume caps. "Liquid markets" as per MiFIR Article 2(17)(b) are assessed by the regulator for the purposes of MiFIR Articles 4, 5 and 14. For ESMA RTS 1, this is the "NLIQ" flag. No preceding order in book as transaction price depends on system-set reference price for an illiquid instrument Per MiFIR Article 4(1)(b)(ii) the obligation to place a public order can be waived for "negotiated transactions which are in an illiquid share, depositary receipt, ETF, certificate or other similar financial instrument that does not fall within the meaning of a liquid market, and are dealt within a percentage of a suitable reference price, being a percentage and a reference price set in advance by the system operator." For ESMA RTS 1, this is the "OLIQ" flag. No preceding order in book as transaction price is for transaction subject to conditions other than current market price Per MiFIR Article 4(1)(b)(iii), the obligation to place a public order can be waived in "systems that formalise negotiated transactions which are subject to conditions other than the current market price of that financial instrument." For ESMA RTS 1, this is the "PRIC" flag. No public price for preceding order as public reference price was used for matching orders Per MiFIR Article 4(1)(a) the obligation to place a public order can be waived for "systems matching orders based on a trading methodology by which the price of the financial instrument is derived from the trading venue where that financial instrument was first admitted to trading or the most relevant market in terms of liquidity, where that reference price is widely published and is regarded by market participants as a reliable reference price." For ESMA RTS 1, this is the "RFPT" flag. No public price quoted as instrument is illiquid According to Article 14(1) MiFIR the systematic internaliser was not obliged to publish the quote prior to closing the trade as it was made in an illiquid instrument. For ESMA RTS 1, this is the "ILQD" flag. No public price quoted as order is above standard market size ESMA: As per Article 14(2) MiFIR, the systematic internaliser was not obliged to quote prior to closing the trade as the trade was above the instrument's standard market size. For ESMA RTS 1, this is the "SIZE" flag. Deferral due to "Large in Scale" Per MiFID Article 14, publication deferral is permitted if the transaction's volume is large in scale compared to a standard market size, as set in RTS 1/Annex II (thresholds for "large in scale") and RTS 2/Annex III ("LIS and SSTI thresholds"). For ESMA RTS 1 and RTS 2, this is the "LRGS" flag. Deferral due to "Illiquid Instrument" Publication deferral is permitted if the transaction's instrument is illiquid, as defined by regulator's stipulation. For ESMA RTS 2, this is the "ILQD" flag. Deferral due to "Size Specific" Per MiFIR Article 11, publication deferral is permitted if the transaction's volume is greater than the stipulated 'Size Specific to the financial instrument' threshold. For ESMA RTS 2, this is the "SIZE" flag. Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. "00023" = "23"). A short integer A long integer int field representing the length in bytes. Value must be positive. int field representing a message sequence number. Value must be positive. Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. "00023.23" = "23.23") and may contain or omit trailing zeros after the decimal point (e.g. "23.0" = "23.0000" = "23" = "23."). Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. float field capable of storing either a whole number (no decimal places) of "shares" (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units). float field representing a price. Note the number of decimal places may vary. For certain asset classes prices may be negative values. For example, prices for options strategies can be negative under certain market conditions. Refer to Volume 7: FIX Usage by Product for asset classes that support negative price values. float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative. float field typically representing a Price times a Qty float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary. Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M). char field containing one of two values: 'Y' = True/Yes 'N' = False/No Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt). A character array of size 6 for an equity symbol string field containing one or more space delimited single character values (e.g. |18=2 A F| ). string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ). string field representing a country using ISO 3166 Country code (2 character) values (see Appendix 6-B). ISO 3166-1:2013 Codes for the representation of names of countries and their subdivisions -- Part 1: Country codes string field representing a currency type using ISO 4217 Currency code (3 character) values (see Appendix 6-A). ISO 4217:2015 Codes for the representation of currencies string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see"Appendix 6-C). ISO 10383:2012 Codes for exchanges and market identification (MIC) string field representing month of a year. An optional day of the month can be appended or an optional week code. Valid formats: YYYYMM YYYYMMDD YYYYMMWW Valid values: YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5. string field representing date and time combination Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format YYYY-MM-DDTHH:MM:SS.s where YYYY = 0000-9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hour, MM = 00-59 minute, SS = 00-60 second (60 only if UTC leap second), and optionally one or more digits representing a decimal fraction of a second. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "1998-12-31T23:59:59", "1998-12-31T23:59:60", "1999-01-01T00:00:00". (see http://tycho.usno.navy.mil/leapsec.html) string field representing time-only in Universal Time Coordinated (UTC), also known as Greenwich Mean Time (GMT). Its value space is described as the time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM:SS.s where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-60 seconds (60 only if UTC leap second), and optionally s (one or more digits representing a decimal fraction of a second). The punctuation of ":" between hours minutes and seconds are required. The "." is only required when sub-second time precision is specified. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. string field representing Date represented in UTC (Universal Time Coordinated, also known as "GMT") in YYYY-MM-DD format specifed in ISO 8601. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing a Date of Local Market (as opposed to UTC) in YYYY-MM-DD format. This is the "normal" date field used by the FIX Protocol. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. string field representing the time based on ISO 8601. This is the time with a Universal Time Coordinated(UTC) offset to allow identification of local time and timezone. Its value space is described as the combination of date and time of day in the Chapter 5.4 of ISO 8601. Valid values are in the format HH:MM[:SS][Z | [ + | - hh[:mm]]] where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of ":" are required. The "Z" or "+" or "-" are optional to denote a time zone offset. string field representing a date and time combination in local time with an optional offset to Univeral Time Coordinated (UTC). Its vaue space is described as the combination of date and time of day in the Chapter 5.4 of based on ISO 8601. Valid values are in the fFormat is YYYY-MM-DD-THH:MM:SS.s*[Z | [ + | - hh[:mm]]] where YYYY = 0000 to 9999 year, MM = 01-12 month, DD = 01-31 day, HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds, hh = 01-12 offset hours, mm = 00-59 offset minutes, and optionally sss (one or more digits representing a decimal fraction of a second), hh = 01-12 offset hours, mm = 00-59 offset minutes. The punctuation of "-", ":" and the string value of "T" to separate the date and time are required. The "." is only required when sub-second time precision is specified. The "Z" or "+" or "-" are optional to denote an optional time zone offset. In FIXML, all data type fields are using base64Binary encoding. used to allow the expression of FX standard tenors in addition to the base valid enumerations defined for the field that uses this pattern data type. This pattern data type is defined as follows: Dx = tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Values "100" and above are reserved for bilaterally agreed upon user defined enumerations. Values "1000" and above are reserved for bilaterally agreed upon user defined enumerations. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. ISO 639-1:2002 Codes for the representation of names of languages -- Part 1: Alpha-2 code string field representing the time local to a particular market center. Used where offset to UTC varies throughout the year and the defining market center is identified in a corresponding field. Format is HH:MM:SS where HH = 00-23 hours, MM = 00-59 minutes, SS = 00-59 seconds. In general only the hour token is non-zero. The purpose of the XID datatype is to define a unique identifier that is global to a FIX message. An identifier defined using this datatype uniquely identifies its containing element, whatever its type and name is. The constraint added by this datatype is that the values of all the fields that have an ID datatype in a FIX message must be unique. The XIDREF datatype defines a reference to an identifier defined by the XID datatype. Account Reporting The PartiesAction category of messages is a set of messages that are used to take an action on party information as a result of risk management decisions made during the trading day. Required if NoLegStipulations >0 Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. Repeating group of NestedParty sub-identifiers. Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Required if NoPartyIDs(453) > 0. Identification of the party. Required if NoPartyIDs(453) > 0. Used to identify classification source. Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). Repeating group of Party sub-identifiers. Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Used when the PosAmt(708) value corresponds to a specific stream in of a swap. Number of Position Amount entries Required if NoPositions > 1 Short quantity that is considered covered, e.g. used for short option position Date associated with the quantity being reported Optional repeating group - used to associate or distribute position to a specific party other than the party that currently owns the position. Used to identify source of SettlPartyID. Required if SettlPartyIDSource is specified. Required if NoSettlPartyIDs > 0. Used to identify class source of SettlPartyID value (e.g. BIC). Required if SettlPartyID is specified. Required if NoSettlPartyIDs > 0. Identifies the type of SettlPartyID (e.g. Executing Broker). Required if NoSettlPartyIDs > 0. Repeating group of SettlParty sub-identifiers. Repeating group below should contain unique combinations of SettlPartyID, SettlPartyIDSource, and SettlPartyRole Required if NoStipulations >0 Required if NoTrdRegTimestamps > 1 Required if NoTrdRegTimestamps > 1 Type of Trading desk Required if NoUnderlyingStips >0 Used to identify source of Nested2PartyID. Required if Nested2PartyIDSource is specified. Required if NoNested2PartyIDs > 0. Used to identify class source of Nested2PartyID value (e.g. BIC). Required if Nested2PartyID is specified. Required if NoNested2PartyIDs > 0. Identifies the type of Nested2PartyID (e.g. Executing Broker). Required if NoNested2PartyIDs > 0. Repeating group of Nested2Party sub-identifiers. Repeating group below should contain unique combinations of Nested2PartyID, Nested2PartyIDSource, and Nested2PartyRole Used to identify source of Nested3PartyID. Required if Nested3PartyIDSource is specified. Required if NoNested3PartyIDs > 0. Used to identify class source of Nested3PartyID value (e.g. BIC). Required if Nested3PartyID is specified. Required if NoNested3PartyIDs > 0. Identifies the type of Nested3PartyID (e.g. Executing Broker). Required if NoNested3PartyIDs > 0. Repeating group of Nested3Party sub-identifiers. Repeating group below should contain unique combinations of Nested3PartyID, Nested3PartyIDSource, and Nested3PartyRole Required if NoAffectedOrders(534) > 0. Indicates the client order id of an order affected by this request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an affected order. Conditionally required when AffectedOrigClOrdID(1824) = "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an affected order. Required if NoAllocs(78) > 0. Must be first field in repeating group. Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Used to communicate the status of central clearing workflow. Required if NoAllocs(78) > 0 and AllocStatus(87) = 2 (Account level reject). Can be used here to hold text relating to the rejection of this AllocAccount(366)) Must be set if EncodedAllocText(361) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText(161) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedFirmAllocText(1734) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Indicates number of allocation groups to follow. May specify the broker of credit if ProcessCode(81) is step-out or soft-dollar step-out and Institution does not wish to disclose individual account breakdowns to the executing broker. Required if NoAllocs(78) > 0. Must be first field in repeating group. Conditionally required except when for AllocTransType(71) = 2 (Cancel), or when AllocType(626) = 5 (Ready-To-Book single order) or 7 (Warehouse instruction). Used when performing "executed price" vs. "average price" allocations (e.g. Japan). AllocAccount(79) plus AllocPrice(366) form a unique Allocs entry. Used in lieu of AllocAvgPx(153). Conditionally required except when for AllocTransType="Cancel", or when AllocType= "Ready-To-Book" or "Warehouse instruction". Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Can be used by an intermediary to specify an allocation ID assigned by the intermediary's system. Specifies the method under which a trade quantity was allocated. An indicator to override the normal procedure to roll up allocations for the same Carry Firm. Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=BrokerOfCredit, ClientID, Settlement location (PSET), etc. Note: this field can be used for settlement location (PSET) information. Free format text field related to this AllocAccount Must be set if EncodedAllocText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocText field in the encoded format specified via the MessageEncoding field. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. AvgPx for this AllocAccount. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points) for this allocation, expressed in terms of Currency(15). For Fixed Income always express value as "percent of par". NetMoney for this AllocAccount ((AllocQty * AllocAvgPx) - Commission - sum of MiscFeeAmt + AccruedInterestAmt) if a Sell. ((AllocQty * AllocAvgPx) + Commission + sum of MiscFeeAmt + AccruedInterestAmt) if a Buy. For FX, if specified, expressed in terms of Currency(15). Replaced by AllocSettlCurrAmt AllocNetMoney in AllocSettlCurrency for this AllocAccount if AllocSettlCurrency is different from "overall" Currency Replaced by AllocSettlCurrency SettlCurrency for this AllocAccount if different from "overall" Currency. Required if SettlCurrAmt is specified. AllocSettlCurrency for this AllocAccount if different from "overall" Currency. Required if AllocSettlCurrAmt is specified. Required for NDFs. Foreign exchange rate used to compute AllocSettlCurrAmt from Currency to AllocSettlCurrency Specifies whether the SettlCurrFxRate should be multiplied or divided Applicable for Convertible Bonds and fixed income Applicable for securities that pay interest in lump-sum at maturity Used to indicate whether settlement instructions are provided on this message, and if not, how they are to be derived. Absence of this field implies use of default instructions. Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this AllocAccount detail. Required if AllocSettlInstType = 2 or 3. Conditionally required when AllocRefRiskLimitCheckIDType(2393) is specified. Conditionally required when AllocRefRiskLimitCheckID(2392) is specified. Required if NoBidComponents > 0. Must be first field in repeating group. When used in request for a "Disclosed" bid indicates that bid is required on assumption that SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Indicates off-exchange type activities for Detail. Indicates Net or Gross for selling Detail. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Used if BidType="Disclosed" First element Commission required if NoBidComponents > 0. ISO Country Code When used in response to a "Disclosed" request indicates whether SideValue1 is Buy or Sell. SideValue2 can be derived by inference. Second element of price The difference between the value of a future and the value of the underlying equities after allowing for the discounted cash flows associated with the underlying stocks (E.g. Dividends etc). Net/Gross Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of bid repeating groups Required if NoBidDescriptors > 0. Must be first field in repeating group. Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Value between LiquidityPctLow and LiquidityPctHigh in Currency Number of Securites between LiquidityPctLow and LiquidityPctHigh in Currency Liquidity indicator or lower limit if LiquidityNumSecurities > 1 Upper liquidity indicator if LiquidityNumSecurities > 1 Eg Used in EFP (Exchange For Physical) trades 12% Used in EFP trades Used in EFP trades Used in EFP trades Used if BidType="Non Disclosed" Required if NoClearingInstructions > 0 Required if NoCollInquiryQualifier > 0 Type of collateral inquiry Number of qualifiers to inquiry Used to restrict updates/request to specific CompID Used to restrict updates/request to specific SubID Used to restrict updates/request to specific LocationID Used to restrict updates/request to specific DeskID Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. CompID that status is being report for. Required if NoCompIDs > 0, SubID that status is being report for. LocationID that status is being report for. DeskID that status is being report for. Additional Information, i.e. "National Holiday" Specifies the number of repeating CompId's Must be first field in the repeating group. Number of contract details in this message (number of repeating groups to follow) First field in repeating group. Required if NoContraBrokers > 0. Number of ContraBrokers repeating group instances. Specifies the capacity of the firm executing the order(s) The quantity that was executed under this capacity (e.g. quantity executed as agent, as principal etc.). If any are specified, all entries in the component must have OrderCapacityQty specified and the sum of OrderCapacityQty values must equal this message's AllocQty. Amount of quantity (e.g. number of shares) in individual execution. Required if NoExecs > 0 Price of individual execution. Required if NoExecs > 0. For FX, if specified, expressed in terms of Currency(15). Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx is expressed in Yield, Spread, Discount or any other price type Used to identify whether the trade was executed on an agency or principal basis. Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Required if NoExecs > 0 Executions for which collateral is required Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Specifies the number of repeating symbols (instruments) specified Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Use to reference the partial execution of a multi-leg order to which this leg execution belongs. Number of leg executions. Required if NoLegs(555) > 0. Number of legs Required for multileg IOIs For Swaps one leg is Buy and other leg is Sell Required for multileg IOIs and for each leg. Required for multileg IOIs Insert here the set of "Instrument Legs" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "Common Components of Application Messages" Required if NoLegs > 0 Number of legs that make up the Security Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. SettlType (specifying the tenor) or SettlDate must be specified. Quantity or volume represented by the Market Data Entry. In the context of the Market Data Request this allows the Initiator to indicate the quantity of the market data request. Specific to FX this field indicates the ceiling amount the customer is seeking prices for. Number of symbols (instruments) requested. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Required if NoStrikes > 0. Must be first field in repeating group. Underlying Instruments Useful for verifying security identification Can use client order identifier or the symbol and side to uniquely identify the stock in the list. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of strike price entries Required if NoIOIQualifiers > 0 Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either LegVersusPurchasePrice(1758) or LegCurrentCostBasis(1759) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified. Only used for specific lot trades. If this field is used, LegVersusPurchaseDate(1757) should be specified Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Code to represent type of price presented in LegBidPx(681) and LegOfferPx(684). Conditionally required when LegBidPx(681) or PegOfferPx(684) is present. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Repeating field, number of instances defined in LinesOfText Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating lines of text specified Must be the first field in the repeating group. Order number within the list Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Use to assign an ID to the block of individual preallocations Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Note: to indicate the side of SideValue1 or SideValue2, specify Side=Undisclosed and SideValueInd=either the SideValue1 or SideValue2 indicator. Available for optional use when Side(54) = 6(Sell short exempt). Refers to the SideValue1 or SideValue2. These are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Required for short sell orders Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Supplementary registration information for this Order within the List Number of orders in this message (number of repeating groups to follow) Required if NoMDEntries(268) > 0. Conditionally required when maintaining an order-depth book (AggregatedBook(266) is "N"). Allows subsequent Incremental changes to be applied using MDEntryID(278). Conditionally required if MDEntryType(269) is not A (Imbalance), B (Trade Volume), or C (Open Interest); Conditionally required when MDEntryType(269) = Q (Auction clearing price). Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59) = A (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades. For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use in reporting trades. For optional use in reporting trades. In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Specifies trade type when a trade is being reported. For optional use in reporting trades. For optional use in reporting trades. Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. Lists trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Used to report high price in association with trade, bid or ask rather than a separate entity Used to report low price in association with trade, bid or ask rather than a separate entity. Indicates the first price of a trading session; can be a bid, ask, or trade price. Indicates the last price of a trading session; can be a bid, ask, or trade price. Used to report trade volume in association with trade, bid or ask rather than a separate entity Indicates date on which instrument will settle. For NDFs required for specifying the "value date". Used to identify the sequence number within a feed type May be specified for an MDEntryType(269)=2 (Trade) entry to indicate that MDEntryPx(270), PriceType(423) and MDEntrySize(271) apply to the instance of the InstrmtLegGrp component with matching LegID(1788). Number of entries following. Must be first field in this repeating group. If MDUpdateAction = Delete(2), can be used to specify a reason for the deletion. Can be used to define a subordinate book. Can be used to define the current depth of the book. Conditionally required if MDUpdateAction(279) = 0 (New). Cannot be changed. If specified, must be unique among currently active entries if MDUpdateAction(279) = 0 (New); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 2 (Delete); must be the same as a previous MDEntryID(278) if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is not specified; or must be unique among currently active entries if MDUpdateAction(279) = 1 (Change) and MDEntryRefID(280) is specified. If MDUpdateAction(279) = 0 (New), for the first market data entry in a message, either this field or a security symbol must be specified. If MDUpdateAction(279) = 1 (Change), this must refer to a previous MDEntryID(278). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) is not A (Imbalance), B (Trade volume), or C (Open interest). Conditionally required when MDEntryType(269) = Q (Auction clearing price). Insert here the set of YieldData (yield-related) fields defined in Common Components of Application Messages Insert here the set of SpreadOrBenchmarkCurveData (Fixed Income spread or benchmark curve) fields defined in Common Components of Application Messages Used to support market mechanism type; limit order, market order, committed principal order Can be used to specify the currency of the quoted price. Required for NDFs to specify the settlement currency (fixing currency). Conditionally required when MDUpdateAction(279) = 0 (New) and MDEntryType(269) = 0 (Bid), 1 (Offer), 2 (Trade), B (Trade volume), or C (Open interest). Can be used to specify the lot type of the quoted size in order depth books. Market posting quote / trade. Valid values: See Volume 6: Appendix 6-C Space-delimited list of conditions describing a quote. Space-delimited list of conditions describing a trade Used only when reporting a trade (MDEntryType(269)=2 (Trade)) that is a regulatory trade report. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use in reporting trades. For optional use when reporting trades. List of trades related to the current market data entry, e.g. leg trades of a multi-leg trade. Used if MDEntryType(269) = 4 (Opening Price), 5 (Closing Price), or 6 (Settlement Price). For optional use when this Bid or Offer represents an order For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. For optional use when this Bid or Offer represents an order. ExpireDate(432) and ExpireTime(126) cannot both be specified in one Market Data Entry. Conditionally required when TimeInForce(59)= 10 (Good for Time). For optional use when this Bid or Offer represents an order Can contain multiple instructions, space delimited. For optional use when this Bid, Offer, or Trade represents an order For optional use to support Hit/Take (selecting a specific order from the feed) without disclosing a private order id. For optional use when this Bid, Offer, or Trade represents a quote For optional use in reporting Trades For optional use in reporting Trades. May be used to link together trades that are reported separately but are part of the same overall trade, e.g. spread trade and their constituent trades. For optional use in reporting Trades For optional use in reporting Trades For optional use when reporting trades For optional use when reporting trades In an Aggregated Book, used to show how many individual orders make up an MDEntry Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with 1 Text to describe the Market Data Entry. Part of repeating group. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Indicates the first price of a trading session; can be a bid, ask, or a trade price. Indicates the last price of a trading session; can be a bid, ask, or a trade price. Indicates date on which instrument will settle. For NDFs required for specifying the "value date". For optional use in reporting Trades. Used to specify the time of trade agreement for privately negotiated trades. For optional use in reporting Trades. Used to specify the time of matching. Entry time of the incoming order that triggered the trade Allows sequence number to be specified within a feed type Number of entries following. Must be the first field in this repeating group. This is a list of all the types of Market Data Entries that the firm requesting the Market Data is interested in receiving. Number of MDEntryType fields requested. Alternative Market Data Source Required if NoMiscFees(136) > 0. Required if NoMiscFees(136) > 0. Required if any miscellaneous fees are reported. Indicates number of repeating entries. Order identifier assigned by client if order(s) were electronically delivered over FIX (or otherwise assigned a ClOrdID) and executed. If order(s) were manually delivered (or otherwise not delivered over FIX) this field should contain string "MANUAL". Note where an order has undergone one or more cancel/replaces, this should be the ClOrdID of the most recent version of the order. Required when NoOrders(73) > 0 and must be the first repeating field in the group. Can be used to provide order id used by exchange or executing system. Required for List Orders. Insert here the set of "NestedParties2" fields defined in "Common Components of Application Messages" This is used to identify the executing broker for step in/give in trades Average price for this order. For FX, if specified, expressed in terms of Currency(15). Quantity of this order that is being booked out by this message (will be equal to or less than this order's OrderQty) Note that the sum of the OrderBookingQty values in this repeating group must equal the total quantity being allocated (in Quantity (53) field) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. For optional use with OrdStatus = 0 (New) Quantity open for further execution. LeavesQty = OrderQty - CumQty. Used if the order is rejected Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of orders statused in this message, i.e. number of repeating groups to follow. Insert here the set of "Underlying Instrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Values = Final, Theoretical Insert here the set of "Underlying Amount" fields defined in "Common Components of Application Messages" Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=Clearing Firm Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Required if NoAllocs > 0. Must be first field in repeating group. Insert here the set of "NestedParties3" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Number of repeating groups for pre-trade allocation Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. First field in repeating group. Required if NoQuoteEntries > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. Reason Quote Entry was rejected. The number of quotes for this Symbol (QuoteSet) that follow in this message. Uniquely identifies the quote across the complete set of all quotes for a given quote provider. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used with forex quotes to specify a specific "value date" Can be used to specify the type of order the quote is for Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used to specify the currency of the quoted price. The number of quotes for this Symbol (instrument) (QuoteSet) that follow in this message. Required if NoQuoteQualifiers > 1 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Can be used when QuoteRequestType(303) = 3(Confirm Quote). Can be used when QuoteRequestType(303) = 3(Confirm Quote). Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Valid values used by FX in the request: 0 = Indicative, 1 = Tradeable; Absence implies a request for an indicative quote. If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. For single instrument use. FX values, 1 = Buy, 2 = Sell; This is from the perspective of the Initiator. If absent then a two-sided quote is being requested for spot or forward. Type of quantity specified in a quantity field. For FX, if used, should be "0". Required for single instrument quoting. Required for Fixed Income if QuoteType is Tradeable. For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used (e.g. with forex quotes) to specify the desired "value date". For NDFs either SettlType (specifying the tenor) or SettlDate must be specified. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Required for NDFs to specify the settlement currency (fixing currency). Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for Used by the quote initiator to indicate the period of time the resulting Quote must be valid until The time when the request for quote or negotiation dialog will expire. The (minimum or suggested) period of time a quote price is tradable before it becomes indicative (i.e. off-the-wire). Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price For OTC swaps, may be used to provide the estimated mid-market-mark. Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request Required if NoLegs(555) > 0. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. For OTC swaps, may be used to provide the estimated mid-market mark. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) If OrdType = "Forex - Swap", should be the side of the future portion of a F/X swap. The absence of a side implies that a two-sided quote is being requested. Required if specified in Quote Request message. Insert here the set of "OrderQytData" fields defined in "Common Components of Application Messages" Required if component is specified in Quote Request message. Can be used (e.g. with forex quotes) to specify the desired "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the desired currency of the quoted price. May differ from the 'normal' trading currency of the instrument being quote requested. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Initiator can specify the price type the quote needs to be quoted at. If not specified, the Respondent has option to specify how quote is quoted. Can be used to specify the type of order the quote request is for The time when Quote Request will expire. Time transaction was entered Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Quoted or target price Can be used with OrdType = "Forex - Swap" to specify the Quoted or target price for the future portion of a F/X swap. Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of related symbols (instruments) in Request First field in repeating group. Required if NoQuoteSets > 0 Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required if NoQuoteSets > 0 Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0 Total number of quotes canceled for the quote set across all messages. Total number of quotes accepted for the quote set across all messages. Total number of quotes rejected for the quote set across all messages. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Sequential number for the Quote Set. For a given QuoteID - assumed to start at 1. Must be the first field in the repeating group. Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The number of sets of quotes in the message Secondary price limit rules Identifies the type of Corporate Action Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Useful for verifying security identification Indicates the type of Quote Request (e.g. Manual vs. Automatic) being generated. Type of quote being requested from counterparty or market (e.g. Indicative, Firm, or Restricted Tradeable) Number of related symbols (instruments) in Request Must be first field in the repeating group if NoDistribInsts > 0. Number of Distribution instructions in this message (number of repeating groups to follow) Must be first field in the repeating group Insert here the set of "Nested Parties" (firm identification "nested" within additional repeating group) fields defined in "Common Components of Application Messages" Used for NestedPartyRole=InvestorID Number of registration details in this message (number of repeating groups to follow) Indicates type of RoutingID. Required if NoRoutingIDs is > 0. Identifies routing destination. Required if NoRoutingIDs is > 0. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Used to specify forms of product classifications Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Used to provide listing rules Used to provide listing rules Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" Number of simple instruments. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Required if NoSecurityTypes > 0 Unique ID for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request New, Replace, Cancel or Restate Required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for settlement location. Also used for executing broker for CIV settlement instructions Can be used for SettleInstMode 1 if SSIs are being provided for a particular side. Can be used for SettleInstMode 1 if SSIs are being provided for a particular product. Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as alternative to CFICode). Can be used for SettleInstMode 1 if SSIs are being provided for a particular security type (as identified by CFI code). Can be used for SettleInstMode 1 if SSIs are being provided for a particular settlement currency Effective (start) date/time for this settlement instruction. Required except where SettlInstMode is 5=Reject SSI request Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Required except where SettlInstMode is 5=Reject SSI request Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions For use with CIV settlement instructions Required except where SettlInstMode is 5=Reject SSI request Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11). Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Must be 1 or 2 Required if NoSides(552) > 0. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID(11) Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. Available for optional use when Side(54) = 6 (Sell short exempt). Use to assign an identifier to the block of preallocations Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Conditionally required when ForexReq(121) = "Y". Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Specifies how long the order as specified in the side stays in effect. Absence of this field indicates Day order. Must be 1 or 2 if CrossType(549)=1(All-or-none Cross), 2 otherwise. Required if NoAllocs(78) > 0. Only used for specific lot trades. Only used for specific lot trades. If this field is used, either VersusPurchasePrice(1754) or CurrentCostBasis(1755) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified. Only used for specific lot trades. If this field is used, VersusPurchaseDate(1753) should be specified Can be used for granular reporting of separate allocation detail within a single trade report or allocation message. Required when NoSides(552) > 0. Used to indicate a side specific alternate clearing price. Used to indicate the Price Differential between the first and second leg of a complex instrument. Used to indicate whether the trade is clearing using execution price (LastPx) or alternate clearing price (ClrTrdPx) Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary. Insert here the set of "LimitAmts" fields defined in "Common Components" Used to specify Step-out trades. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The customer capacity for this trade Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionID(336) then applies to all sides of the trade. Usually the same for all sides of a trade, if reported only on the first side the same TradingSessionSubID(625) then applies to all sides of the trade. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. Value expressed in the currency reflected by the Currency(15) field. Can be used for derivatives omnibus accounting. Can be used by the executing market to record any execution details that are particular to that market. Must be set if EncodedText field is specified and must immediately precede it. Can be used to support the scenario where a single leg instrument trades against an individual leg of a multileg instrument. Used to assign an ID to the block of preallocations. Conveys settlement account details reported as part of obligation. Optional when Side (54) = 6 (Sell short exempt) Order details for the order associated with this side of the trade. In the context of regulatory trade reporting, this specifies the trading capacity of the reporting party. Required if NoTrades > 0 Trades for which collateral is required Required if NoLegs(555) > 0. Quantity ordered for this leg as provided during order entry. The LegQty(687) field is deprecated. The use of LegOrderQty(685) is recommended instead. Instead of LegOrderQty(685) requests that the sellside calculate LegOrderQty(685) based on opposite Leg. Additional attribute to store the trade or trade report identifier of the leg. Allow sequencing of legs for a strategy to be captured. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Use of LegRefID(654) in this component is deprecated. Recommend the use of LegID(1788) in the InstrumentLeg component. Takes precedence over a calculated LegSettlType(587) when specified regardless of LegSettlType(587) value. Conditionally required when LegSettlType(587) = B(Broken date). Used to report the execution price assigned to the leg of the multileg instrument. Indicates the price type provided with each leg of a multi-leg trade For FX Futures can be used to express the notional value of a trade when LegLastQty(1418) and other quantity fields are expressed in terms of number of contracts - LegContractMultiplier(231) is required in this case. Available for optional use when LegSide(624) = 6 (Sell short exempt) in InstrumentLeg component. Quantity executed for this leg. Leg quantity type to be specified at the leg level. Can be different for each leg. Required if NoTradingSessions is > 0. Specifies the number of repeating TradingSessionIDs Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages" Required if NoUnderlyings > 0 Required if NoUnderlyings > 0 Number of legs that make up the Security Required if NoUnderlyings(711) > 0. Number of underlyings Used when reporting other than current day trades. Conditionally required if NoDates > 0 To request trades for a specific time. Number of date ranges provided (must be 1 or 2 if specified) Required if NoEvents(864) > 0. Conditionally required when EventTime(1145) is specified. Conditionally required when EventTimePeriod(1826) is specified. Conditionally required when EventTimeUnit(1827) is specified. Must be set if EncodedEventText(1579) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding(347) field. Name of parameter Datatype of the parameter. Value of the parameter Indicates number of strategy parameters Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" of the requested Security Insert here the set of " InstrumentExtension " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " FinancingDetails " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " SpreadOrBenchmarkCurveData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Insert here the set of " YieldData " fields defined in " COMMON COMPONENTS OF APPLICATION MESSAGES " Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Specifies the number of repeating symbols (instruments) specified Insert here the set of "Instrument Legs" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegStipulations" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Insert here the set of "LegBenchmarkCurveData" (leg symbology) fields defined in "common components of application messages" Required if NoLegs > 0 Number of legs that make up the Security Amount to pay in order to receive the underlying instrument. Amount to collect in order to deliver the underlying instrument. Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Required if NoExpiration > 1 Required if NoInstrumentParties(1018) > 0. Identification of the party. Required if NoInstrumentParties(1018) > 0. Used to identify classification source. Required if NoInstrumentParties(1018) > 0. Identifies the type of InstrumentPartyID(1019). Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of InstrumentPartyID(1019), InstrumentPartyIDSource(1050) and InstrumentPartyRole(1051). Required when NoSides(552) > 0. Insert here the set of "LimitAmts" field defined in "Common Components" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Conveys settlement account details reported as part of obligation. Details of the order associated with this side of the trade. Used to identify the source of PartyID. Required if UnderlyingInstrumentPartyIDSource(1060) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Used to identify class source of UnderlyingInstrumentPartyID(1059) value (e.g. BIC). Required if UnderlyingInstrumentPartyID(1059) is specified. Required if NoUndlyInstrumentParties(1058) > 0. Identifies the type of UnderlyingInstrumentPartyID(1059) (e.g. Executing Broker). Required if NoUndlyInstrumentParties(1058) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of UnderlyingInstrumentPartyID(1059), UnderlyingInstrumentPartyIDSource(1060) and UnderlyingInstrumentPartyRole(1061). Used to identify source of RootPartyID. Required if RootPartyIDSource is specified. Required if NoRootPartyIDs > 0. Used to identify class source of RootPartyID value (e.g. BIC). Required if RootPartyID is specified. Required if NoRootPartyIDs > 0. Identifies the type of RootPartyID (e.g. Executing Broker). Required if NoRootPartyIDs > 0. Repeating group of RootParty sub-identifiers. Repeating group below should contain unique combinations of RootPartyID, RootPartyIDSource, and RootPartyRole Sub-identifier (e.g. Clearing Acct for PartyID=Clearing Firm) if applicable. Required if NoRootPartySubIDs > 0. Type of Sub-identifier. Required if NoRootPartySubIDs > 0. Repeating group of RootParty sub-identifiers. Identifier for Trading Session Market for which Trading Session applies Market Segment for which Trading Session applies Method of Trading Trading Session Mode "Y" if message is sent unsolicited as a result of a previous subscription request. State of trading session. Used with TradSesStatus = "Request Rejected" Starting time of trading session Time of the opening of the trading session Time of pre-close of trading session Closing time of trading session End time of trading session Insert here the set of "TradingSessionRules" fields defined in "common components of application messages" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Indicates the Source of the Settlement Instructions Carries settlement account information Number of settlement parties Unique ID for this settlement instruction New, Replace, Cancel, or Restate Required where SettlObligTransType(1162) is Cancel or Replace. The SettlObligID(1161) of the settlement obligation being canceled or replaced. Net flow of currency 1 Net flow of currency 2 Currency 1 in the stated currency pair, the dealt currency Currency 2 in the stated currency pair, the contra currency Derived rate of Ccy2 per Ccy1 based on netting Value Date Used to express the instrument in which settlement is taking place Effective (start) date/time for this settlement instruction Termination date/time for this settlement instruction. Date/time this settlement instruction was last updated (or created if not updated since creation). Conveys settlement account details reported as part of obligation Number of Settlement Obligations Defines the type of secondary size specified in MDSecSize(1179). Must be first field in this repeating group Number of entries following. Conditionally required when MDUpdateAction = New(0) and MDEntryType = Bid(0) or Offer(1). Indicates that the MD Entry is eligible for inclusion in the type of statistic specified by the StatsType. Must be provided if NoStatsIndicators greater than 0. Number of statistics indicators Required if NoTickRules(1205) > 0. Can be used to limit tick rule to specific product suite. Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price Enumeration that represents the exercise style for a class of options Same values as ExerciseStyle Describes the maturity rules for a given set of strikes as defined by StrikeRules Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Format used to generate the MMY for each option contract: enumeration specifying the increment unit: Starting maturity for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending maturity monthy year to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which maturity month year should be incremented within the specified price range. Number of maturity rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Required if NoMDFeedTypes(1141) > 0. Specifies the depth of book (or levels of market depth) for the feed type. Conditionally required when MarketDepthTimeIntervalUnit(2564) is specified. Conditionally required when MarketDataTimeInterval(2563) is specified. Conditionally required when MDRecoveryTimeIntervalUnit(2566) is specified. Conditionally required when MDRecoveryTimeInterval(2565) is specified. Defines the lot type assigned to the order. Use as an alternate to RoundLot(561). To be used with MinLotSize(1231). LotType + MinLotSize ( max is next level minus 1) Minimum lot size allowed based on lot type specified in LotType(1093) Number of Lot Types Required if NoMatchRules(1235) > 0. Can be used to limit match rule to specific product suite. Can be used to give customer orders priority for the given matching algorithm. Indicates execution instructions that are valid for the specified market segment Number of execution instructions Indicates time in force techniques that are valid for the specified market segment Number of time in force techniques Indicates order types that are valid for the specified market segment. Number of order types Identifier for the trading session Must be provided if NoTradingSessions > 0 Set to [N/A] if values are not specific to trading session Identifier for the trading session Set to [N/A] if values are not specific to trading session sub id Contains trading rules specified at the trading session level Allows trading rules to be expressed by trading session Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument. Number of Market Segments on which a security may trade. Used to identify party id related to instrument series Used to identify source of instrument series party id Used to identify the role of instrument series party id Should contain unique combinations of DerivativeInstrumentPartyID, DerivativeInstrumentPartyIDSource, and DerivativeInstrumentPartyRole Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Indicates type of event describing security Specific time of event. To be used in combination with EventDate [1288] If provided, then Instrument occurrence has explicitly changed Secondary price limit rules Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of legs for the underlying instrument Recipient of the notification Number of usernames Required if NoNotAffectedOrders(1370) > 0 and must be the first repeating field in the group. Indicates the client order identifier of an order not affected by the request. If order(s) were manually delivered (or otherwise not delivered over FIX and not assigned a ClOrdID(11)) this field should contain string "MANUAL". Contains the OrderID(37) assigned by the counterparty of an unaffected order. Not required as part of the repeating group if NotAffOrigClOrdID(1372) has a value other than "MANUAL". Contains the SecondaryOrderID(198) assigned by the counterparty of an unaffected order. Not required as part of the repeating group. Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0 Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31). Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0. Contraparty information Specifies the number of partial fills included in this Execution Report Number of trade publication indicators following Message sequence number of first message in range to be resent Message sequence number of last message in range to be resent. If request is for a single message ApplBeginSeqNo = ApplEndSeqNo. If request is for all messages subsequent to a particular message, ApplEndSeqNo = "0" (representing infinity). Specifies number of application id occurrences Number of applications Number of applications Used to identify source of Nested4PartyID. Required if Nested4PartyIDSource is specified. Required if NoNested4PartyIDs > 0. Used to identify class source of Nested4PartyID value (e.g. BIC). Required if Nested4PartyID is specified. Required if NoNested4PartyIDs > 0. Identifies the type of Nested4PartyID (e.g. Executing Broker). Required if NoNested4PartyIDs > 0. Repeating group below should contain unique combinations of Nested4PartyID, Nested4PartyIDSource, and Nested4PartyRole. Required if NoRateSource(1445) > 0 Required if NoRateSources(1445) > 0 Conditionally required when RateSource(1446) = 99 (Other). Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message. Used to identify source of target party identifier. Used to identify the role of source party identifier. Used to further qualify the role of the target party role. Repeating group of target party sub-identifiers. Repeating group below should contain unique combinations of TargetPartyID, TargetPartyIDSource, and TargetPartyRole. Required if NoNewsRefIDs(2144) > 0. News item being referenced. Type of reference. Number of news item references Required if NoComplexEvents(1483) > 0. Conditionally required when there are more than one ComplexEvents occurrences. A chain of ComplexEvents must be linked together through use of the ComplexEventCondition(1490) in which the relationship between any two events is described. For any two ComplexEvents the first occurrence will specify the ComplexEventCondition(1490) which links it with the second event. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventDates(1491) > 0. Required if NoComplexEventTimes(1494) > 0. Required if NoComplexEventTimes(1494) > 0. Stream Assignment Requests. Stream Assignment Reports. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required if NoMatchInst > 0. Required when NoLimitAmts > 0 Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Either LastLimitAmt(1632) or LimitAmtRemaining(1633) or LimitUtilizationAmt(2394) must be specified when NoLimitAmts > 0. Number of limit amount occurences. Number of qualifier entries Total margin requirement if not provided Can be used to specify the base settlement currency if Currency(15) is not specified. Number of margin amount entries Conditionally required when NoRelatedInstruments > 0 Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. For RelatedInstrumentType(1648)=1 ("hedges for" instrument) this would be the instrument being used to offset the option Instrument. If one of the "related to" fields is specified, this is the UnderlyingSymbol(311) of an underlying instrument defining the related security in the current message. Either RelatedSymbol(1649) or RelatedSecurityID(1650) must be specified. If one of the "related to" fields is specified, this is the UnderlyingSecurityID(309) of an underlying instrument defining the related security in the current message. Conditionally required when RelatedSecurityID(1650) is specified. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. May be omitted if RelatedSecurityID(1650) or RelatedSymbol(1649) refers to an underlying instrument in the current message. Mutually exclusive with RelatedToStreamXIDRef(2415) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Conditionally required when RelatedToSecurityID(2413) is specified. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToDividendPeriodXIDRef(2417). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Mutually exclusive with RelatedToSecurityID(2413) and RelatedToStreamXIDRef(2415). If correlation is with the security in Instrument component then all "related to" fields may be omitted. Identifies the type of party role requested. Required if NoRequestedPartyRoles > 0. Identifies the type of party relationship requested. Required if NoPartyRelationships > 0. The identification of the party. Required when NoPartyDetails(1671) > 0. Used to identify source of PartyID value (e.g. BIC). Required when NoPartyDetails(1671) > 0. Identifies the type of PartyID (e.g. Executing Broker). Required when NoPartyDetails(1671) > 0. Optionally used to specify alternate IDs to identify the party specified. May not be specified in PartyDetailsListUpdateReport(35=CK) if ListUpdateAction(1324) = D(Delete) Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltID > 0. Required when NoPartyDetailAltSubIDs > 0. Required when NoPartyDetailAltSubIDs > 0. Required if NoRiskLimitTypes(1529) > 0. Not applicable in a request. Not applicable in a request. Conditionally required when RiskLimitType(1530) = 10 (Clip size) Required when NoInstrumentScopeSecurityAltID > 0. Required when NoInstrumentScopeSecurityAltID > 0. Required if NoRiskWarningLevels(1559) > 0. Conditionally required when RiskWarningLevelAmount(1768) is not provided. Conditionally required when RiskWarningLevelPercent(1560) is not provided. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required if NoRelatedPartyDetails > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailSubIDs > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltID > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoRelatedPartyDetailAltSubIDs > 0. Required when NoInstrumentScopes > 0. Required when NoRiskInstrumentScopes > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartyIDs > 0. Required when NoRequestingPartySubIDs > 0. Required when NoRequestingPartySubIDs > 0. Required if NoPartyUpdates > 0. Required if NoRequestedRiskLimitType > 0. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Omit to implicitly report removal of risk limits. Required if NoRiskLimits(1669) > 0. Required when NoPartyDetailSubIDs > 0. Required when NoPartyDetailSubIDs > 0. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages". Conditionally required if NoRelatedSym > 0. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Number of exceptions with a trading status different from SecurityMassTradingStatus (1679). Conditionally required if NoLegPosAmt > 0. Number of Position Amount entries Conditionally required if NoSecurityClassifications > 0. Required when NoThrottles > 0. Required when NoThrottles > 0. Number of messages per time interval, or number of outstanding requests. Required when NoThrottles > 0. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is 1. Can be used only when ThrottleType = Inbound Rate. Indicates, along with ThrottleTimeUnit, the interval of time in which ThrottleNoMsgs may be sent. Default is Seconds. Indicates MsgType values that this throttle counts. If not specified, the definition is implicit based upon bilateral agreement. Indicates number of throttles to follow. Required when NoThrottleMsgType > 0. Required if NoSettlementAmounts > 0. Required if NoCollateralAmounts(1703) > 0. Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. Required if NoPayCollects > 0. Can be used to specify the base settlement currency if Currency(15) is not specified. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when ListUpdateAction(1324) = A(Add). Conditionally required when ListUpdateAction(1324) = M(Modify) or D(Delete) and RiskLimitID(1670) is not provided. Conditionally required when ListUpdateAction(1324) = A(Add) or M(Modify). Conditionally required when PartyDetailGrp component is not provided. Required if NoPartyRiskLimits(1677) > 0. Required if NoPartyRiskLimits(1677) > 0. Conditionally required when RiskLimitID(1670) is not provided. Changes to party or related party(-ies) defined in the request are not permitted. Conditionally required when RiskLimitStatus(1763) = 1(Accepted with changes) and must then be complete, i.e. omissions compared to the request represent risk limits that were removed, additional risk limits are possible. Conditionally required when PartyDetailGrp component is not provided. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPartyEntitlements(1772) > 0. Required unless omitted to indicate the removal of entitlements for the party(-ies) specified in the PartyDetailGrp component. Required if NoEntitlements(1773) > 0. Absence of this field indicates the meaning of the entitlement is implicit. Required if NoEntitlementAttrib(1777) > 0. If specified, and this is an attribute published by FPL in the external code list, this must agree with the published datatype. Required if NoEntitlementAttrib(1777) > 0. Required if NoMarketSegments(1310) > 0. Required when NoTargetMarketSegments(1789) > 0. Required when NoAffectedMarketSegments(1791) > 0. Required when NoNotAffectedMarketSegments(1793) > 0. Required when NoOrderEvents(1795) > 0. Required when NoDisclosureInstructions(1812) > 0. Required if NoCrossLegs(1829) > 0. Quantity ordered for this leg as provided during order entry. Provide if different from the value specified for the overall multileg security in ClearingAccountType(1816) in the Instrument component. Provide if different from the value specified for the overall multileg security in PositionEffect(77) in the Instrument component. Provide if different from the value specified for the overall multileg security in CoveredOrUncovered(203) in the Instrument component. Available for optional use when LegSide(624) = 6(Sell short exempt) in InstrumentLeg component. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradeAllocAmts(1844) > 0. Required if NoTradePriceConditions(1838) > 0. Required if NoTradeQty(1841) > 0. Required if NoTradeQty(1841) > 0. Required if NoPositions > 0. Required if NoRelatedTrades(1855) > 0. Optionally used for RelatedTradeIDSource(1857)=6(Regulatory trade ID) when RelatedTradeID(1856) is not unique across multiple reporting entities. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple days. Optionally used to help identify the trade when RelatedTradeID(1856) is not unique across multiple markets. Required if NoRelatedPositions(1861) > 0. Required if NoValueChecks(1868) > 0. Required if NoValueChecks(1868) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyUpdates(1676) > 0. Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoPartyEntitlements(1772). Required if NoPartyEntitlements(1772). Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when ListUpdateAction(1324) = M(Modify) or D(Delete) and EntitlementRefID(1885) is provided. Optional when PartyDetailGrp is provided or ListUpdateAction(1324) = A(Add). Required if NoInstrmtMatchSides(1889) > 0. LegID(1788) in the InstrmtLegGrp component can be used to reference individual leg executions referenced in the TrdInstrmtLegExecGrp component with LegRefID(654). Total quantity for this instrument in this match event. This is the cumulative sum of LastQty(32) for all match steps for this instrument. Required if NoInstrmtMatchSides(1889) > 0. Trade quantity for this instrument within this match step. The value is the greater of the sum of SideLastQty(1009) of each side (i.e. buy or sell) for each TrdMatchSideGrp instance within the current InstrmtMatchSideGrp instance. Required if NoInstrmtMatchSides(1889) > 0. Required if NoInstrmtMatchSides(1889) > 0. Required if NoTrdMatchSides(1890) > 0. Required if NoTrdMatchSides(1890) > 0. Used to indicate the matched quantity for this trade side as a result of the match event. Required if NoTrdMatchSides(1890) > 0. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. For use in derivatives omnibus accounting. Can be used if the match event results in matches across different market segments for this side. Can be used if the match event results in matches across different venue types for this side. Can be used to include text included in the order submission. Required if NoLegExecs(1892) > 0. Can be used to specify the position effect for the leg if it is different from the position effect of the overall multileg security. Can be used to specify whether the option is a cover, if it is different from the overall multileg security. Required if NoPriceMovements(1919) > 0. Required if NoPriceMovementValues(1919) > 0. Required if NoClearingAccountTypes(1918) > 0. Required if NoAdditionalTermBondRefs(40000) > 0. Conditionally required when AdditionalTermBondSecurityID(40001) is specified. Must be set if EncodedAdditionalTermBondDesc(40005) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedAdditionalTermBondIssuer(40009) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when AdditionalTermBondCouponFrequencyUnit(40017) is specified. Conditionally required when AdditionalTermBondCouponFrequencyPeriod(40016) is specified. Required if NoAdditionalTerms(40019) > 0. Required if NoAllocRegulatoryTradeIDs(1908) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoCashSettlTerms(40022) > 0. Required if NoContractualDefinitions(40040) > 0. Required if NoContractualMatrices(40042) > 0. Required if NoFinancingTermSupplements(40046) > 0. Required if NoLegEvents(2059) > 0. Conditionally required when LegEventTime(2062) is specified. Conditionally required when LegEventTimePeriod(2064) is specified. Conditionally required when LegEventTimeUnit(2063) is specified. Must be set if EncodedLegEventText(2075) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegPaymentSchedules(40374) > 0. Conditionally required when LegPaymentScheduleStepFrequencyUnit(40391) is specified. Conditionally required when LegPaymentScheduleStepFrequencyPeriod(40390) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleFixingDatesOffsetUnit(40402) is specified. Conditionally required when LegPaymentScheduleFixingDatesOffsetPeriod(40401) is specified. Conditionally required when LegPaymentScheduleFixingLagUnit(41546) is specified. Conditionally required when LegPaymentScheduleFixingLagPeriod(41545) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetUnit(41548) is specified. Conditionally required when LegPaymentScheduleFixingFirstObservationDateOffsetPeriod(41547) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment schedule. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment schedule. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetUnit(40411) is specified. Conditionally required when LegPaymentScheduleInterimExchangeDatesOffsetPeriod(40410) is specified. Required if NoLegPaymentScheduleRateSources(40414) > 0. Required if NoLegPaymentScheduleRateSources(40414) > 0. Conditionally required when LegPaymentScheduleRateSource(40415) = 99 (Other). Required if NoLegPaymentStubs(40418) > 0. Conditionally required when LegPaymentStubIndexCurveUnit(40427) is specified. Copnditionally required when LegPaymentStubIndexCurvePeriod(40426) is specified. Conditionally required when LegPaymentStubIndex2CurveUnit(40441) is specified. Conditionally required when LegPaymentStubIndex2CurvePeriod(40440) is specified. Required if NoLegProvisionCashSettlPaymentDates (40473) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisionOptionExerciseFixedDates(40495) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegProvisions(40448) > 0. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the instrument's leg provision. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the instrument's leg provision. Conditionally required when LegProvisionDateTenorUnit(40455) is specified. Conditionally required when LegProvisionDateTenorPeriod(40454) is specified. Must be set if EncodedLegProvisionText(40981) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartyIDs(40533) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegProvisionPartySubIDs(40537) > 0. Required if NoLegSecondaryAssetClasses(2076) > 0. Required if NoLegSettlRateFallbacks(40902) > 0. Required if NoLegStreams(40241) > 0. Conditionally required when LegStreamNotionalFrequencyUnit(41704) is specified. Conditionally required when LegStreamNotionalFrequencyPeriod(41703) is specified. Must be set if EncodedLegStreamText(40979) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPayments(40212) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment information. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment information. Conditionally required when PaymentDateOffsetUnit(41158) is specified. Conditionally required when PaymentDateOffsetPeriod(41157) is specified. Used to link a payment back to its parent InstrumentLeg by using the same value as the parent�s LegID(1788). Must be set if EncodedPaymentText(40985) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding(347) field. Required if NoPaymentSchedules(40828) > 0. Conditionally required when PaymentScheduleStepFrequencyUnit(40845) is specified. Conditionally required when PaymentScheduleStepFrequencyPeriod(40844) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleFixingDateOffsetUnit(40856) is specified. Conditionally required when PaymentScheduleFixingDateOffsetPeriod(40855) is specified. Conditionally required when PaymentScheduleFixingLagUnit(41177) is specified. Conditionally required when PaymentScheduleFixingLagPeriod(41176) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetUnit(41179) is specified. Conditionally required when PaymentScheduleFixingFirstObservationDateOffsetPeriod(41178) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment schedule. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment schedule. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetUnit(40865) is specified. Conditionally required when PaymentScheduleInterimExchangeDatesOffsetPeriod(40864) is specified. Required if NoPaymentScheduleRateSources(40868) > 0. Required if NoPaymentScheduleRateSources(40868) > 0. Conditionally required when PaymentScheduleRateSource(40869) = 99 (Other) Required if NoPaymentSettls(40230) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartyIDs(40233) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentSettlPartySubIDs(40238) > 0. Required if NoPaymentStubs(40872) > 0. Conditionally required when PaymentStubIndexCurveUnit(40881) is specified. Conditionally required when PaymentStubIndexCurvePeriod(40880) is specified. Conditionally required when PaymentStubIndex2CurveUnit(40895) is specified. Conditionally required when PaymentStubIndex2CurvePeriod(40894) is specified. Required if NoPhysicalSettlTerms(40204) > 0. Required if NoPhysicalSettlDeliverableObligations (40209) > 0. Required if NoProtectionTerms(40181) > 0. Required if NoProtectionTermEvents(40191) > 0. Conditionally required when ProtectionTermEventUnit(40196) is specified. Conditionally required when ProtectionTermEventPeriod(40195) is specified. Required if NoProtectionTermEventQualifiers(40199) > 0. Required if NoProtectionTermObligations(40201) > 0. Required if NoProvisionCashSettlPaymentDates (40171) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisionOptionExerciseFixedDates (40142) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoProvisions(40090) > 0. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when ProvisionDateTenorUnit(40097) is specified. Conditionally required when ProvisionDateTenorPeriod(40096) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding(347) field. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartyIDs(40174) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoProvisionPartySubIDs(40178) > 0. Required if NoRegulatoryTradeIDs(1907) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoSecondaryAssetClasses(1976) > 0. Required if NoSettlRateFallbacks(40085) > 0. Required if NoSideRegulatoryTradeIDs(1971) > 0. This field may be is used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Required if NoStreams(40049) > 0. Conditionally required when StreamNotionalFrequencyUnit(41307) is specified. Conditionally required when StreamNotionalFrequencyPeriod(41306) is specified. Must be set if EncodedStreamText(40983) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingComplexEvents(2045) > 0. Conditionally required when there are more than one UnderlyingComplexEvent occurrences. A chain of events must be linked together through use of the UnderlyingComplexEventCondition(2052) in which the relationship between any two events is described. For any two occurances of events the first occurrence will specify the UnderlyingComplexEventCondition(2052) which links it with the second event. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventDates(2054) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingComplexEventTimes(2056) > 0. Required if NoUnderlyingEvents(1982) > 0. Conditionally required when UnderlyingEventTime(1984) is specified. Conditionally required when UnderlyingEventTimePeriod(1986) is specified. Conditionally required when UnderlyingEventTimeUnit(1985) is specified. Must be set if EncodedUnderlyingEventText(2073) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheules(40664) > 0. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyUnit(40681) is specified. Conditionally required when UnderlyingPaymentScheduleStepFrequeencyPeriod(40680) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetUnit(40692) is specified. Conditionally required when UnderlyingPaymentScheduleFixingDateOffsetPeriod(40691) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagUnit(41894) is specified. Conditionally required when UnderlyingPaymentScheduleFixingLagPeriod(41893) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetUnit(41896) is specified. Conditionally required when UnderlyingPaymentScheduleFixingFirstObservationDateOffsetPeriod(41895) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment schedule. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment schedule. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetUnit(40701) is specified. Conditionally required when UnderlyingPaymentScheduleInterimExchangeDatesOffsetPeriod(40700) is specified. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Required if NoUnderlyingPaymentScheduleRates(40704) > 0. Conditionally required when UnderlyingPaymentScheduleRateSource(40705) = 99 (Other). Required if NoUnderlyingPaymentStubs(40708) > 0. Conditionally required when UnderlyingPaymentStubIndexCurveUnit(40717) is specified. Conditionally required when UnderlyingPaymentStubIndexCurvePeriod(40716) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurveUnit(40731) is specified. Conditionally required when UnderlyingPaymentStubIndex2CurvePeriod(40730) is specified. Required if NoUnderlyingSecondaryAssetClasses(2080) > 0. Required if NoUnderlyingSettlRateFallbacks(40659) > 0. Required if NoUnderlyingStreams(40540) > 0. Conditionally required when UnderlyingStreamNotionalFrequencyUnit(42020) is specified. Conditionally required when UnderlyingStreamNotionalFrequencyPeriod(42019) is specified. Must be set if EncodedUnderlyingStreamText(40989) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDealers(40277) > 0. Required if NoBusinessCenters(40278) > 0. Required if NoLegBusinessCenters(40923) > 0. Required if NoLegPaymentScheduleFixingDateBusinessCenters(40927) > 0. Required if NoLegPaymentScheduleInterimExchangeDateBusinessCenters(40928) > 0. Required if NoLegPaymentStreamNonDeliverableFixingDatesBusinessCenters(40929) > 0. Requirend if NoLegPaymentStreamPaymentDateBusinessCenters(40930) > 0. Required if NoLegPaymentStreamResetDateBusinessCenters(40931) > 0. Required if NoLegPaymentStreamInitialFixingDateBusinessCenters(40932) > 0. Required if NoLegPaymentStreamFixingDateBusinessCenters(40933) > 0. Required if NoLegProvisionCashSettlPaymentDateBusinessCenters(40934) > 0. Required if NoLegProvisionCashSettlValueDateBusinessCenters(40935) > 0. Required if NoLegProvisionOptionExerciseBusinessCenters(40936) > 0. Required if NoLegProvisionOptionExpirationDateBusinessCenters(40937) > 0. Required if NoLegProvisionOptionRelevantUnderlyingDateBusinessCenters(40938) > 0. Required if NoLegProvisionDateBusinessCenters(40939) > 0. Required if NoLegStreamCalculationPeriodBusinessCenters(40940) > 0. Required if NoLegStreamFirstPeriodStartDateBusinessCenters(40941) > 0. Required if NoLegStreamEffectiveDateBusinessCenters(40942) > 0. Required if NoLegStreamTerminationDateBusinessCenters(40943) > 0. Required if NoPaymentBusinessCenters(40944) > 0. Required if NoPaymentScheduleFixingDateBusinessCenters(40944) > 0. Required if NoPaymentScheduleInterimExchangeDateBusinessCenters(40945) > 0. Required if NoPaymentStreamNonDeliverableFixingDatesBusinessCenters(40946) > 0. Required if NoPaymentStreamPaymentDateBusinessCenters(40947) > 0. Required if NoPaymentStreamResetDateBusinessCenters(40948) > 0. Required if NoPaymentStreamInitialFixindDateBusinessCenters(40949) > 0. Required if NoPaymentStreamFixingDateBusinessCenters(40950) > 0. Required if NoProtectionTermEventNewsSources(40951) > 0. Required if NoProvisionCashSettlPaymentDateBusinessCenters(40952) > 0. Required if NoProvisionCashSettlValueDatBusinessCenters(40953) > 0. Required if NoProvisionOptionExerciseBusinessCenters(40954) > 0. Required if NoProvisionOptionExpirationDateBusinessCenters(40955) > 0. Required if NoProvisionOptionRelevantUnderlyingDateBusinessCenters(40956) > 0. Required if NoProvisionDateBusinessCenters(40957) > 0. Required if NoStreamCalculationPeriodBusinessCenters(40958) > 0. Required if NoStreamFirstPeriodStartDateBusinessCenters(40959) > 0. Required if NoStreamEffectiveBusinessCenters(40960) > 0. Required if NoStreamTerminationDateBusinessCenters(40961) > 0. Required if NoUnderlyingBusinessCenters(40962) > 0. Required if NoUnderlyingPaymentScheduleFixingDateBusinessCenters(40966) > 0. Required if NoUnderlyingPaymentScheduleInterimExchangeDateBusinessCenters(40967) > 0. Required if NoUnderlyingPaymentStreamNonDeliverableFixingDatesBusinessCenters(40968) > 0. Required if NoUnderlyingPaymentStreamPaymentDateBusinessCenters(40969) > 0. Required if NoUnderlyingPaymentStreamResetDateBusinessCenters(40970) > 0. Required if NoUnderlyingPaymentStreamInitialFixingDateBusinessCenters(40971) > 0. Required if NoUnderlyingPaymentStreamFixingDateBusinessCenters(40972) > 0. Required if NoUnderlyingStreamCalculationPeriodBusinessCenters(40973) > 0. Required if NoUnderlyginstreamFirstPeriodStartDateBusinessCenters(40974) > 0. Required if NoUnderlyingStreamEffectiveDateBusinessCenters(40975) > 0. Required if NoUnderlyingStreamTerminationDateBusinessCenters(40976) > 0. Required if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if EncodedAttachment(2112) is present. Must be set if EncodedAttachment(2112) is specified and must immediately precede it. Either AttachmentExternalURL(2108) or EncodedAttachment(2112) must be specified if NoAttachments(2104) > 0. Required if NoAttachmentKeywords(2113) > 0. Required if NoAssetAttributes(2304) > 0. Required if NoComplexEventAveragingObservations(40994) > 0. Required if NoComplexEventCreditEvents(40996) > 0. Conditionally required when ComplexEventCreditEventUnit(41002) is specified. Conditionally required when ComplexEventCreditEventPeriod(41001) is specified. Required if NoComplexEventCreditEventQualifiers(41005) > 0. Required if NoComplexEventPeriodDateTimes(41007) > 0. Required if NoComplexEventPeriods(41010) > 0. Required if NoComplexEventRateSources(41013) > 0. Required if NoComplexEventRateSources(41013) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoComplexEventDateBuisinessCenters(41018) > 0. Required if NoComplexEventCreditEventSources(41029) > 0. Required if NoComplexEventSchedules(41031) > 0. Conditionally required when ComplexEventScheduleFrequencyUnit(41035) is specified. Conditionally required when ComplexEventScheduleFrequencPeriod(41034) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the schedule. Required if NoDeliverySchedules(41037) > 0. Conditionally required when DeliveryScheduleNegativeTolerance(41043) or DeliverySchedulePositiveTolerance(41044) is specified. Required if NoDeliveryScheduleSettlDays(41051) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. Required if NoDeliveryScheduleSettlTimes(41054) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoDeliveryStreamCycles(41081) > 0. Must be set if EncodedDeliveryStreamCycleDesc(41084) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding(347) field. Required if NoDeliveryStreamCommoditySources(41085) > 0. Required if NoMarketDisruptionEvents(41092) > 0. Required if NoMarketDisruptionFallbacks(41094) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoMarketDisruptionFallbackReferencePrices(41096) > 0. Conditionally required when MarketDisruptionFallbackUnderlyerSecurityIDSource(41099) is specified. Conditionally required when MarketDisruptionFallbackUnderlierSecurityID(41098) is specified. Must be set if EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field is specified and must immediately precede it Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding(347) field. Required if NoOptionExerciseBusinessCenters(41116) > 0. Required if NoOptionExerciseDates(41137) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoOptionExerciseExpirationDateBusinessCenters(41140) > 0. Required if NoOptionExpirationDates(41152) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentScheduleFixingDays(41161) > 0. Required if NoPaymentStreamPricingBusinessCenters(41192) > 0. Required if NoPaymentStreamPaymentDates(41220) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41224) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDays(41227) > 0. Required if NoPricingDateBusinessCenters(41230) > 0. Required if NoStreamAssetAttributes(41237) > 0. Required if NoStreamCalculationPeriodDates(41241) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoStreamCommoditySettlBusinessCenters(41249) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityAltIDs(41277) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommodityDataSources(41280) > 0. Required if NoStreamCommoditySettlDays(41283) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. Required if NoStreamCommoditySettlTimes(41286) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoStreamCommoditySettlPeriods(41289) > 0. Conditionally required when StreamCommoditySettlFrequencyUnit(41296) is specified. Conditionally required when StreamCommoditySettlFrequencyPeriod(41295) is specified. Required if NoNoMandatoryClearingJurisdictions(41312) > 0. Required if NoLegAdditionalTermBondRefs(41316) > 0. Conditionally required when LegAdditionalTermBondSecurityID(41317) is specified. Must be set if EncodedLegAdditionalTermBondDesc(41321) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedLegAdditionalTermBondIssuer(41325) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when LegAdditionalTermBondCouponFrequencyUnit(41333) is specified. Conditionally required when LegAdditionalTermBondCouponFrequencyPeriod(41332) is specified. Required if NoLegAdditionalTerms(41335) > 0. Required if NoLegAssetAttributes(2308) > 0. Required if NoLegCashSettlDealers(41342) > 0. Required if NoLegCashSettlTerms(41344) > 0. Required if NoLegComplexEventAveragingObservations(41363) > 0. Required if NoLegComplexEventCreditEvents(41366) > 0. Conditionally required when LegComplexEventCreditEventUnit(41371) is specified. Conditionally required when LegComplexEventCreditEventPeriod(41370) is specified. Required if NoLegComplexEventCreditEventQualifiers(41374) > 0. Required if NoLegComplexEventPeriodDateTimes(41376) > 0. Required if NoLegComplexEventPeriods(41379) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Required if NoLegComplexEventRateSources(41382) > 0. Conditionally required when LegComplexEventRateSource(41383) = 99 (Other). Required if NoLegComplexEventDateBusinessCenters(41387) > 0. Required if NoLegComplexEventCreditEventSources(41398) > 0. Required if NoLegComplexEvents(2218)) > 0. Conditionally required when there are more than one LegComplexEvents occurrences. A chain of LegComplexEvents must be linked together through use of the LegComplexEventCondition(2232) in which the relationship between any two events is described. For any two LegComplexEvents the first occurrence will specify the LegComplexEventCondition(2232) which links it with the second event. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventDates(2250) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventTimes(2253) > 0. Required if NoLegComplexEventScedules(41400) > 0. Conditionally required when LegComplexEventScheduleFrequencyUnit(41404) is specified. Conditionally required when LegComplexEventScheduleFrequencyPeriod(41403) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration dates and times. Required if NoLegDeliverySchedules(41408) > 0. Conditionally required when LegDeliveryScheduleNegativeTolerance(41414) or LegDeliverySchedulePositiveTolerance(41415) is specified. Required if NoLegDeliveryScheduleSettlDays(41422) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. Required if NoLegDeliveryScheduleSettlTimes(41425) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamAssetAttributes(41452) > 0. Required if NoLegDeliveryStreamCycles(41456) > 0. Must be set if EncodedLegDeliveryStreamCycleDesc(41459) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegDeliveryStreamCommoditySources(41460) > 0. Used to identify the source of PartyID. Required if LegInstrumentPartyIDSource(2256) is specified. Required if NoLegInstrumentParties(2254) > 0. Used to identify class source of LegInstrumentPartyID(2255) value (e.g. BIC). Required if LegInstrumentPartyID(2255) is specified. Required if NoLegInstrumentParties(2254) > 0. Identifies the type of LegInstrumentPartyID(2255) (e.g. Executing Broker). Required if NoLegInstrumentParties(2254) > 0. Repeating group of party sub-identifiers. Repeating group below should contain unique combinations of LegInstrumentPartyID(2255), LegInstrumentPartyIDSource(2256) and LegInstrumentPartyRole(2257). Required if NoLegInstrumentPartySubIDs(2258) > 0. Required if NoLegMarketDisruptionEvents(41467) > 0. Required if NoLegMarketDisruptionFallbacks(41469) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoLegMarketDisruptionFallbackReferencePrices(41471) > 0. Conditionally required when LegMarketDisruptionFallbackUnderlyerSecurityIDSource(41474) is specified. Conditionally required when LegMarketDisruptionFallbackUnderlierSecurityID(41473) is specified. Must be set if EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc(41477) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding(347) field. Required if NoLegOptionExerciseBusinessCenters(41491) > 0. Required if NoLegOptionExerciseDates(41512) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegOptionExerciseExpirationDateBusinessCenters(41515) > 0. Required if NoLegOptionExerciseExpirationDates(41527) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentScheduleFixingDays(41530) > 0. Required if NoLegPaymentStreamPricingBusinessCentrers(41561) > 0. Required if NoLegPaymentStreamPaymentDates(41589) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoPaymentStreamPricingDates(41593) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoLegPaymentStreamPricingDays(41596) > 0. Required if NoLegPhysicalSettlTerms(41599) > 0. Required if NoLegPhysicalSettlDeliverableObligations(41604) > 0. Required if NoLegPricingDateBusinessCenters(41607) > 0. Required if NoLegProtectionTermEventNewsSources(41614) > 0. Required if NoLegProtectionTerms(41616) > 0. Required if NoLegProtectionTermEvents(41625) > 0. Conditionally required when LegProtectionTermEventUnit(41630). Conditionally required when LegProtectionTermEventPeriod(41629). Required if NoLegProtectionTermEventQualifiers(41633) > 0. Required if NoLegProtectionTermObligations(41635) > 0. Required if NoLegStreamCalculationPeriodDates(41638) > 0. Required if NoLegStreamCommoditySettlementBusinessCenters(41646) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityAltIDs(41674) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommodityDataSources(41677) > 0. Required if NoLegStreamCommoditySettlementDays(41680) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. Required if NoLegStreamCommoditySettlTimes(41683) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoLegStreamCommoditySettlPeriods(41686) > 0. Conditionally required when LegStreamCommoditySettlPeriodFrequencyUnit(41693) is specified. Conditionally required when LegStreamCommoditySettlPeriodFrequencyPeriod(41692) is specified. Required if NoUnderlyingAssetAttributes(2312) > 0. Required if NoUnderlyingComplexEventAveragingObservations(41713) > 0. Required if NoUnderlyingComplexEventCreditEvents(41716) > 0. Conditionally required when UnderlyingComplexEventCreditEventUnit(41721) is specified. Conditionally required when UnderlyingComplexEventCreditEventPeriod(41720) is specified. Required if NoUnderlyingComplexEventCreditEventQualifiers(41724) > 0. Required if NoUnderlyingComplexEventPeriodDateTimes(41726) > 0. Required if NoUnderlyingComplexEventPeriods(41729) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Required if NoUnderlyingComplexEventRateSources(41732) > 0. Conditionally required when ComplexEventRateSource(41014) = 99 (Other). Required if NoUnderlyingComplexEventDateBusinessCenters(41737) > 0. Required if NoUnderlyingCreditEventCreditEventSources(41748) > 0. Required if NoUnderlyingComplexEventSchedules(41750) > 0. Conditionally required when UnderlyingComplexEventScheduleFrequencyUnit(41754) is specified. Conditionally required when UnderlyingComplexEventScheduleFrequencyPeriod(41753) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option schedule dates. Required if NoUnderlyingDeliverySchedules(41756) > 0. Conditionally required when UnderlyingDeliveryScheduleNegativeTolerance(41762) or UnderlyingDeliverySchedulePositiveTolerance(41763) is specified. Required if NoUnderlyingDeliveryScheduleSettlDays(41770) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. Required if NoUnderlyingDeliveryScheduleSettlTimes(41773) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamAssetAttributes(41800) > 0. Required if NoUnderlyingDeliveryStreamCycles(41804) > 0. Must be set if EncodedUnderlyingDeliveryStreamCycleDesc(41807) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingDeliverySreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingDeliveryStreamCommoditySources(41808) > 0. Required if NoUnderlyingOptionExerciseBusinessCenters(41820) > 0. Required if NoUnderlyingOptionExerciseDates(41841) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingOptionExerciseExpirationDateBusinessCenters(41844) > 0. Required if NoUnderlyingOptionExpirationDates(41856) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingMarketDisruptionEvents(41864) > 0. Required if NoUnderlyingMarketDisruptionFallbacks(41866) > 0. The sequence of entries specifies the order in which the fallback provisions should be applied. Required if NoUnderlyingMarketDisruptionFallbackReferencePrices (41868) > 0. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityIDSource(41871) is specified. Conditionally required whem UnderlyingMarketDisruptionFallbackUnderlierSecurityID(41870) is specified. Must be set if EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingPaymentScheduleFixingDays(41878) > 0. Required if NoUnderlyingPaymentStreamPricingBusinessCenters(41909) > 0. Required if NoUnderlyingPaymentStreamPaymentDates(41937) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDates(41941) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingPaymentStreamPricingDays(41944) > 0. Required if NoUnderlyingPricingDateBusinessCenters(41947) > 0. Required if NoUnderlyingStreamCalculationPeriodDates(41954) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingStreamCommoditySettlBusinessCenters(41962) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityAltIDs(41990) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommodityDataSources(41993) > 0. Required if NoUnderlyingStreamCommoditySettlDays(41996) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. Required if NoUnderlyingStreamCommoditySettlTimes(41999) > 0. May be defaulted to market convention or bilaterally agreed if not specified. Required if NoUnderlyingStreamCommoditySettlPeriods(42002) > 0. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyUnit(42009) is specified. Conditionally required when UnderlyingStreamCommoditySettlPeriodFrequencyPeriod(42008) is specified. Required if NoEntitlementTypes(2345) > 0. Number of Entitlement Types. Required if NoUnderlyingAdditionalTermBondRefs(41340) > 0. Conditionally required when UnderlyingAdditionalTermBondSecurityID(41341) is specified. Must be set if EncodedUnderlyingAdditionalTermBondDesc(41709) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedUnderlyingAdditionalTermBondIssuer(42017) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyUnit(42034) is specified. Conditionally required when UnderlyingAdditionalTermBondCouponFrequencyPeriod(42033) is specified. Required if NoUnderlyingAdditionalTerms(42036) > 0. Required if NoUnderlyingCashSettlDealers(42039) > 0. Required if NoUnderlyingCashSettlTerms(42041) > 0. Required if NoUnderlyingPhysicalSettlTerms(42060) > 0. Required if NoUnderlyingPhysicalSettlDeliverableObligations(42065) > 0. Required if NoUnderlyingProtectionTerms(42068) > 0. Required if NoUnderlyingProtectionTermEvents (42078) > 0. Conditionally required when UnderlyingProtectionTermEventUnit(42082) is specified. Conditionally required when UnderlyingProtectionTermEventPeriod(42081) is specified. Required if NoUnderlyingProtectionTermEventQualifiers(42085) > 0. Required if NoUnderlyingProtectionTermObligations(42087) > 0. Required if NoUnderlyingProtectionTermEventNewsSources(42090) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDates (42099) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisionOptionExerciseFixedDates(42112) > 0. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Required if NoUnderlyingProvisions(42149) > 0. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the instrument provisions. Conditionally required when UnderlyingProvisionDateTenorUnit(42155) is specified. Conditionally required when UnderlyingProvisionDateTenorPeriod(42154) is specified. Must be set if EncodedProvisionText(40987) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding(347) field. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartyIDs(42173) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionPartySubIDs(42177) > 0. Required if NoUnderlyingProvisionCashSettlPaymentDateBusinessCenters(42180) > 0. Required if NoUnderlyingProvisionCashSettlValueDateBusinessCenters(42182) > 0. Required if NoUnderlyingProvisionOptionExerciseBusinessCenters(42184) > 0. Required if NoUnderlyingProvisionOptionExpirationDateBusinessCenters(42186) > 0. Required if NoUnderlyingProvisionOptionRelevantUnderlyingDateBusinessCenters(42188) > 0. Required if NoUnderlyingProvisionDateBusinessCenters(42190) > 0. Required if NoOrderEntries(2428) > 0. Unique order entry identification across all entries of a single message. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. Conditionally required when OrderEntryAction(2429) is not "1" (Add), ClOrdID(11) was provided in original order, and message-chaining model is used. Conditionally required when OrderEntryAction(2429) is not "1" (Add) and neither OrderEntryID(2430) nor ClOrdID(11) is provided. Conditionally required when OrderEntryAction (2429) = 1 (Add) or 2 (Modify). Only a subset of OrdType(40) values permitted that do not require additional pricing fields other than Price(44) field. Conditionally required when OrdType(40) = 2 (Limit) Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Only subset of values permitted that do not require additional fields Conditionally required when OrderEntryAction(2429) = 1 (Add) or 2 (Modify) Required if NoOrderEntries(2432) > 0. Required if NoOrderEntries(2428) > 0. Required if NoOrderEntries(2428) > 0. Conditionally required when neither ClOrdID(11) nor OrderID(37) is provided. Conditionally required when neither OrderEntryID(2430) nor OrderID(37) is provided. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Conditionally required when ClOrdID(11) is provided and message-chaining model is used. Conditionally required when neither OrderEntryID(2430) nor ClOrdID(11) is provided. Use to explicitly provide executed quantity. Use to explicitly provide remaining quantity. Use to explicitly provide cancelled quantity. Required when NoTargetPartySubIDs(2433) > 0. Required when NoTargetPartySubIDs(2433) > 0. Required if NoMDStatistics(2474) > 0. Unique statistics identifier used as a placeholder for a set of parameters. If an ID is not applicable use "[N/A]". Required if NoMDStatistics(2474) > 0 and MDStatisticID(2475) = "[N/A]". Required if NoMDStatistics(2474) > 0. Required if NoMDStatistics(2474) > 0. Conditionally required when MDStatisticValue(2478) is specified. May be used when sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. If not specified the default is MDStatisticStatus(2477)=1 (Active). Conditionally required unless sending reference data only to establish MDStatisticID(2475) as a reference to a set of parameters specified in MDStatisticParameters component. Required if NoLegContractualDefinitions(42198) > 0. Required if NoLegFinancingTermSupplements(42200) > 0. Required if NoLegContractualMatrices(42203) > 0. Required if NoRelativeValues(2529) > 0. Required if NoRelativeValues(2529) > 0. Required if NoAuctionTypeRules(2548) > 0. Can be used to limit auction order type to specific product suite. Use multiple entries with the same AuctionType(1803) if multiple but not all product suites are supported. Required if NoFlexProductEligibilities(2560) > 0. Required if NoFlexProductEligibilities(2560) > 0. Used to specify a product suite related to an eligibility indicator. Required if NoPriceRangeRules(2550) > 0. Mutually exclusive with PriceRangePercentage(2554). Mutually exclusive with PriceRangeValue(2553). Can be used to provide an identifier so that the rule can be reference via the ID elsewhere. Can be used to limit price range to specific product suite. Required if NoQuoteSizeRules(2558) > 0. Required if NoQuoteSizeRules(2558) > 0. Used to define the sizes applicable for fast market conditions. Number of quote size rules. Required if NoRelatedMarketSegments (2545) > 0. Number of market segments. Required if NoClearingPriceParameters (2580) > 0. Use to identify the relative business day to which the parameters apply. Interest rate until the instrument expires and used to calculate DiscountFactor(1592). Used to calculate AccumulatedReturnModifiedVariationMargin(2591). Number of parameter sets. Required if NoMiscFeeSubTypes(2633) > 0. Must be set if EncodedMiscFeeSubTypeDesc(2638) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCommissions(2639) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", CommissionRate(2646) and CommissionUnitOfMeasure(2644) may also be specified as appropriate. Required if NoCommissions(2639) > 0. Required if NoCommissions(2639) > 0. If specified, CommissionSharedIndicator(2647) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedCommissionDesc(2652) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. Required if NoAllocCommissions(2653) > 0. If the commission is based on a percentage of trade quantity or a factor of "unit of measure", AllocCommissionRate(2660) and AllocCommissionUnitOfMeasure(2658) may also be specified as appropriate. Required if NoAllocCommissions(2653) > 0. Required if NoAllocCommissions(2653) > 0. If specified, AllocCommissionSharedIndicator(2661) must be set to "Y". This field may be used for multi-leg trades sent as a single message to indicate that the entry applies only to a specific leg. Must be set if EncodedAllocCommissionDesc(2666) is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. Required if NoCashSettlDateBusinessCenters(42214) > 0. Required if NoDividendAccrualPaymentDateBusinessCenters(42236) > 0. Required if NoDividendFXTriggerDateBusinessCenters(42272) > 0. Required if NoDividendPeriods(42274) > 0. When specified, this overrides DividendUnderlierRefID(42248). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this dividend period instance. Conditionally required when DividendPeriodValuationDateOffsetUnit(42284) is specified. Conditionally required when DividendPeriodValuationDateOffsetPeriod(42283) is specified. Conditionally required when DividendPeriodPaymentDateOffsetUnit(42290) is specified. Conditionally required when DividendPeriodPaymentDateOffsetPeriod(42289) is specified. Required if NoDividendPeriodBusinessCenters(42294) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoExtraordinaryEvents(42296) > 0. Required if NoLegCashSettlDateBusinessCenters(42306) > 0. Required if NoLegDividendAccrualPaymentDateBusinessCenters(42310) > 0. Required if NoLegDividendFXTriggerDateBusinessCenters(42364) > 0. Required if NoLegDividendPeriods(42366) > 0. When specified, this overrides LegDividendUnderlierRefID(42340). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this dividend period instance. Conditionally required when LegDividendPeriodValuationDateOffsetUnit(42376) is specified. Conditionally required when LegDividendPeriodValuationDateOffsetPeriod(42375) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetUnit(42382) is specified. Conditionally required when LegDividendPeriodPaymentDateOffsetPeriod(42381) is specified. Required if NoLegDividendPeriodBusinessCenters(42386) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegExtraordinaryEvents(42388) > 0. Required if NoLegPaymentStreamCompoundingDates(42405) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStreamCompoundingDatesBusinessCenters(42419) > 0. Required if NoLegPaymentStreamFixingDates(42459) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegPaymentStubEndDateBusinessCenters(42495) > 0. Required if NoLegPaymentStubStartDateBusinessCenters(42504) > 0. Required if NoLegReturnRateDates(42508) > 0. Conditionally required when LegReturnRateValuationDateOffsetUnit(42512) is specified. Conditionally required when LegReturnRateValuationDateOffsetPeriod(42511) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetUnit(42517) is specified. Conditionally required when LegReturnRateValuationStartDateOffsetPeriod(42516) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetUnit(42523) is specified. Conditionally required when LegReturnRateValuationEndDateOffsetPeriod(42522) is specified. Conditionally required when LegReturnRateValuationFrequencyUnit(42527) is specified. Conditionally required when LegReturnRateValuationFrequencyPeriod(42526) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream return rate valuation dates. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRateFXConversions(42530) > 0. Required if NoLegReturnRates(42534) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with LegReturnRateQuoteTime(42548). Mutually exclusive with LegReturnRateQuoteTimeType(42547). Mutually exclusive with LegReturnRateValuationTime(42556). Mutually exclusive with LegReturnRateValuationTimeType(42555). Required if NoLegReturnRateInformationSources(42560) > 0. Required if NoLegReturnRatePrices(42564) > 0. Required if NoLegReturnRateValuationDateBusinessCenters(42569) > 0. Required if NoLegReturnRateValuationDates(42571) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoLegSettlMethodElectionDateBusinessCenters(42581) > 0. Required if NoPaymentStreamCompoundingDatesBusinessCenters(42620) > 0. Required if NoPaymentStubEndDateBusinessCenters(42696) > 0. Required if NoPaymentStubStartDateBusinessCenters(42705) > 0. Required if NoReturnRateDates(42709) > 0. Conditionally required when ReturnRateValuationDateOffsetUnit(42713) is specified. Conditionally required when ReturnRateValuationDateOffsetPeriod(42712) is specified. Conditionally required when ReturnRateValuationStartDateOffsetUnit(42718) is specified. Conditionally required when ReturnRateValuationStartDateOffsetPeriod(42717) is specified. Conditionally required when ReturnRateValuationEndDateOffsetUnit(42724) is specified. Conditionally required when ReturnRateValuationEndDateOffsetPeriod(42723) is specified. Conditionally required when ReturnRateValuationFrequencyUnit(42728) is specified. Conditionally required when ReturnRateValuationFrequencyPeriod(42727) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRateFXConversions(42731) > 0. Required if NoReturnRates(42735) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with ReturnRateQuoteTime(42749). Mutually exclusive with ReturnRateQuoteTimeType(42748). Mutually exclusive with ReturnRateValuationTime(42757). Mutually exclusive with ReturnRateValuationTimeType(42756). Required if NoReturnRateInformationSources(42761) > 0. Required if NoReturnRatePrices(42765) > 0. Required if NoReturnRateValuationDateBusinessCenters(42770) > 0. Required if NoReturnRateValuationDates(42772) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoSettlMethodElectionDateBusinessCenters(42775) > 0. Required if NoUnderlyingCashSettlDateBusinessCenters(42788) > 0. Required if NoUnderlyingDividendAccrualPaymentDateBusinessCenters(42799) > 0. Required if NoUnderlyingDividendFXTriggerDateBusinessCenters(42853) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPayments (42855) > 0. Required if NoUnderlyingDividendPeriods(42862) > 0. When specified, this overrides UnderlyingDividendUnderlierRefID(42829). The specified value would be specific to this dividend period instance. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this dividend period instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this dividend period instance. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetUnit(42872) is specified. Conditionally required when UnderlyingDividendPeriodValuationDateOffsetPeriod(42871) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetUnit(42878) is specified. Conditionally required when UnderlyingDividendPeriodPaymentDateOffsetPeriod(42877) is specified. Required if NoUnderlyingDividendPeriodBusinessCenters(42882) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingExtraordinaryEvents(42884) > 0. Required if NoUnderlyingPaymentStreamCompoundingDatesBusinessCenters(42915) > 0. Required if NoUnderlyingPaymentStubEndDateBusinessCenters(42991) > 0. Required if NoUnderlyingPaymentStubStartDateBusinessCenters(43000) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingRateSpreadSteps(43005) > 0. Required if NoUnderlyingReturnRateDates(43008) > 0. Conditionally required when UnderlyingReturnRateValuationDateOffsetUnit(43012) is specified. Conditionally required when UnderlyingReturnRateValuationDateOffsetPeriod(43011) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetUnit(43017) is specified. Conditionally required when UnderlyingReturnRateValuationStartDateOffsetPeriod(43016) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetUnit(43023) is specified. Conditionally required when UnderlyingReturnRateValuationEndDateOffsetPeriod(43022) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyUnit(43027) is specified. Conditionally required when UnderlyingReturnRateValuationFrequencyPeriod(43026) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the return rate dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream return rate valuation dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream return rate valuation dates. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRateFXConversions(43030) > 0. Required if NoUnderlyingReturnRates(43034) > 0. If not specified, this is defaulted to the reporting currency. Mutually exclusive with UnderlyingReturnRateQuoteTime(43048). Mutually exclusive with UnderlyingReturnRateQuoteTimeType(43047). Mutually exclusive with UnderlyingReturnRateValuationTime(43056) Mutually exclusive with UnderlyingReturnRateValuationTimeType(43055). Required if NoUnderlyingReturnRateInformationSources(43060) > 0. Required if NoUnderlyingReturnRatePrices(43064) > 0. Required if NoUnderlyingReturnRateValuationDateBusinessCenters(43069) > 0. Required if NoUnderlyingReturnRateValuationDates(43071) > 0. When specified it applies not only to the current date instance but to all subsequent date instances in the group until overridden when a new type is specified. Required if NoUnderlyingSettlMethodElectionDateBusinessCenters(43074) > 0. Required if NoTrdRegPublications(2668) > 0. Session level messages to establish and control a FIX session Pre trade messages including reference data, market data, quoting, news and email, indication of interest Order handling and execution messages Post trade messages including trade reporting, allocation, collateral, confirmation, position mantemenance, registration instruction, and settlement instructions Infrastructure messages for application sequencing, business reject, network and user management Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager. Unique identifier of advertisement message. (Prior to FIX 4.1 this field was of type int) Reference identifier used with CANCEL and REPLACE transaction types. (Prior to FIX 4.1 this field was of type int) Broker's side of advertised trade Identifies advertisement message transaction type Calculated average price of all fills on this order. For Fixed Income trades AvgPx is always expressed as percent-of-par, regardless of the PriceType (423) of LastPx (31). I.e., AvgPx will contain an average of percent-of-par values (see LastParPx (669)) for issues traded in Yield, Spread or Discount. Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE. (Always unencrypted) Valid values: FIXT.1.1 Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE. (Always unencrypted) Three byte, simple checksum (see Volume 2: "Checksum Calculation" for description). ALWAYS LAST FIELD IN MESSAGE; i.e. serves, with the trailing <SOH>, as the end-of-message delimiter. Always defined as three characters. (Always unencrypted) Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Commission. Note if CommType (13) is percentage, Commission of 5% should be represented as .05. Specifies the basis or unit used to calculate the total commission based on the rate. Total quantity (e.g. number of shares) filled. (Prior to FIX 4.2 this field was of type int) Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType (150)=I (Order Status)). Uniqueness must be guaranteed within a single trading day or the life of a multi-day order. Firms which accept multi-day orders should consider embedding a date within the ExecID field to assure uniqueness across days. (Prior to FIX 4.1 this field was of type int). Instructions for order handling on exchange trading floor. If more than one instruction is applicable to an order, this field can contain multiple instructions separated by space. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Reference identifier used with Trade, Trade Cancel and Trade Correct execution types. (Prior to FIX 4.1 this field was of type int) Instructions for order handling on Broker trading floor Identifies class or source of the SecurityID(48) value. Unique identifier of IOI message. (Prior to FIX 4.1 this field was of type int) Relative quality of indication Reference identifier used with CANCEL and REPLACE, transaction types. (Prior to FIX 4.1 this field was of type int) Quantity (e.g. number of shares) in numeric form or relative size. Identifies IOI message transaction type Broker capacity in order execution Market of execution for last fill, or an indication of the market where an order was routed Valid values: See "Appendix 6-C" Price of this (last) fill. Quantity (e.g. shares) bought/sold on this (last) fill. (Prior to FIX 4.2 this field was of type int) Identifies number of lines of text body Integer message sequence number. Defines message type ALWAYS THIRD FIELD IN MESSAGE. (Always unencrypted) Note: A "U" as the first character in the MsgType field (i.e. U, U2, etc) indicates that the message format is privately defined between the sender and receiver. *** Note the use of lower case letters *** Unique identifier for Order as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. Firms which accept multi-day orders should consider embedding a date within the OrderID field to assure uniqueness across days. Quantity ordered. This represents the number of shares for equities or par, face or nominal value for FI instruments. (Prior to FIX 4.2 this field was of type int) Identifies current status of order. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) Order type. *** SOME VALUES ARE NO LONGER USED - See "Deprecated (Phased-out) Features and Supported Approach" *** (see Volume : "Glossary" for value definitions) ClOrdID (11) of the previous order (NOT the initial order of the day) as assigned by the institution, used to identify the previous order in cancel and cancel/replace requests. Time of message origination (always expressed in UTC (Universal Time Coordinated, also known as "GMT")) Indicates possible retransmission of message with this sequence number Price per unit of quantity (e.g. per share) Reference message sequence number Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource. Assigned value used to identify firm sending message. Assigned value used to identify specific message originator (desk, trader, etc.) Time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int) Side of order (see Volume : "Glossary" for value definitions) Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Assigned value used to identify receiving firm. Assigned value used to identify specific individual or unit intended to receive message. "ADMIN" reserved for administrative messages not intended for a specific user. Free format text string (Note: this field does not have a specified maximum length) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Timestamp when the business transaction represented by the message occurred. Urgency flag Indicates expiration time of indication message (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Indicates order settlement period. If present, SettlDate (64) overrides this field. If both SettlType (63) and SettDate (64) are omitted, the default for SettlType (63) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the SecurityID (48) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0 Noted that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Specific date of trade settlement (SettlementDate) in YYYYMMDD format. If present, this field overrides SettlType (63). This field is required if the value of SettlType (63) is 6 (Future) or 8 (Sellers Option). This field must be omitted if the value of SettlType (63) is 7 (When and If Issued) (expressed in local time at place of settlement) Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (167). As defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory. Unique identifier for list as assigned by institution, used to associate multiple individual orders. Uniqueness must be guaranteed within a single trading day. Firms which generate multi-day orders should consider embedding a date within the ListID field to assure uniqueness across days. Sequence of individual order within list (i.e. ListSeqNo of TotNoOrders (68), 2 of 25, 3 of 25, . . . ) Total number of list order entries across all messages. Should be the sum of all NoOrders (73) in each message that has repeating list order entries related to the same ListID (66). Used to support fragmentation. (Prior to FIX 4.2 this field was named "ListNoOrds") Free format text message containing list handling and execution instructions. Unique identifier for allocation message. (Prior to FIX 4.1 this field was of type int) Identifies allocation transaction type *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Reference identifier to be used with AllocTransType (71) = Replace or Cancel. (Prior to FIX 4.1 this field was of type int) Indicates number of orders to be combined for average pricing and allocation. Indicates number of decimal places to be used for average pricing. Absence of this field indicates that default precision arranged by the broker/institution is to be used. Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade). Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Number of repeating AllocAccount (79)/AllocPrice (366) entries. Sub-account mnemonic Quantity to be allocated to specific sub-account (Prior to FIX 4.2 this field was of type int) Processing code for sub-account. Absence of this field in AllocAccount (79) / AllocPrice (366) /AllocQty (80) / ProcessCode instance indicates regular trade. Total number of reports within series. Sequence number of message within report series. Used to carry reporting sequence number of the fill as represented on the Trade Report Side. Total quantity canceled for this order. (Prior to FIX 4.2 this field was of type int) Number of delivery instruction fields in repeating group. Note this field was removed in FIX 4.1 and reinstated in FIX 4.4. Identifies status of allocation. Identifies reason for rejection. Electronic signature Length of encrypted message Actual encrypted data stream Number of bytes in signature field Email message type. Number of bytes in raw data field. Unformatted raw data, can include bitmaps, word processor documents, etc. Indicates that message may contain information that has been sent under another sequence number. Price per unit of quantity (e.g. per share) Execution destination as defined by institution when order is entered. Valid values: See "Appendix 6-C" Code to identify reason for cancel rejection. Code to identify reason for order rejection. Note: Values 3, 4, and 5 will be used when rejecting an order due to pre-allocation information errors. Code to qualify IOI use. (see Volume : "Glossary" for value definitions) Name of security issuer (e.g. International Business Machines, GNMA). see also Volume 7: "PRODUCT: FIXED INCOME - Euro Issuer Values" Can be used to provide an optional textual description for a financial instrument. Minimum quantity of an order to be executed. (Prior to FIX 4.2 this field was of type int) The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Identifies party of trade responsible for exchange reporting. Indicates whether the broker is to locate the stock in conjunction with a short sell order. Assigned value used to identify firm originating message if the message was delivered by a third party i.e. the third party firm identifier would be delivered in the SenderCompID field and the firm originating the message in this field. Assigned value used to identify specific message originator (i.e. trader) if the message was delivered by a third party Unique identifier for quote Total amount due as the result of the transaction (e.g. for Buy order - principal + commission + fees) reported in currency of execution. Total amount due expressed in settlement currency (includes the effect of the forex transaction) Currency code of settlement denomination. Indicates request for forex accommodation trade to be executed along with security transaction. Original time of message transmission (always expressed in UTC (Universal Time Coordinated, also known as "GMT") when transmitting orders as the result of a resend request. Number of executions or trades. Time/Date of order expiration (always expressed in UTC (Universal Time Coordinated, also known as "GMT") The meaning of expiration is specific to the context where the field is used. For orders, this is the expiration time of a Good Til Date TimeInForce. For Quotes - this is the expiration of the quote. Expiration time is provided across the quote message dialog to control the length of time of the overall quoting process. For collateral requests, this is the time by which collateral must be assigned. For collateral assignments, this is the time by which a response to the assignment is expected. For credit/risk limit checks, this is the time when the reserved credit limit will expire for the requested transaction. Reason for execution rejection. Assigned value used to identify the firm targeted to receive the message if the message is delivered by a third party i.e. the third party firm identifier would be delivered in the TargetCompID (56) field and the ultimate receiver firm ID in this field. Assigned value used to identify specific message recipient (i.e. trader) if the message is delivered by a third party Indicates that IOI is the result of an existing agency order or a facilitation position resulting from an agency order, not from principal trading or order solicitation activity. Unique identifier for a QuoteRequest(35=R). Bid price/rate Offer price/rate Quantity of bid (Prior to FIX 4.2 this field was of type int) Quantity of offer (Prior to FIX 4.2 this field was of type int) Number of repeating groups of miscellaneous fees Miscellaneous fee value Currency of miscellaneous fee Indicates type of miscellaneous fee. Previous closing price of security. Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message destination's location (i.e. geographic location and/or desk, trader) Assigned value used to identify specific message originator's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Assigned value used to identify specific message recipient's location (i.e. geographic location and/or desk, trader) if the message was delivered by a third party Specifies the number of repeating symbols specified. The subject of an Email message The headline of a News message A URI (Uniform Resource Identifier) or URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) See "Appendix 6-B FIX Fields Based Upon Other Standards" Describes the specific ExecutionRpt (e.g. Pending Cancel) while OrdStatus(39) will always identify the current order status (e.g. Partially Filled). Quantity open for further execution. If the OrdStatus (39) is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty (38) - CumQty (14). (Prior to FIX 4.2 this field was of type int) Specifies the approximate order quantity desired in total monetary units vs. as tradeable units (e.g. number of shares). The broker or fund manager (for CIV orders) would be responsible for converting and calculating a tradeable unit (e.g. share) quantity (OrderQty (38)) based upon this amount to be used for the actual order and subsequent messages. AvgPx (6) for a specific AllocAccount (79) For Fixed Income this is always expressed as "percent of par" price type. NetMoney (8) for a specific AllocAccount (79) Foreign exchange rate used to compute SettlCurrAmt (9) from Currency (5) to SettlCurrency (20) Specifies whether or not SettlCurrFxRate (155) should be multiplied or divided. Number of Days of Interest for convertible bonds and fixed income. Note value may be negative. The amount the buyer compensates the seller for the portion of the next coupon interest payment the seller has earned but will not receive from the issuer because the issuer will send the next coupon payment to the buyer. Accrued Interest Rate is the annualized Accrued Interest amount divided by the purchase price of the bond. Amount of Accrued Interest for convertible bonds and fixed income Indicates mode used for Settlement Instructions message. *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Free format text related to a specific AllocAccount (79). Unique identifier for Settlement Instruction. Settlement Instructions message transaction type Unique identifier for an email thread (new and chain of replies) Indicates source of Settlement Instructions Indicates type of security. Security type enumerations are grouped by Product(460) field value. NOTE: Additional values may be used by mutual agreement of the counterparties. Time the details within the message should take effect (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Identifies the Standing Instruction database used Name of the Standing Instruction database represented with StandInstDbType (169) (i.e. the Global Custodian's name). Unique identifier used on the Standing Instructions database for the Standing Instructions to be referenced. Identifies type of settlement Bid F/X spot rate. Bid F/X forward points added to spot rate. May be a negative value. Offer F/X spot rate. Offer F/X forward points added to spot rate. May be a negative value. OrderQty (38) of the future part of a F/X swap order. SettDate (64) of the future part of a F/X swap order. F/X spot rate. F/X forward points added to LastSpotRate (94). May be a negative value. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Can be used to link two different Allocation messages (each with unique AllocID (70)) together, i.e. for F/X "Netting" or "Swaps". Should be unique. Identifies the type of Allocation linkage when AllocLinkID (96) is used. Assigned by the party which accepts the order. Can be used to provide the OrderID (37) used by an exchange or executing system. Number of repeating groups of IOIQualifiers (04). Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w) for week A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date). Indicates whether an option contract is a put or call Strike Price for an Option. Used for derivative products, such as options Provided to support versioning of option contracts as a result of corporate actions or events. Use of this field is defined by counterparty agreement or market conventions. Market used to help identify a security. Valid values: See "Appendix 6-C" Indicates whether or not details should be communicated to BrokerOfCredit (i.e. step-in broker). Indicates how the receiver (i.e. third party) of Allocation message should handle/process the account details. Maximum quantity (e.g. number of shares) within an order to be shown to other customers (i.e. sent via an IOI). (Prior to FIX 4.2 this field was of type int) Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType (836) (Prior to FIX 4.4 this field was of type PriceOffset) Length of the XmlData data block. Actual XML data stream (e.g. FIXML). See approriate XML reference (e.g. FIXML). Note: may contain embedded SOH characters. Reference identifier for the SettlInstID (162) with Cancel and Replace SettlInstTransType (163) transaction types. Number of repeating groups of RoutingID (217) and RoutingType (216) values. See Volume 3: "Pre-Trade Message Targeting/Routing" Indicates the type of RoutingID (217) specified. Assigned value used to identify a specific routing destination. For Fixed Income. Either Swap Spread or Spread to Benchmark depending upon the order type. Spread to Benchmark: Basis points relative to a benchmark. To be expressed as "count of basis points" (vs. an absolute value). E.g. High Grade Corporate Bonds may express price as basis points relative to benchmark (the BenchmarkCurveName (22) field). Note: Basis points can be negative. Swap Spread: Target spread for a swap. Identifies currency used for benchmark curve. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Name of benchmark curve. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Point on benchmark curve. Free form values: e.g. "Y", "7Y", "INTERPOLATED". Sample values: M = combination of a number between 1-12 and a "M" for month Y = combination of number between 1-100 and a "Y" for year} 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon See Fixed Income-specific documentation at http://www.fixtradingcommunity.org for additional values. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price. Date interest is to be paid. Used in identifying Corporate Bond issues. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date") (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Number of business days before repurchase of a repo. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-/4 percent of par. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Used with Fixed Income for Muncipal New Issue Market. Agreement in principal between counter-parties prior to actual trade date. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) The date when a distribution of interest is deducted from a securities assets or set aside for payment to bondholders. On the ex-date, the securities price drops by the amount of the distribution (plus or minus any market activity). (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all classes should be expressed in the basic unit of the instrument, e.g. shares for equities, nominal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMultiplier(231) should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions. Number of stipulation entries (Note tag # was reserved in FIX 4.1, added in FIX 4.3). For Fixed Income. Type of Stipulation. Other types may be used by mutual agreement of the counterparties. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) For Fixed Income. Value of stipulation. The expression can be an absolute single value or a combination of values and logical operators: < value > value <= value >= value value value - value2 value OR value2 value AND value2 YES NO Bargain conditions recognized by the London Stock Exchange - to be used when StipulationType is "BGNCON". CD = Special cum Dividend XD = Special ex Dividend CC = Special cum Coupon XC = Special ex Coupon CB = Special cum Bonus XB = Special ex Bonus CR = Special cum Rights XR = Special ex Rights CP = Special cum Capital Repayments XP = Special ex Capital Repayments CS = Cash Settlement SP = Special Price TR = Report for European Equity Market Securities in accordance with Chapter 8 of the Rules. GD = Guaranteed Delivery Values for StipulationType = "PXSOURCE": BB GENERIC BB FAIRVALUE BROKERTEC ESPEED GOVPX HILLIARD FARBER ICAP TRADEWEB TULLETT LIBERTY If a particular side of the market is wanted append /BID /OFFER or /MID. plus appropriate combinations of the above and other expressions by mutual agreement of the counterparties. Examples: ">=60", ".25", "ORANGE OR CONTRACOSTA", etc. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Type of yield. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Yield percentage. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) The price at which the securities are distributed to the different members of an underwriting group for the primary market in Municipals, total gross underwriter's spread. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Provides the reduction in price for the secondary market in Muncipals. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Return of investor's principal in a security. Bond redemption can occur before maturity date.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Underlying security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description.(Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's CouponPaymentDate. See CouponPaymentDate (224) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's IssueDate. See IssueDate (225) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Multileg instrument's individual leg security's RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RepurchaseRate. See RepurchaseRate (227) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's Factor. See Factor (228) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's RedemptionDate. See RedemptionDate (240) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Underlying security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Multileg instrument's individual leg security's CreditRating. See CreditRating (255) field for description (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Driver and part of trade in the event that the Security Master file was wrong at the point of entry(Note tag # was reserved in FIX 4.1, added in FIX 4.3) BasisFeatureDate allows requesting firms within fixed income the ability to request an alternative yield-to-worst, -maturity, -extended or other call. This flows through the confirm process. (Note tag # was reserved in FIX 4.1, added in FIX 4.3) (prior to FIX 4.4 field was of type UTCDate) Price for BasisFeatureDate. See BasisFeatureDate (259) (Note tag # was reserved in FIX 4.1, added in FIX 4.3) Unique identifier for Market Data Request Subscription Request Type Depth of market for Book Snapshot / Incremental updates 0 - full book depth 1 - top of book 2 and above - book depth (number of levels) Specifies the type of Market Data update. Specifies whether or not book entries should be aggregated. (Not specified) = broker option Number of MDEntryType (269) fields requested. Number of entries in Market Data message. Type of market data entry. Price of the Market Data Entry. Quantity or volume represented by the Market Data Entry. Date of Market Data Entry. (prior to FIX 4.4 field was of type UTCDate) Time of Market Data Entry. Direction of the "tick". Market posting quote / trade. Valid values: See "Appendix 6-C" Space-delimited list of conditions describing a quote. Type of market data entry. Unique Market Data Entry identifier. Type of Market Data update action. Refers to a previous MDEntryID (278). Reason for the rejection of a Market Data request. Originator of a Market Data Entry Identification of a Market Maker's location Identification of a Market Maker's desk Reason for deletion. Flag that identifies a market data entry. (Prior to FIX 4.3 this field was of type char) Specifies the number of days that may elapse before delivery of the security Buying party in a trade Selling party in a trade Display position of a bid or offer, numbered from most competitive to least competitive, per market side, beginning with . Identifies a firm's or a security's financial status Identifies the type of Corporate Action. Default Bid Size. Default Offer Size. The number of quote entries for a QuoteSet. The number of sets of quotes in the message. Identifies the status of the quote acknowledgement. Identifies the type of quote cancel. Unique identifier for a quote. The QuoteEntryID stays with the quote as a static identifier even if the quote is updated. Reason Quote was rejected: Level of Response requested from receiver of quote messages. A default value should be bilaterally agreed. Unique id for the Quote Set. Indicates the type of Quote Request being generated Total number of quotes for the quote set. Underlying security's SecurityIDSource. Valid values: see SecurityIDSource (22) field Underlying security's Issuer. See Issuer (06) field for description Description of the Underlying security. See SecurityDesc(107). Underlying security's SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207) Underlying security's SecurityID. See SecurityID (48) field for description Underlying security's SecurityType. Valid values: see SecurityType (167) field (see below for details concerning this fields use in conjunction with SecurityType=REPO) The following applies when used in conjunction with SecurityType=REPO Represents the general or specific type of security that underlies a financing agreement Valid values for SecurityType=REPO: If bonds of a particular issuer or country are wanted in an Order or are in the basket of an Execution and the SecurityType is not granular enough, include the UnderlyingIssuer (306), UnderlyingCountryOfIssue (592), UnderlyingProgram, UnderlyingRegType and/or < UnderlyingStipulations > block e.g.: Underlying security's Symbol. See Symbol (55) field for description Underlying security's SymbolSfx. See SymbolSfx (65) field for description Underlying security's MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate (542) field. See MaturityMonthYear (200) field for description Put or call indicator of the underlying security. See PutOrCall(201). Underlying security's StrikePrice. See StrikePrice (202) field for description Underlying security's OptAttribute. See OptAttribute (206) field for description Underlying security's Currency. See Currency (5) field for description and valid values Unique ID of a Security Definition Request. Type of Security Definition Request. Unique ID of a Security Definition message. Type of Security Definition message response. Unique ID of a Security Status Request or a Security Mass Status Request message. Indicates whether or not message is being sent as a result of a subscription request or not. Identifies the trading status applicable to the transaction. Denotes the reason for the Opening Delay or Trading Halt. Indicates whether or not the halt was due to Common Stock trading being halted. Indicates whether or not the halt was due to the Related Security being halted. Quantity bought. Quantity sold. Represents an indication of the high end of the price range for a security prior to the open or reopen Represents an indication of the low end of the price range for a security prior to the open or reopen Identifies the type of adjustment. Unique ID of a Trading Session Status message. Identifier for a trading session. A trading session spans an extended period of time that can also be expressed informally in terms of the trading day. Usage is determined by market or counterparties. To specify good for session where session spans more than one calendar day, use TimeInForce = 0 (Day) in conjunction with TradingSessionID(336). Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility. Identifies the trader (e.g. "badge number") of the ContraBroker. Method of trading Trading Session Mode State of the trading session. Starting time of the trading session Time of the opening of the trading session Time of the pre-closed of the trading session Closing time of the trading session End time of the trading session Number of orders in the market. Type of message encoding (non-ASCII (non-English) characters) used in a message's "Encoded" fields. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (351) field. Encoded (non-ASCII characters) representation of the SecurityDesc (107) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field. Byte length of encoded (non-ASCII characters) EncodedListExecInst (353) field. Encoded (non-ASCII characters) representation of the ListExecInst (69) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListExecInst field. Byte length of encoded (non-ASCII characters) EncodedText (355) field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text(58) field. Byte length of encoded (non-ASCII characters) EncodedSubject (357) field. Encoded (non-ASCII characters) representation of the Subject (147) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Subject field. Byte length of encoded (non-ASCII characters) EncodedHeadline (359) field. Encoded (non-ASCII characters) representation of the Headline (148) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Headline field. Byte length of encoded (non-ASCII characters) EncodedAllocText (361) field. Encoded (non-ASCII characters) representation of the AllocText (161) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AllocText field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field. Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field. Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field. Executed price for an AllocAccount (79) entry used when using "executed price" vs. "average price" allocations (e.g. Japan). Indicates expiration time of this particular QuoteSet (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Reason Quote Entry was rejected: The last MsgSeqNum (34) value received by the FIX engine and processed by downstream application, such as trading engine or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. The MsgType (35) of the FIX message being referenced. Identifies the Bid Request message type. Identifies contra broker. Standard NASD market-maker mnemonic is preferred. ID used to represent this transaction for compliance purposes (e.g. OATS reporting). Indicates whether or not the order was solicited. The reason for restatement when an ExecutionReport(35=8) or TradeCaptureReport(35=AE) message is sent with ExecType(150) = D (Restated) or used when communicating an unsolicited cancel. The value of the business-level "ID" field on the message being referenced. Code to identify reason for a Business Message Reject message. Total amount traded (i.e. quantity * price) expressed in units of currency. For FX Futures this is used to express the notional value of a fill when quantity fields are expressed in terms of contract size (i.e. quantity * price * contract size). The number of ContraBroker (375) entries. Number of TradingSessionIDs (336) in repeating group. Total volume (quantity) traded. Code to identify the price a DiscretionOffsetValue (389) is related to and should be mathematically added to. Amount (signed) added to the "related to" price specified via DiscretionInst (388), in the context of DiscretionOffsetType (842) (Prior to FIX 4.4 this field was of type PriceOffset) For bid lists, unique identifier for BidResponse(35=I) as assigned by sell-side (broker, exchange, ECN). Uniqueness must be guaranteed within a single trading day. For quotes, unique identifier for the bid side of the quote assigned by the quote issuer. Unique identifier for a Bid Request as assigned by institution. Uniqueness must be guaranteed within a single trading day. Descriptive name for list order. Total number of securities. (Prior to FIX 4.4 this field was named TotalNumSecurities) Code to identify the type of Bid Request. Total number of tickets. Amounts in currency Amounts in currency Number of BidDescriptor (400) entries. Code to identify the type of BidDescriptor (400). BidDescriptor value. Usage depends upon BidDescriptorTyp (399). If BidDescriptorType = 1 Industrials etc - Free text If BidDescriptorType = 2 "FR" etc - ISO Country Codes If BidDescriptorType = 3 FT00, FT250, STOX - Free text Code to identify which "SideValue" the value refers to. SideValue1 and SideValue2 are used as opposed to Buy or Sell so that the basket can be quoted either way as Buy or Sell. Liquidity indicator or lower limit if TotalNumSecurities (393) > 1. Represented as a percentage. Upper liquidity indicator if TotalNumSecurities (393) > 1. Represented as a percentage. Value between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency Eg Used in EFP trades 2% (EFP - Exchange for Physical ). Represented as a percentage. Used in EFP trades Used in EFP trades. Represented as a percentage. Used in EFP trades Code to identify the type of liquidity indicator. Overall weighted average liquidity expressed as a % of average daily volume. Represented as a percentage. Indicates whether or not to exchange for phsyical. Value of stocks in Currency Percentage of program that crosses in Currency. Represented as a percentage. Code to identify the desired frequency of progress reports. Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Code to represent whether value is net (inclusive of tax) or gross. Indicates the total number of bidders on the list Code to represent the type of trade. (Prior to FIX 4.4 this field was named "TradeType") Code to represent the basis price type. Indicates the number of list entries. ISO Country Code in field Total number of strike price entries across all messages. Should be the sum of all NoStrikes (428) in each message that has repeating strike price entries related to the same ListID (66). Used to support fragmentation. Code to represent the price type. For Financing transactions PriceType(423) implies the "repo type" - Fixed or Floating - 9 (Yield) or 6 (Spread) respectively - and Price(44) gives the corresponding "repo rate". See Volume 1 "Glossary" for further value definitions. For GT orders, the OrderQty (38) less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQty (424) = OrderQty - (CumQty (14) - DayCumQty (425)) Quantity on a GT order that has traded today. The average price for quantity on a GT order that has traded today. Code to identify whether to book out executions on a part-filled GT order on the day of execution or to accumulate. Number of list strike price entries. Code to represent the status type. Code to represent whether value is net (inclusive of tax) or gross. Code to represent the status of a list order. Date of order expiration (last day the order can trade), always expressed in terms of the local market date. The time at which the order expires is determined by the local market's business practices Identifies the type of ListExecInst (69). Identifies the type of request that a Cancel Reject is in response to. Underlying security's CouponRate. See CouponRate (223) field for description Underlying security's ContractMultiplier. See ContractMultiplier (231) field for description Quantity traded with the ContraBroker (375). Identifes the time of the trade with the ContraBroker (375). (always expressed in UTC (Universal Time Coordinated, also known as "GMT") Number of Securites between LiquidityPctLow (402) and LiquidityPctHigh (403) in Currency. Used to indicate how the multi-legged security (e.g. option strategies, spreads, etc.) is being reported. The time at which current market prices are used to determine the value of a basket. Free format text string related to List Status. Byte length of encoded (non-ASCII characters) EncodedListStatusText (446) field. Encoded (non-ASCII characters) representation of the ListStatusText (444) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ListStatusText field. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified. See "Appendix 6-G - Use of <Parties> Component Block" Party identifier/code. See PartyIDSource (447) and PartyRole (452). See "Appendix 6-G - Use of <Parties> Component Block" Net change from previous day's closing price vs. last traded price. Identifies the type or role of the PartyID (448) specified. See "Appendix 6-G - Use of <Parties> Component Block" (see Volume : "Glossary" for value definitions) Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries Number of SecurityAltID (455) entries. Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource. Identifies class or source of the SecurityAltID (455) value. Required if SecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Number of UnderlyingSecurityAltID (458) entries. Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource. Identifies class or source of the UnderlyingSecurityAltID (458) value. Required if UnderlyingSecurityAltID is specified. Valid values: Same valid values as the SecurityIDSource (22) field Indicates the type of product the security is associated with. See also the CFICode (461) and SecurityType (167) fields. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See "Appendix 6-B FIX Fields Based Upon Other Standards". See also the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments. A subset of possible values applicable to FIX usage are identified in "Appendix 6-D CFICode Usage - ISO 10962 Classification of Financial Instruments (CFI code)" Underlying security's Product. Valid values: see Product(460) field Underlying security's CFICode. Valid values: see CFICode (461) field Common reference passed to a post-trade booking process (e.g. industry matching utility). Unique identifier for a specific NoAllocs (78) repeating group instance (e.g. for an AllocAccount). Specifies which direction to round For CIV - indicates whether or not the quantity of shares/units is to be rounded and in which direction where CashOrdQty (152) or (for CIV only) OrderPercent (516) are specified on an order. The default is for rounding to be at the discretion of the executing broker or fund manager. e.g. for an order specifying CashOrdQty or OrderPercent if the calculated number of shares/units was 325.76 and RoundingModulus (469) was 0 - "round down" would give 320 units, 1 - "round up" would give 330 units and "round to nearest" would give 320 units. For CIV - a float value indicating the value to which rounding is required. i.e. 0 means round to a multiple of 0 units/shares; 0.5 means round to a multiple of 0.5 units/shares. The default, if RoundingDirection (468) is specified without RoundingModulus, is to round to a whole unit/share. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. Identifies the locale or region of issue. For Municipal Security Issuers other than state or province. Refer to http://www.atmos.albany.edu/cgi/stagrep-cgi. Reference the IATA city codes for values. Note IATA (International Air Transport Association) maintains the codes at www.iata.org. For other securities the value may be a region of the issuer, e.g. North America. The number of registration details on a Registration Instructions message Set of Correspondence address details, possibly including phone, fax, etc. The ISO 366 Country code (2 character) identifying which country the beneficial investor is resident for tax purposes. "Settlement Payment Reference" - A free format Payment reference to assist with reconciliation, e.g. a Client and/or Order ID number. A code identifying the payment method for a (fractional) distribution. 13 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties Specifies currency to be used for Cash Distributions see "Appendix 6-A Valid Currency Codes". Specifies currency to be use for Commission (12) if the Commission currency is different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". For CIV - A one character code identifying whether Cancellation rights/Cooling off period applies. A one character code identifying Money laundering status. Free format text to specify mailing instruction requirements, e.g. "no third party mailings". For CIV A date and time stamp to indicate the time a CIV order was booked by the fund manager. For derivatives a date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU. Indicates the time at which the order was finalized between the buyer and seller prior to submission. For CIV - Identifies how the execution price LastPx (31) was calculated from the fund unit/share price(s) calculated at the fund valuation point. For CIV the amount or percentage by which the fund unit/share price was adjusted, as indicated by ExecPriceType (484) The date of birth applicable to the individual, e.g. required to open some types of tax-exempt account. Identifies Trade Report message transaction type (Prior to FIX 4.4 this field was of type char) The name of the payment card holder as specified on the card being used for payment. The number of the payment card as specified on the card being used for payment. The expiry date of the payment card as specified on the card being used for payment. The issue number of the payment card as specified on the card being used for payment. This is only applicable to certain types of card. A code identifying the Settlement payment method. 16 through 998 are reserved for future use Values above 1000 are available for use by private agreement among counterparties For CIV - a fund manager-defined code identifying which of the fund manager's account types is required. Free format text defining the designation to be associated with a holding on the register. Used to identify assets of a specific underlying investor using a common registration, e.g. a broker's nominee or street name. For CIV - a code identifying the type of tax exempt account in which purchased shares/units are to be held. 30 - 998 are reserved for future use by recognized taxation authorities 999=Other values above 1000 are available for use by private agreement among counterparties Text indicating reason(s) why a Registration Instruction has been rejected. A one character code identifying whether the Fund based renewal commission is to be waived. Name of local agent bank if for cash distributions BIC (Bank Identification Code--Swift managed) code of agent bank for cash distributions Account number at agent bank for distributions. Free format Payment reference to assist with reconciliation of distributions. Name of account at agent bank for distributions. The start date of the card as specified on the card being used for payment. The date written on a cheque or date payment should be submitted to the relevant clearing system. Identifies sender of a payment, e.g. the payment remitter or a customer reference number. Registration status as returned by the broker or (for CIV) the fund manager: Reason(s) why Registration Instructions has been rejected. The reason may be further amplified in the RegistRejReasonCode field. Possible values of reason code include: Reference identifier for the RegistID (53) with Cancel and Replace RegistTransType (54) transaction types. Set of Registration name and address details, possibly including phone, fax etc. The number of Distribution Instructions on a Registration Instructions message Email address relating to Registration name and address details The amount of each distribution to go to this beneficiary, expressed as a percentage Unique identifier of the registration details as assigned by institution or intermediary. Identifies Registration Instructions transaction type For CIV - a date and time stamp to indicate the fund valuation point with respect to which a order was priced by the fund manager. For CIV specifies the approximate order quantity desired. For a CIV Sale it specifies percentage of investor's total holding to be sold. For a CIV switch/exchange it specifies percentage of investor's cash realised from sales to be re-invested. The executing broker, intermediary or fund manager is responsible for converting and calculating OrderQty (38) in shares/units for subsequent messages. The relationship between Registration parties. The number of Contract Amount details on an Execution Report message Type of ContAmtValue (520). NOTE That Commission Amount / % in Contract Amounts is the commission actually charged, rather than the commission instructions given in Fields 2/3. Value of Contract Amount, e.g. a financial amount or percentage as indicated by ContAmtType (519). Specifies currency for the Contract amount if different from the Deal Currency - see "Appendix 6-A; Valid Currency Codes". Identifies the type of owner. Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole. PartyID value within a nested repeating group. Same values as PartyID (448) PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447) Assigned by the party which originates the order. Can be used to provide the ClOrdID (11) used by an exchange or executing system. Assigned by the party which accepts the order. Can be used to provide the ExecID (17) used by an exchange or executing system. Designates the capacity of the firm placing the order. (as of FIX 4.3, this field replaced Rule80A (tag 47) --used in conjunction with OrderRestrictions (529) field) (see Volume : "Glossary" for value definitions) Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space. Specifies scope of Order Mass Cancel Request. Specifies the action taken by counterparty order handling system as a result of the Order Mass Cancel Request Reason Order Mass Cancel Request was rejected Total number of orders affected by either the OrderMassActionRequest(MsgType=CA) or OrderMassCancelRequest(MsgType=Q). Number of affected orders in the repeating group of order ids. OrderID(37) of an order affected by a mass cancel or mass action request. SecondaryOrderID(198) of an order affected by a mass cancel or mass action request. Identifies the type of quote. An indicative quote is used to inform a counterparty of a market. An indicative quote does not result directly in a trade. A tradeable quote is submitted to a market and will result directly in a trade against other orders and quotes in a market. A restricted tradeable quote is submitted to a market and within a certain restriction (possibly based upon price or quantity) will automatically trade against orders. Order that do not comply with restrictions are sent to the quote issuer who can choose to accept or decline the order. A counter quote is used in the negotiation model. See Volume 7 - Product: Fixed Income for example usage. PartyRole value within a nested repeating group. Same values as PartyRole (452) Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries Total Amount of Accrued Interest for convertible bonds and fixed income Date of maturity. Underlying security's maturity date. See MaturityDate (541) field for description Values may include BIC for the depository or custodian who maintain ownership records, the ISO country code for the location of the record, or the value "ZZ" to specify physical ownership of the security (e.g. stock certificate). Identifies whether an order is a margin order or a non-margin order. This is primarily used when sending orders to Japanese exchanges to indicate sell margin or buy to cover. The same tag could be assigned also by buy-side to indicate the intent to sell or buy margin and the sell-side to accept or reject (base on some validation criteria) the margin request. PartySubID value within a nested repeating group. Same values as PartySubID (523) Specifies the market scope of the market data. Defines how a server handles distribution of a truncated book. Defaults to broker option. Identifier for a cross order. Must be unique during a given trading day. Recommend that firms use the order date as part of the CrossID for Good Till Cancel (GT) orders. Type of cross being submitted to a market Indicates if one side or the other of a cross order should be prioritized. The definition of prioritization is left to the market. In some markets prioritization means which side of the cross order is applied to the market first. In other markets - prioritization may mean that the prioritized side is fully executed (sometimes referred to as the side being protected). CrossID of the previous cross order (NOT the initial cross order of the day) as assigned by the institution, used to identify the previous cross order in Cross Cancel and Cross Cancel/Replace Requests. Number of Side repeating group instances. Userid or username. Password or passphrase. Number of InstrumentLeg repeating group instances. Currency associated with a particular Leg's quantity Used to support fragmentation. Indicates total number of security types when multiple Security Type messages are used to return results. Number of Security Type repeating group instances. Identifies the type/criteria of Security List Request The results returned to a Security Request message The trading lot size of a security The minimum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. Indicates the method of execution reporting requested by issuer of the order. PositionEffect for leg of a multileg See PositionEffect (77) field for description CoveredOrUncovered for leg of a multileg See CoveredOrUncovered (203) field for description Price for leg of a multileg See Price (44) field for description Indicates the reason a Trading Session Status Request was rejected. Trade Capture Report Request ID Type of Trade Capture Report. Indicates if the trade capture report was previously reported to the counterparty or market. Unique identifier of trade capture report Reference identifier used with CANCEL and REPLACE transaction types. The status of this trade with respect to matching or comparison. The point in the matching process at which this trade was matched. This trade is to be treated as an odd lot If this field is not specified, the default will be "N" Number of clearing instructions Eligibility of this trade for clearing and central counterparty processing. Type of input device or system from which the trade was entered. Specific device number, terminal number or station where trade was entered Number of Date fields provided in date range Type of account associated with an order Capacity of customer placing the order. Used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). May be used as required by other regulatory commissions for similar purposes. Permits order originators to tie together groups of orders in which trades resulting from orders are associated for a specific purpose, for example the calculation of average execution price for a customer or to associate lists submitted to a broker as waves of a larger program trade. Value assigned by issuer of Mass Status Request to uniquely identify the request Mass Status Request Type The most recent (or current) modification TransactTime (tag 60) reported on an Execution Report for the order. The OrigOrdModTime is provided as an optional field on Order Cancel Request and Order Cancel Replace Requests to identify that the state of the order has not changed since the request was issued. The use of this approach is not recommended. Indicates order settlement period. If present, LegSettlDate (588) overrides this field. If both LegSettlType (587) and LegSettDate (588) are omitted, the default for LegSettlType (587) is 0 (Regular) Regular is defined as the default settlement period for the particular security on the exchange of execution. In Fixed Income the contents of this field may influence the instrument definition if the LegSecurityID (602) is ambiguous. In the US an active Treasury offering may be re-opened, and for a time one CUSIP will apply to both the current and "when-issued" securities. Supplying a value of "7" clarifies the instrument description; any other value or the absence of this field should cause the respondent to default to the active issue. Additionally the following patterns may be uses as well as enum values Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0 Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0 Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0 Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0. Note that for FX the tenors expressed using Dx, Mx, Wx, and Yx values do not denote business days, but calendar days. Refer to description for SettlDate[64] Indicates whether or not automatic booking can occur. Indicates what constitutes a bookable unit. Indicates the method of preallocation. Underlying security's CountryOfIssue. See CountryOfIssue (470) field for description Underlying security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Underlying security's LocaleOfIssue. See LocaleOfIssue (472) field for description Underlying security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual leg security's CountryOfIssue. See CountryOfIssue (470) field for description Multileg instrument's individual leg security's StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description Multileg instrument's individual leg security's LocaleOfIssue. See LocaleOfIssue (472) field for description Multileg instrument's individual leg security's InstrRegistry. See InstrRegistry (543) field for description Multileg instrument's individual security's Symbol. See Symbol (55) field for description Multileg instrument's individual security's SymbolSfx. See SymbolSfx (65) field for description Multileg instrument's individual security's SecurityID. See SecurityID (48) field for description Multileg instrument's individual security's SecurityIDSource. See SecurityIDSource (22) field for description Multileg instrument's individual security's NoSecurityAltID. See NoSecurityAltID (454) field for description Multileg instrument's individual security's SecurityAltID. See SecurityAltID (455) field for description Multileg instrument's individual security's SecurityAltIDSource. See SecurityAltIDSource (456) field for description Multileg instrument's individual security's Product. See Product (460) field for description Multileg instrument's individual security's CFICode. See CFICode (461) field for description Refer to definition of SecurityType(167) Multileg instrument's individual security's MaturityMonthYear. See MaturityMonthYear (200) field for description Multileg instrument's individual security's MaturityDate. See MaturityDate (54) field for description Multileg instrument's individual security's StrikePrice. See StrikePrice (202) field for description Multileg instrument's individual security's OptAttribute. See OptAttribute (206) field for description Multileg instrument's individual security's ContractMultiplier. See ContractMultiplier (23) field for description Multileg instrument's individual security's CouponRate. See CouponRate (223) field for description Multileg instrument's individual security's SecurityExchange. See SecurityExchange (207) field for description Multileg instrument's individual security's Issuer. See Issuer (106) field for description Multileg instrument's individual security's EncodedIssuerLen. See EncodedIssuerLen (348) field for description Multileg instrument's individual security's EncodedIssuer. See EncodedIssuer (349) field for description Description of a leg of a multileg instrument. See SecurityDesc(107). Multileg instrument's individual security's EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description Multileg instrument's individual security's EncodedSecurityDesc. See EncodedSecurityDesc (35) field for description The ratio of quantity for this individual leg relative to the entire multileg security. The side of this individual leg (multileg security). See Side (54) field for description and values Optional market assigned sub identifier for a trading phase within a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations. Bilaterally agreed values of data type "String" that start with a character can be used for backward compatibility Describes the specific type or purpose of an Allocation message (i.e. "Buyside Calculated") (see Volume : "Glossary" for value definitions) *** SOME VALUES HAVE BEEN REPLACED - See "Replaced Features and Supported Approach" *** Number of HopCompID entries in repeating group. Assigned value used to identify the third party firm which delivered a specific message either from the firm which originated the message or from another third party (if multiple "hops" are performed). It is recommended that this value be the SenderCompID (49) of the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Time that HopCompID (628) sent the message. It is recommended that this value be the SendingTime (52) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Reference identifier assigned by HopCompID (628) associated with the message sent. It is recommended that this value be the MsgSeqNum (34) of the message sent by the third party. Applicable when messages are communicated/re-distributed via third parties which function as service bureaus or "hubs". Only applicable if OnBehalfOfCompID (115) is being used. Mid price/rate. For OTC swaps this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Bid yield Mid yield Offer yield Indicates type of fee being assessed of the customer for trade executions at an exchange. Applicable for futures markets only at this time. (Values source CBOT, CME, NYBOT, and NYMEX): Indicates if the order is currently being worked. Applicable only for OrdStatus = "New". For open outcry markets this indicates that the order is being worked in the crowd. For electronic markets it indicates that the order has transitioned from a contingent order to a market order. Execution price assigned to a leg of a multileg instrument. See LastPx (31) field for description and values Indicates if a Cancel/Replace has caused an order to lose book priority. Amount of price improvement. Price of the future part of a F/X swap order. See Price (44) for description. F/X forward points of the future part of a F/X swap order added to LastSpotRate (94). May be a negative value. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value. RFQ Request ID - used to identify an RFQ Request. Used to indicate the best bid in a market Used to indicate the best offer in a market Used to indicate a minimum quantity for a bid. Used to indicate a minimum quantity for an offer. If this field is used the OfferSize (135) field is interpreted as the maximum offer size. Unique identifier for Quote Status Request. Indicates that this message is to serve as the final and legal confirmation. The calculated or traded price for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. The calculated or traded quantity for the underlying instrument that corresponds to a derivative. Used for transactions that include the cash instrument and the derivative. Unique identifier for a specific leg (uniqueness not defined as part of the FIX specification). LegRefID(654) be used to reference the value from LegID(1788). Unique indicator for a specific leg for the ContraBroker (375). Foreign exchange rate used to compute the bid "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Foreign exchange rate used to compute the offer "SettlCurrAmt" (119) from Currency (15) to SettlCurrency (120) Reason Quote was rejected: ID within repeating group of sides which is used to represent this transaction for compliance purposes (e.g. OATS reporting). Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system. Used to identify the source of the AllocAccount (79) code. See AcctIDSource (660) for valid values. Specifies the price of the benchmark. Identifies type of BenchmarkPrice (662). See PriceType (423) for valid values. Message reference for Confirmation Identifies the status of the Confirmation. Identifies the Confirmation transaction type. Specifies when the contract (i.e. MBS/TBA) will settle. Identifies the form of delivery. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx (31) is expressed in Yield, Spread, Discount or any other type. Usage: Execution Report and Allocation Report repeating executions block (from sellside). Number of Allocations for the leg Allocation Account for the leg See AllocAccount (79) for description and valid values. Reference for the individual allocation ticket See IndividualAllocID (467) for description and valid values. Leg allocation quantity. See AllocQty (80) for description and valid values. The source of the LegAllocAccount (671) See AllocAcctIDSource (661) for description and valid values. Identifies settlement currency for the Leg. See SettlCurrency (20) for description and valid values LegBenchmarkPrice (679) currency See BenchmarkCurveCurrency (220) for description and valid values. Name of the Leg Benchmark Curve. See BenchmarkCurveName (22) for description and valid values. Identifies the point on the Leg Benchmark Curve. See BenchmarkCurvePoint (222) for description and valid values. Used to identify the price of the benchmark security. See BenchmarkPrice (662) for description and valid values. The price type of the LegBenchmarkPrice(679). Bid price of this leg. See BidPx (32) for description and valid values. Leg-specific IOI quantity. See IOIQty (27) for description and valid values Number of leg stipulation entries Offer price of this leg. See OfferPx (133) for description and valid values Quantity ordered of this leg. See OrderQty (38) for description and valid values The price type of the LegBidPx (681) and/or LegOfferPx (684). See PriceType (423) for description and valid values This field is deprecated and has been replaced by LegOrderQty(865). This field will likely be removed from the FIX standard in a future version. For Fixed Income, type of Stipulation for this leg. See StipulationType (233) for description and valid values For Fixed Income, value of stipulation. See StipulationValue (234) for description and valid values For Fixed Income, used instead of LegOrderQty(685) to requests the respondent to calculate the quantity based on the quantity on the opposite side of the swap. For Fixed Income, identifies MBS / ABS pool. Code to represent price type requested in Quote. If the Quote Request is for a Swap, values 1-8 apply to all legs. Message reference for Quote Response Identifies the type of Quote Response. Code to qualify Quote use See IOIQualifier (104) for description and valid values. Date to which the yield has been calculated (i.e. maturity, par call or current call, pre-refunded date). Price to which the yield has been calculated. The price type of the YieldRedemptionPrice (697) See PriceType (423) for description and valid values. The identifier of the benchmark security, e.g. Treasury against Corporate bond. See SecurityID (tag 48) for description and valid values. Indicates a trade that reverses a previous trade. Include as needed to clarify yield irregularities associated with date, e.g. when it falls on a non-business day. Number of position entries. Used to identify the type of quantity that is being returned. Long quantity. Short quantity. Status of this position. Type of Position amount Position amount Identifies the type of position transaction. Unique identifier for the position maintenance request as assigned by the submitter Number of underlying legs that make up the security. Maintenance Action to be performed. Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID (721) from a previous Position Maintenance Report that is being replaced or canceled. The business date for which the trade is expected to be cleared. Identifies a specific settlement session SubID value associated with SettlSessID(716) Type of adjustment to be applied. Used for Position Change Submission (PCS), Position Adjustment (PAJ), and Customer Gross Margin (CGM). Used to indicate when a contrary instruction for exercise or abandonment is being submitted Indicates if requesting a rollover of prior day's spread submissions. Unique identifier for this position report Status of Position Maintenance Request Result of Position Maintenance Request. Used to specify the type of position request being made. Identifies how the response to the request should be transmitted. Details specified via ResponseDestination (726). URI (Uniform Resource Identifier) for details) or other pre-arranged value. Used in conjunction with ResponseTransportType (725) value of Out-of-Band to identify the out-of-band destination. See "Appendix 6-B FIX Fields Based Upon Other Standards" Total number of Position Reports being returned. Result of Request for Positions. Status of Request for Positions Settlement price Type of settlement price Underlying security's SettlPrice. See SettlPrice (730) field for description Underlying security's SettlPriceType. See SettlPriceType (731) field for description Previous settlement price Number of repeating groups of QuoteQualifiers (695). Currency code of settlement denomination for a specific AllocAccount (79). Total amount due expressed in settlement currency (includes the effect of the forex transaction) for a specific AllocAccount (79). Amount of interest (i.e. lump-sum) at maturity. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (691) for description and valid values. Amount of interest (i.e. lump-sum) at maturity at the account-level. Amount of Accrued Interest for convertible bonds and fixed income at the allocation-level. Date of delivery. Method by which short positions are assigned to an exercise notice during exercise and assignment processing Quantity Increment used in performing assignment. Open interest that was eligible for assignment. Exercise Method used to in performing assignment. Total number of trade reports returned. Result of Trade Request Status of Trade Request. Reason Trade Capture Request was rejected. 100+ Reserved and available for bi-laterally agreed upon user-defined values. Used to indicate if the side being reported on Trade Capture Report represents a leg of a multileg instrument or a single security. Number of position amount entries. Identifies whether or not an allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House. Unique identifier for Allocation Report message. Number of Nested2PartyID (757), Nested2PartyIDSource (758), and Nested2PartyRole (759) entries PartyID value within a "second instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "second instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "second instance" Nested repeating group. Same values as PartyRole (452) PartySubID value within a "second instance" Nested repeating group. Same values as PartySubID (523) Identifies class or source of the BenchmarkSecurityID (699) value. Required if BenchmarkSecurityID is specified. Same values as the SecurityIDSource (22) field Sub-type qualification/identification of the SecurityType. As an example for SecurityType(167)="REPO", the SecuritySubType="General Collateral" can be used to further specify the type of REPO. If SecuritySubType is used, then SecurityType is required. For SecurityType="MLEG" a name of the option or futures strategy name can be specified, such as "Calendar", "Vertical", "Butterfly". For SecurityType(167)="OPT" the subclassification can be specified, such as "Asian". For SecurityType(167)="SWAPTION" a value of "Straddle" is used to identify a straddle swaption. Underlying security's SecuritySubType. See SecuritySubType (762) field for description SecuritySubType of the leg instrument. See SecuritySubType (762) field for description The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidednessValue (766) is expressed in if AllowableOneSidednessValue is used. Number of TrdRegTimestamp (769) entries Traded / Regulatory timestamp value. Use to store time information required by government regulators or self regulatory organizations (such as an exchange or clearing house). Trading / Regulatory timestamp type. Note of Applicability: values are required in US futures markets by the CFTC to support computerized trade reconstruction. (see Volume : "Glossary" for value definitions) Text which identifies the "origin" (i.e. system which was used to generate the time stamp) for the Traded / Regulatory timestamp value. Reference identifier to be used with ConfirmTransType (666) = Replace or Cancel Identifies the type of Confirmation message being sent. Identifies the reason for rejecting a Confirmation. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Identified reason for rejecting an individual AllocAccount (79) detail. Same values as AllocRejCode (88) Unique identifier for Settlement Instruction message. Number of settlement instructions within repeating group. Timestamp of last update to data item (or creation if no updates made since creation). Used to indicate whether settlement instructions are provided on an allocation instruction message, and if not, how they are to be derived. Number of SettlPartyID (782), SettlPartyIDSource (783), and SettlPartyRole (784) entries PartyID value within a settlement parties component. Nested repeating group. Same values as PartyID (448) PartyIDSource value within a settlement parties component. Same values as PartyIDSource (447) PartyRole value within a settlement parties component. Same values as PartyRole (452) PartySubID value within a settlement parties component. Same values as PartySubID (523) Type of SettlPartySubID (785) value. Same values as PartySubIDType (803) Used to indicate whether a delivery instruction is used for securities or cash settlement. Type of financing termination. Can be used to uniquely identify a specific Order Status Request message. Unique ID of settlement instruction request message Identifies reason for rejection (of a settlement instruction request message). Secondary allocation identifier. Unlike the AllocID (70), this can be shared across a number of allocation instruction or allocation report messages, thereby making it possible to pass an identifier for an original allocation message on multiple messages (e.g. from one party to a second to a third, across cancel and replace messages etc.). Describes the specific type or purpose of an Allocation Report message Reference identifier to be used with AllocTransType (7) = Replace or Cancel Reason for cancelling or replacing an Allocation Instruction or Allocation Report message Indicates whether or not this message is a drop copy of another message. Type of account associated with a confirmation or other trade-level message Average price for a specific order Quantity of the order that is being booked out as part of an Allocation Instruction or Allocation Report message Number of SettlPartySubID (785) and SettlPartySubIDType (786) entries Number of PartySubID (523)and PartySubIDType (803) entries Type of PartySubID(523) value. Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries Type of NestedPartySubID (545) value. Same values as PartySubIDType (803) Number of Nested2PartySubID (760) and Nested2PartySubIDType (807) entries. Second instance of <NestedParties>. Type of Nested2PartySubID (760) value. Second instance of <NestedParties>. Same values as PartySubIDType (803) Response to allocation to be communicated to a counterparty through an intermediary, i.e. clearing house. Used in conjunction with AllocType = "Request to Intermediary" and AllocReportType = "Request to Intermediary" Underlying price associate with a derivative instrument. The rate of change in the price of a derivative with respect to the movement in the price of the underlying instrument(s) upon which the derivative instrument price is based. This value is normally between -1.0 and 1.0. Used to specify the maximum number of application messages that can be queued bedore a corrective action needs to take place to resolve the queuing issue. Current number of application messages that were queued at the time that the message was created by the counterparty. Resolution taken when ApplQueueDepth (813) exceeds ApplQueueMax (812) or system specified maximum queue size. Action to take to resolve an application message queue (backlog). Number of alternative market data sources Session layer source for market data (For the standard FIX session layer, this would be the TargetCompID (56) where market data can be obtained). Secondary trade report identifier - can be used to associate an additional identifier with a trade. Average Pricing Indicator Used to link a group of trades together. Specific device number, terminal number or station where order was entered Trading Session in which the underlying instrument trades Trading Session sub identifier in which the underlying instrument trades Reference to the leg of a multileg instrument to which this trade refers Used to report any exchange rules that apply to this trade. Primarily intended for US futures markets. Certain trading practices are permitted by the CFTC, such as large lot trading, block trading, all or none trades. If the rules are used, the exchanges are required to indicate these rules on the trade. Identifies if, and how, the trade is to be allocated or split. Part of trading cycle when an instrument expires. Field is applicable for derivatives. Type of trade. Note: several enumerations of this field duplicate the enumerations in TradePriceConditions(1839) field. These may be deprecated from TrdType(828) in the future. TradePriceConditions(1839) is preferred in messages that support it. Further qualification to the trade type Reason trade is being transferred Total Number of Assignment Reports being returned to a firm Unique identifier for the Assignment Report Amount that a position has to be in the money before it is exercised. Describes whether peg is static or floats Type of Peg Offset value Type of Peg Limit If the calculated peg price is not a valid tick price, specifies whether to round the price to be more or less aggressive The price the order is currently pegged at The scope of the peg Describes whether discretionay price is static or floats Type of Discretion Offset value Type of Discretion Limit If the calculated discretionary price is not a valid tick price, specifies whether to round the price to be more or less aggressive The current discretionary price of the order The scope of the discretion The target strategy of the order 1000+ = Reserved and available for bi-laterally agreed upon user defined values Field to allow further specification of the TargetStrategy - usage to be agreed between counterparties For a TargetStrategy=Participate order specifies the target particpation rate. For other order types this is a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Indicates if a trade should be reported via a market reporting service. Reason for short sale. Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit). Additional TrdType(828) assigned to a trade by trade match system. Type of Trade Report Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Commission to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Unique identifier for a Confirmation Request message Used to express average price as percent of par (used where AvgPx field is expressed in some other way) Reported price (used to differentiate from AvgPx on a confirmation of a marked-up or marked-down principal trade) Number of repeating OrderCapacity entries. Quantity executed under a specific OrderCapacity (e.g. quantity executed as agent, quantity executed as principal) Number of repeating EventType entries. Code to represent the type of event Date of event Predetermined price of issue at event, if applicable Comments related to the event. Percent at risk due to lowest possible call. Number of repeating InstrAttribType entries. Code to represent the type of instrument attribute Attribute value appropriate to the InstrAttribType (87) field. The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date The program under which a commercial paper offering is exempt from SEC registration identified by the paragraph number(s) within the US Securities Act of 1933 or as identified below. The description of commercial paper registration or rule under which exempt commercial paper is offered. For example "144a", "Tax Exempt" or "REG. S". The program under which the underlying commercial paper is issued The registration type of the underlying commercial paper issuance Unit amount of the underlying security (par, shares, currency, etc.) Identifier assigned to a trade by a matching system. Used to refer to a previous SecondaryTradeReportRefID when amending the transaction (cancel, replace, release, or reversal). Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Currency value attributed to this collateral at the start of the agreement Currency value currently attributed to this collateral Currency value attributed to this collateral at the end of the agreement Number of underlying stipulation entries Type of stipulation. Same values as StipulationType (233) Value of stipulation. Same values as StipulationValue (234) Net Money at maturity if Zero Coupon and maturity value is different from par value Defines the unit for a miscellaneous fee. Total number of NoAlloc entries across all messages. Should be the sum of all NoAllocs in each message that has repeating NoAlloc entries related to the same AllocID or AllocReportID. Used to support fragmentation. Indicates whether this message is the last in a sequence of messages for those messages that support fragmentation, such as Allocation Instruction, Mass Quote, Security List, Derivative Security List Collateral Request Identifier Reason for Collateral Assignment Collateral inquiry qualifiers: Number of trades in repeating group. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 02% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. Excess margin amount (deficit if value is negative) TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut) Starting consideration less repayments Collateral Assignment Identifier Collateral Assignment Transaction Type Collateral Response Identifier Type of collateral assignment response. Collateral Assignment Reject Reason Collateral Assignment Identifier to which a transaction refers Collateral Report Identifier Collateral Inquiry Identifier Collateral Status Total number of reports returned in response to a request. Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD). The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. A reference to the date the underlying agreement specified by AgreementID and AgreementDesc was executed. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. Identifies type of settlement Accrued Interest Amount applicable to a financing transaction on the End Date. Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date. Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date. Unique identifier for a User Request. Indicates the action required by a User Request Message New Password or passphrase Indicates the status of a user A text description associated with a user status. Indicates the status of a network connection A text description associated with a network status. Assigned value used to identify a firm. Assigned value used to identify specific elements within a firm. Unique identifier for a network response. Unique identifier for a network resquest. Identifier of the previous Network Response message sent to a counterparty, used to allow incremental updates. Indicates the type and level of details required for a Network Status Request Message Boolean logic applies EG If you want to subscribe for changes to certain id's then UserRequestType =0 (8+2), Snapshot for certain ID's = 9 (8+1) Number of CompID entries in a repeating group. Indicates the type of Network Response Message. Number of CollInquiryQualifier entries in a repeating group. Trade Report Status Specifies the affirmation status of the confirmation. Currency in which the strike price of an underlying instrument is denominated Currency in which the strike price of a instrument leg of a multileg instrument is denominated A code that represents a time interval in which a fill or trade occurred. Required for US futures markets. Action proposed for an Underlying Instrument instance. Status of Collateral Inquiry Result returned in response to Collateral Inquiry 4000+ Reserved and available for bi-laterally agreed upon user-defined values Currency in which the StrikePrice is denominated. Number of Nested3PartyID (949), Nested3PartyIDSource (950), and Nested3PartyRole (95) entries PartyID value within a "third instance" Nested repeating group. Same values as PartyID (448) PartyIDSource value within a "third instance" Nested repeating group. Same values as PartyIDSource (447) PartyRole value within a "third instance" Nested repeating group. Same values as PartyRole (452) Number of Nested3PartySubIDs (953) entries PartySubID value within a "third instance" Nested repeating group. Same values as PartySubID (523) PartySubIDType value within a "third instance" Nested repeating group. Same values as PartySubIDType (803) Specifies when the contract (i.e. MBS/TBA) will settle. The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date Indicates number of strategy parameters Name of parameter Datatype of the parameter Value of the parameter Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs. Used as the primary key with which to refer to the Cross Order for cancellation and replace. The HostCrossID will also be used to link together components of the Cross Order. For example, each individual Execution Report associated with the order will carry HostCrossID in order to tie back to the original cross order. Indicates how long the order as specified in the side stays in effect. SideTimeInForce allows a two-sided cross order to specify order behavior separately for each side. Absence of this field indicates that TimeInForce should be referenced. SideTimeInForce will override TimeInForce if both are provided. Unique identifier for the Market Data Report. Identifies a Security List message. Used for derivatives. Denotes the current state of the Instrument. Indicator to determine if instrument is settle on open Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Minimum price increase for a given exchange-traded Instrument Position Limit for a given exchange-traded product. Position Limit in the near-term contract for a given exchange-traded product. Percent of the Strike Price that this underlying represents. Cash amount associated with the underlying component. Used for derivatives that deliver into cash underlying. Indicates order settlement period for the underlying instrument. Date associated to the quantity that is being reported for the position. Unique identifier for the Contrary Intention report Indicates if the contrary intention was received after the exchange imposed cutoff time Originating source of the request. Number of Expiration Qty entries Expiration Quantity type Expiration Quantity associated with the Expiration Type Total number of occurrences of Amount to pay in order to receive the underlying instrument Amount to pay in order to receive the underlying instrument Amount to collect in order to deliver the underlying instrument Date the underlying instrument will settle. Used for derivatives that deliver into more than one underlying instrument. Settlement dates can vary across underlying instruments. Settlement status of the underlying instrument. Used for derivatives that deliver into more than one underlying instrument. Settlement can be delayed for an underlying instrument. Will allow the intermediary to specify an allocation ID generated by their system. Additional attribute to store the Trade ID of the Leg. Specifies average price rounded to quoted precision. Identifies whether the allocation is to be sub-allocated or allocated to a third party Capacity of customer in the allocation block. The Tier the trade was matched by the clearing system. The unit of measure of the underlying commodity upon which the contract is based. Two groups of units of measure enumerations are supported. Fixed Magnitude UOMs are primarily used in energy derivatives and specify a magnitude (such as, MM, Kilo, M, etc.) and the dimension (such as, watt hours, BTU's) to produce standard fixed measures (such as MWh - Megawatt-hours, MMBtu - One million BTUs). The second group, Variable Quantity UOMs, specifies the dimension as a single unit without a magnitude (or more accurately a magnitude of one) and uses the UnitOfMeasureQty(1147) field to define the quantity of units per contract. Variable Quantity UOMs are used for both commodities (such as lbs of lean cattle, bushels of corn, ounces of gold) and financial futures. Examples: For lean cattle futures contracts, a UnitOfMeasure of 'lbs' with a UnitOfMeasureQty(1147) of 40,000, means each lean cattle futures contract represents 40,000 lbs of lean cattle. For Eurodollars futures contracts, a UnitOfMeasure of Ccy with a UnitOfMeasureCurrency(1716) of USD and a UnitOfMeasureQty(1147) of 1,000,000, means a Eurodollar futures contract represents 1,000,000 USD. For gold futures contracts, a UnitOfMeasure is oz_tr (Troy ounce) with a UnitOfMeasureQty(1147) of 1,000, means each gold futures contract represents 1,000 troy ounces of gold. Unit of time associated with the contract. NOTE: Additional values may be used by mutual agreement of the counterparties Refer to defintion of UnitOfMeasure(996) Refer to defintion of UnitOfMeasure(996) Same as TimeUnit. Same as TimeUnit. Specifies the method under which a trade quantity was allocated. The unique ID assigned to the trade entity once it is received or matched by the exchange or central counterparty. Used on a multi-sided trade to designate the ReportID Used on a multi-sided trade to convey order routing information Used on a multi-sided trade to convey reason for execution Used on a multi-sided trade to specify the type of trade for a given side. Same values as TrdSubType (829). Used to indicate the quantity on one side of a multi-sided trade. Used to identify the event or source which gave rise to a message. Valid values will be based on an exchange's implementation. Example values are: "MQM" (originated at Firm Back Office) "Clear" (originated in Clearing System) "Reg" (static data generated via Register request) Will be used in a multi-sided message. Traded Regulatory timestamp value Use to store time information required by government regulators or self regulatory organizations such as an exchange or clearing house Same as TrdRegTimeStampType Same as TrdRegTimestampOrigin Text which identifies the origin i.e. system which was used to generate the time stamp for the Traded Regulatory timestamp value A trade that is being submitted for a trade date prior to the current trade or clearing date, e.g. in an open outcry market an out trade being submitted for the previous trading session or trading day. Indicates number of SideTimestamps contained in group Expresses the risk of an option leg Value must be between -1 and 1. A Call Option will require a ratio value between 0 and 1 A Put Option will require a ratio value between -1 and 0 Identifies the number of parties identified with an instrument PartyID value within an instrument party repeating group. Same values as PartyID (448) Used to report volume with a trade Describes the type of book for which the feed is intended. Used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker, Bandwidth Intensive or Bandwidth Conservative Integer to convey the level of a bid or offer at a given price level. This is in contrast to MDEntryPositionNo which is used to convey the position of an order within a Price level Used to describe the origin of the market data entry. Indicates the first trade price of the day/session The spot rate for an FX entry Used for an F/X entry. The forward points to be added to or subtracted from the spot rate to get the "all-in" rate in MDEntryPx. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Indicates if the order was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Indicates if the customer directed this order to a specific execution venue "Y" or not "N". A default of "N" customer did not direct this order should be used in the case where the information is both missing and essential. Identifies the broker-dealer department that first took the order. Codes that apply special information that the Broker / Dealer needs to report, as specified by the customer. NOTE: This field and its values have no bearing on the ExecInst and TimeInForce fields. These values should not be used instead of ExecInst or TimeInForce. This field and its values are intended for compliance reporting and/or billing purposes only. For OrderHandlingInstSrc(1032) = 1 (FINRA OATS), valid values are (as of OATS Phase 3 as provided by FINRA. See also http://www.finra.org/Industry/Compliance/MarketTransparency/OATS/PhaseIII/index.htm for a complete list. For OrderHandlingInstSrc(1032) = 2 (FIA Execution Source Code), only one enumeration value may be specified. Identifies the class or source of the order handling instruction values. �Scope of this will apply to both CustOrderHandlingInst(1031) and DeskOrderHandlingInst(1035). Conditionally required when CustOrderHandlingInst(1031) or DeskOrderHandlingInst(1035) is specified. Identifies the type of Trading Desk. Conditionally required when InformationBarrierID(1727) is specified for OATS. Identifies the class or source of DeskType(1033) values. Conditionally required when DeskType(1033) is specified. Codes that apply special information that the broker-dealer needs to report. The status of this execution acknowledgement message. Indicates the underlying position amount to be delivered Maximum notional value for a capped financial instrument Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Used to carry an internal trade entity ID which may or may not be reported to the firm The ID assigned to a trade by the Firm to track a trade within the Firm system. This ID can be assigned either before or after submission to the exchange or central counterpary Used to carry an internal firm assigned ID which may or may not be reported to the exchange or central counterpary conveys how the collateral should be/has been applied Unit amount of the underlying security (shares) adjusted for pending corporate action not yet allocated. Foreign exchange rate used to compute UnderlyingCurrentValue(885) (or market value) from UnderlyingCurrency(318) to Currency(15). Specifies whether the UnderlyingFxRate(1045) should be multiplied or divided. Indicates whether the resulting position after a trade should be an opening position or closing position. Used for omnibus accounting - where accounts are held on a gross basis instead of being netted together. Identifies role of dealer; Agent, Principal, RisklessPrincipal Method under which assignment was conducted PartyIDSource value within an instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an instrument partyepeating group. Same values as PartyRole (452) Number of InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an instrument party repeating group. Same values as PartySubID (523) Type of InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The Currency in which the position Amount is denominated Used for the calculated quantity of the other side of the currency trade. Can be derived from LastQty and LastPx. Used to identify whether the order initiator is an aggressor or not in the trade. Identifies the number of parties identified with an underlying instrument PartyID value within an underlying instrument party repeating group. Same values as PartyID (448) PartyIDSource value within an underlying instrument partyrepeating group. Same values as PartyIDSource (447) PartyRole value within an underlying instrument partyepeating group. Same values as PartyRole (452) Number of Underlying InstrumentPartySubID (1053) and InstrumentPartySubIDType (1054) entries PartySubID value within an underlying instrument party repeating group. Same values as PartySubID (523) Type of underlying InstrumentPartySubID (1053) value. Same values as PartySubIDType (803) The bid FX Swap points for an FX Swap. It is the "far bid forward points - near offer forward point". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX Swap points for an FX Swap. It is the "far offer forward points - near bid forward points". Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The bid FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The offer FX forward points for the leg of an FX Swap. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 For FX Swap, this is used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Identifies market data quote type. For FX Swap, this is used to express the last market event for the differential between the far leg's bid/offer and the near leg's bid/offer in a fill or partial fill. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 The gross trade amount for this side of the trade. See also GrossTradeAmt (381) for additional definition. The forward points for this leg's fill event. Value can be negative. Expressed in decimal form. For example, 61.99 points is expressed and sent as 0.006199 Used for the calculated quantity of the other side of the currency for this leg. Can be derived from LegQty and LegLastPx. The gross trade amount of the leg. For FX Futures this is used to express the notional value of a fill when LegLastQty and other quantity fields are express in terms of contract size. Time of security's maturity expressed in local time with offset to UTC specified The ID reference to the order being hit or taken. For pre-trade credit/risk limit check process, this is the reference to the placed order, quote request or quote for the credit/risk limit check. Used to specify what identifier, provided in order depth market data, to use when hitting (taking) a specific order or to identify what type of order or quote reference is being provided when seeking credit limit check. Used for reserve orders when DisplayQty applies to the primary execution market (e.g.an ECN) and another quantity is to be shown at other markets (e.g. the exchange). On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Instructs when to refresh DisplayQty (1138). Defines what value to use in DisplayQty (1138). If not specified the default DisplayMethod is "1" Defines the lower quantity limit to a randomized refresh of DisplayQty. Defines the upper quantity limit to a randomized refresh of DisplayQty. Defines the minimum increment to be used when calculating a random refresh of DisplayQty. A user specifies this when he wants a larger increment than the standard provided by the market (e.g. the round lot size). Defines the quantity used to refresh DisplayQty. Allows orders to specify a minimum quantity that applies to every execution (one execution could be for multiple counter-orders). The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the MatchIncrement. Allows an order to specify a maximum number of price levels to trade through. Only valid for aggressive orders and during continuous (autoexecution) trading sessions. Property lost when order is put on book. A partially filled order is assigned last trade price as limit price. Non-filled order behaves as ordinary Market or Limit. Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible. Defines the type of price protection the customer requires on their order. Defines the lot type assigned to the order. Defines the type of peg. The value of the reference price that the order is pegged to. PeggedRefPrice + PegOffsetValue (211) = PeggedPrice (839) unless the limit price (44, Price) is breached. The values may not be exact due to rounding. Defines the identity of the security off whose prices the order will peg. Same values as SecurityIDSource (22) Defines the identity of the security off whose prices the order will peg. Defines the common, 'human understood' representation of the security off whose prices the order will Peg. Security description of the security off whose prices the order will Peg. Defines when the trigger will hit, i.e. the action specified by the trigger instructions will come into effect. Defines the type of action to take when the trigger hits. The price at which the trigger should hit. Defines the common, 'human understood' representation of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Defines the identity of the security whose prices will be tracked by the trigger logic. Same values as SecurityIDSource (22). Defines the security description of the security whose prices will be tracked by the trigger logic. The type of price that the trigger is compared to. Defines the type of price protection the customer requires on their order. The side from which the trigger price is reached. The Price that the order should have after the trigger has hit. Could be applicable for any trigger type, but must be specified for Trigger Type 1. The OrdType the order should have after the trigger has hit. Required to express orders that change from Limit to Market. Other values from OrdType (40) may be used if appropriate and bilaterally agreed upon. The Quantity the order should have after the trigger has hit. Defines the trading session at which the order will be activated. Defines the subordinate trading session at which the order will be activated. Defines the type of interest behind a trade (fill or partial fill). Number of RootPartyID (1117), RootPartyIDSource (1118), and RootPartyRole (1119) entries PartyID value within a root parties component. Same values as PartyID (448) PartyIDSource value within a root parties component. Same values as PartyIDSource (447) PartyRole value within a root parties component. Same values as PartyRole (452) Number of RootPartySubID (1121) and RootPartySubIDType (1122) entries PartySubID value within a root parties component. Same values as PartySubID (523) Type of RootPartySubID (1121) value. Same values as PartySubIDType (803) Specified how the TradeCaptureReport(35=AE) should be handled by the respondent. Optionally used with TradeHandlingInstr = 0 to relay the trade handling instruction used when reporting the trade to the marketplace. Same values as TradeHandlingInstr (1123) Used to preserve original trade date when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Used to preserve original secondary trade id when original trade is being referenced in a subsequent trade transaction such as a transfer Specifies the service pack release being applied at message level. Enumerated field with values assigned at time of service pack release Specifies a custom extension to a message being applied at the message level. Enumerated field Specifies the service pack release being applied to a message at the session level. Enumerated field with values assigned at time of service pack release. Uses same values as ApplVerID Specifies a custom extension to a message being applied at the session level. Transact time in the local date-time stamp with a TZ offset to UTC identified The ID source of ExDestination Indicates that the reported price that is different from the market price. The price difference should be stated by using field 828 TrdType and, if required, field 829 TrdSubType Indicates the system or medium on which the report has been published ClearingFeeIndicator(635) for Allocation, see ClearingFeeIndicator(635) for permitted values. The quantity to be displayed . Required for reserve orders. On orders specifies the qty to be displayed, on execution reports the currently displayed quantity. Free format text string related to exchange. Time of security's maturity expressed in local time with offset to UTC specified Time of security's maturity expressed in local time with offset to UTC specified The maximum order quantity (as expressed by TradeVolType(1786)) that can be submitted for a security. The number of feed types and corresponding book depths associated with a security The types of algorithm used to match orders in a specific security. Possilbe value types are FIFO, Allocation, Pro-rata, Lead Market Maker, Currency Calender. The maximum price variation of an execution from one event to the next for a given security. Expressed in absolute price terms. Indicates that an implied market should be created for either the legs of a multi-leg instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Implied-out). Determination as to whether implied markets should be created is generally done at the level of the multi-leg instrument. Commonly used in listed derivatives. Specific time of event. To be used in combination with EventDate [866] Minimum price increment amount associated with the MinPriceIncrement ( tag 969). For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor(231). Used to indicate the quantity of the underlying commodity unit of measure on which the contract is based, such as, 2500 lbs of lean cattle, 1000 barrels of crude oil, 1000 bushels of corn, etc. UnitOfMeasureQty is required for UnitOfMeasure(996) Variable Quantity UOMs enumerations. Refer to the definition of UnitOfMeasure(996) for more information on the use of UnitOfMeasureQty. Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Allow sequencing of Legs for a Strategy to be captured Settlement cycle in which the settlement obligation was generated Used to identify the trading currency on the Trade Capture Report Side Used to identify the settlement currency on the Trade Capture Report Side Net flow of Currency 1 Used to group Each Settlement Party Used to identify the reporting mode of the settlement obligation which is either preliminary or final Message identifier for Settlement Obligation Report Unique ID for this settlement instruction. Transaction Type - required except where SettlInstMode is 5=Reject SSI request Required where SettlInstTransType is Cancel or Replace Used to identify whether these delivery instructions are for the buyside or the sellside. Number of settlement obligations Unique identifier for a quote message. Identifies the status of an individual quote. See also QuoteStatus(297) which is used for single Quotes. Specifies the number of canceled quotes Specifies the number of accepted quotes Specifies the number of rejected quotes Specifies whether a quote is public, i.e. available to the market, or private, i.e. available to a specified counterparty only. Specifies the type of respondents requested. Describes a class of sub book, e.g. for the separation of various lot types. The Sub Book Type indicates that the following Market Data Entries belong to a non-integrated Sub Book. Whenever provided the Sub Book must be used together with MDPriceLevel and MDEntryPositionNo in order to sort the order properly. Values are bilaterally agreed. Identifies an event related to a SecurityTradingStatus(326). An event occurs and is gone, it is not a state that applies for a period of time. Number of statistics indicator repeating group entries Type of statistics The number of secondary sizes specifies in this entry Specifies the type of secondary size. A part of the MDEntrySize(271) that represents secondary interest as specified by MDSecSizeType(1178). Identifies the application with which a message is associated. Used only if application sequencing is in effect. Data sequence number to be used when FIX session is not in effect Beginning range of application sequence numbers Ending range of application sequence numbers The length of the SecurityXML(1185) data block. XML definition for the security. The schema used to validate the contents of SecurityXML(1185). Set by the sender to tell the receiver to perform an immediate refresh of the book due to disruptions in the accompanying real-time feed 'Y' - Mandatory refresh by all participants 'N' - Process as required Annualized volatility for option model calculations Time to expiration in years calculated as the number of days remaining to expiration divided by 365 days per year. Interest rate. Usually some form of short term rate. Used to express the UOM of the price if different from the contract. In futures, this can be different for cross-rate products in which the price is quoted in units differently from the contract Used to express the UOM Quantity of the price if different from the contract. In futures, this can be different for physically delivered products in which price is quoted in a unit size different from the contract, i.e. a Cattle Future contract has a UOMQty of 40,000 and a PriceUOMQty of 100. Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Type of exercise of a derivatives security Type of exercise of a derivatives security Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation Specifies the type of valuation method applied. Indicates whether instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Number of strike rule entries. This block specifies the rules for determining how new strikes should be listed within the stated price range of the underlying instrument Starting price for the range to which the StrikeIncrement applies. Price refers to the price of the underlying Ending price of the range to which the StrikeIncrement applies. Price refers to the price of the underlying Value by which strike price should be incremented within the specified price range. Number of tick rules. This block specifies the rules for determining how a security ticks, i.e. the price increments at which it can be quoted and traded, depending on the current price of the security Starting price range for specified tick increment Ending price range for the specified tick increment Tick increment for stated price range. Specifies the valid price increments at which a security can be quoted and traded Specifies the type of tick rule which is being described Code to represent the type of instrument attribute Attribute value appropriate to the NestedInstrAttribType field Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSoruce(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition of LowLimitPrice(1148) Refer to definition of HighLimitPrice(1149) Allows maturity rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Allows strike rule to be referenced via an identifier so that rules do not need to be explicitly enumerated Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Ending maturity month year for an option class Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc. Refer to ProductComplex(1227) Increment between successive maturities for an option class Minimum lot size allowed based on lot type specified in LotType(1093) Number of execution instructions Number of Lot Type Rules Number of Match Rules Number of maturity rules in MarurityRules component block Number of order types Number of time in force techniques Refer to definition for TradingReferencePrice(1150) Starting maturity month year for an option class Used to indicate if a product or group of product supports the creation of flexible securities Refer to FlexProductEligibilityIndicator(1242) Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative CFICode(461) Standard/Non-standard attribute. Used when the trading currency can differ from the price currency Refer to definition SecurityXMLLen(1184) Refer to definition of SecurityXML(1185) Refer to definition of SecurityXMLSchema(1186) Refer to definition of NoParties(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) REfer to definition of PartyRole(452) Refer to definition for NoPartySubIDs(802) Refer to definition for PartySubID(523) Refer to definition for PartySubIDType(803) Type of exercise of a derivatives security Identifies the market segment Identifies the market Unit of measure for the Maturity Month Year Increment Format used to generate the MaturityMonthYear for each option Expiration Style for an option class: Describes the how the price limits are expressed Describes the how the price limits are expressed. Indicates execution instructions that are valid for the specified market segment Allows trading rules to be expressed by trading session Number of Market Segments on which a security may trade. Refer to definition of InstrAttribType(871) Refer to definition of InstrAttribValue(872) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Refer to definition of PriceQuoteMethod(1196) Refer to definition of ValuationMethod(1197). Indicates whether instruments are pre-listed only or can also be defined via user request Refer to definition of CapPrice(1199) Refer to definition of FloorPrice(1200) Indicates whether an Option is for a put or call If provided, then Instrument occurrence has explicitly changed Put or call indicator of the leg security. See PutOrCall(201). Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Refer to definition of UnitOfMeasureQty(1147) Refer to definition for PriceUnitOfMeasure(1191) Refer to definition of PriceUnitOfMeasureQty(1192) Unique ID of a Market Definition Request message. Market Definition message identifier. Specifies the action taken for the specified MarketID(1301) + MarketSegmentID(1300). Description or name of Market Segment Byte length of encoded (non-ASCII characters) EncodedMktSegmDesc(1324) field. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the MarketSegmDesc field. Reference to a parent Market Segment. See MarketSegmentID(1300) Trading Session description Specifies the action taken for the specified trading sessions. Identifies the reason for rejection. This is a multiplier that Clearing (Fee system) will use to calculate fees and will be sent to the firms on their confirms. Refer to definition for Symbol(55) Refer to definition for SymbolSfx(65) Refer to definition for SecurityID(48) Refer to definition for SecurityIDSource(22) Refer to definition for NoSecurityAltID(454) Refer to definition for SecurityAltID(455) Refer to definition for SecurityAltIDSource(456) Refer to definition for SecurityType(167) Refer to definition for SecuritySubType(762) Refer to definition for MaturityMonthYear(200) Refer to definition for PutOrCall(201) Refer to definition for StrikePrice(202) Refer to definition for SecurityExchange(207) Number of Underlyings, Identifies the Underlying of the Leg Refer to definition for CFICode(461) Date of maturity. Time of security's maturity expressed in local time with offset to UTC specified Refer to definition of OptAttribute(206) Refer to definition of SecurityDesc(107) Enumeration defining the encryption method used to encrypt password fields. At this time there are no encryption methods defined by FPL. Length of the EncryptedPassword(1402) field Encrypted password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) Length of the EncryptedNewPassword(1404) field Encrypted new password - encrypted via the method specified in the field EncryptedPasswordMethod(1400) The extension pack number associated with an application message. The extension pack number associated with an application message. Number of Usernames to which this this response is directed Identifies settlement currency for the leg level allocation. Total number of fill entries across all messages. Should be the sum of all NoFills(1362) in each message that has repeating list of fill entries related to the same ExecID(17). Used to support fragmentation. Refer to ExecID(17). Used when multiple partial fills are reported in single Execution Report. ExecID and FillExecID should not overlap, Price of Fill. Refer to LastPx(31). Quantity of Fill. Refer to LastQty(32). The AllocID(70) of an individual leg of a multileg order. Identifies an event related to a TradSesStatus(340). An event occurs and is gone, it is not a state that applies for a period of time. Unique identifier of Order Mass Cancel Report or Order Mass Action Report message as assigned by sell-side (broker, exchange, ECN) Number of not affected orders in the repeating group of order ids. OrderID(37) of an order not affected by a mass cancel or mass action request. ClOrdID(11) of an order not affected by a mass cancel or mass action request. Specifies the type of action requested Specifies scope of Order Mass Action Request. Specifies the action taken by counterparty order handling system as a result of the action type indicated in MassActionType of the Order Mass Action Request. Reason Order Mass Action Request was rejected Specifies the type of multileg order. Defines whether the security is pre-defined or user-defined. Note that MultilegModel(1377)=2(User-defined, Non-Securitized, Multileg) does not apply for Securities. Code to represent how the multileg price is to be interpreted when applied to the legs. (See Volume : "Glossary" for further value definitions) Specifies the volatility of an instrument leg. The continuously-compounded annualized dividend yield of the underlying(s) of an option. Used as a parameter to theoretical option pricing models. Refer to definition for DividendYield(1380). Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then CurrencyRatio = 0.7 Specifies the currency ratio between the currency used for a multileg price and the currency used by the outright book defined by the leg. Example: Multileg quoted in EUR, outright leg in USD and 1 EUR = 0,7 USD then LegCurrencyRatio = 0.7 Refer to ExecInst(18) Same values as ExecInst(18) Defines the type of contingency. Identifies the reason for rejection of a New Order List message. Note that OrdRejReason(103) is used if the rejection is based on properties of an individual order part of the List. Number of trade reporting indicators Identifies the type of party for trade reporting. Same values as PartyRole(452). Specifies whether the trade should be reported (or not) to parties of the provided TrdRepPartyRole(1388). Used to override standard reporting behavior by the receiver of the trade report and thereby complements the PublTrdIndicator( tag1390). Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient. Replaces PublishTrdIndicator(852). Unique identifier for request Type of Application Message Request being made. Used to indicate the type of acknowledgement being sent. Total number of messages included in transmission. Application sequence number of last message in transmission Specifies number of application id occurrences Used to indicate that a message is being sent in response to an Application Message Request. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request Identifier for the Applicaton Message Request Ack Used to return an error code or text associated with a response to an Application Request. Reference to the unique application identifier which corresponds to ApplID(1180) from the Application Sequence Group component Identifier for the Application Sequence Reset Application sequence number of last message in transmission. Used to specify a new application sequence number. Type of report Refer to definition of PartySubIDType(803) Refer to definition of PartySubID(523) Refer to definition of NoPartySubIDs(802) Refer to definition of NoPartyIDs(453) Refer to definition of PartyID(448) Refer to definition of PartyIDSource(447) Refer to definition of PartyRole(452) Fill quantity for the leg instrument When reporting trades, used to reference the identifier of the execution (ExecID) being reported if different ExecIDs were assigned to each side of the trade. Time lapsed from order entry until match, based on the unit of time specified in OrderDelayUnit. Default is seconds if OrderDelayUnit is not specified. Value = 0, indicates the aggressor (the initiating side of the trade). Time unit in which the OrderDelay(1428) is expressed Identifies the type of venue where a trade was executed The reason for updating the RefOrdID The customer capacity for this trade at the time of the order/execution. Primarily used by futures exchanges to indicate the CTICode (customer type indicator) as required by the US CFTC (Commodity Futures Trading Commission). Used to reference a previously submitted ApplReqID (1346) from within a subsequent ApplicationMessageRequest(MsgType=BW) Type of pricing model used Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit ContractMultiplier(tag 231) is expressed in. "Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit LegContractMultiplier(tag 614) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit UnderlyingContractMultiplier(436) is expressed in. Indicates the type of multiplier being applied to the contract. Can be optionally used to further define what unit DerivativeContractMultiplier(tag 1266)is expressed in. The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". The industry standard flow schedule by which electricity or natural gas is traded. Schedules exist by regions and on-peak and off-peak status, such as "Western Peak". Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrdStatus of Partial or Filled. Number of rate sources being specified. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See NotionalPercentageOutstanding(1451). See RestructuringType(1449) See Seniority(1450) See NotionalPercentageOutstanding(1451) See OriginalNotionalPercentageOutstanding(1452) Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. See AttachmentPoint(1457). See DetachmentPoint(1458). Identifies the number of target parties identified in a mass action. PartyID value within an target party repeating group. PartyIDSource value within an target party repeating group. Same values as PartyIDSource (447) PartyRole value within an target party repeating group. Same values as PartyRole (452) Specifies an identifier for a Security List Specifies a reference from one Security List to another. Used to support a hierarchy of Security Lists. Specifies a description or name of a Security List. Byte length of encoded (non-ASCII characters) EncodedSecurityListDesc (tbd) field. Encoded (non-ASCII characters) representation of the SecurityListDesc (1467) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityListDesc field. Specifies a type of Security List. Specifies a specific source for a SecurityListType. Relevant when a certain type can be provided from various sources. Unique identifier for a News message Category of news mesage. The national language in which the news item is provided. Number of News reference items Reference to another News message identified by NewsID(1474). Type of reference to another News(35=B) message item. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Indicates the type of payout that will result from an in-the-money option. Number of complex event occurrences. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the boundary condition to be used for the event price relative to the underlying price at the point the complex event outcome takes effect as determined by the ComplexEventPriceTimeType. Used in combination with ComplexEventPriceBoundaryMethod to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the ComplexEventType(1484). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of complex event date occurrences for a given complex event. Specifies the start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventStartDate must always be less than or equal to ComplexEventEndDate. Specifies the end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options ComplexEventEndDate must always be greater than or equal to ComplexEventStartDate. Number of complex event time occurrences for a given complex event date The default in case of an absence of time fields is 00:00:00-23:59:59. Specifies the start time of the time range on which a complex event date is effective. ComplexEventStartTime must always be less than or equal to ComplexEventEndTime. Specifies the end time of the time range on which a complex event date is effective. ComplexEventEndTime must always be greater than or equal to ComplexEventStartTime. Unique identifier for the stream assignment request provided by the requester. Type of stream assignment request. Number of assignment requests. The identifier or name of the price stream. Unique identifier of the stream assignment report provided by the respondent. Reason code for stream assignment request reject. Type of acknowledgement. The type of assignment being affected in the Stream Assignment Report. See TransactTime(60) Yield Type, using same values as YieldType (235) Yield Percentage, using same values as Yield (236) Number of Instructions in the <MatchingInstructions> repeating group. Matching Instruction for the order. Existing FIX field to be applied as a matching criteria to the instruction, bilaterally agreed between parties. Value of MatchAttribTagID(1626) on which to apply the matching instruction. Identifies the market to which the matching instruction applies. Defines the scope of TriggerAction(1101) when it is set to "cancel" (3). This is the time in seconds of a "Good for Time" (GFT) TimeInForce. Positive integer value which represents the time is seconds in which the new order remains active in the market before it is automatically cancelled (e.g. expired). Bi-lateral agreements will dictate the maximum value of this field. It is assumed that most systems will impose a max limit of 86,400 seconds (i.e. 24 hours). For Quotes: The period of time a quoted price is tradable(i.e. on-the-wire) before it becomes indicative (i.e. off-the-wire). The number of limit amount entries. Identifies the type of limit amount expressed in LastLimitAmt(1632) and LimitAmtRemaining(1633). The amount that has been drawn down against the counterparty for a given trade. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. The remaining limit amount available between the counterparties. The type of limit is specified in LimitAmtType(1631). Bilateral agreements dictate the units and maximum value of this field. Indicates the currency that the limit amount is specified in. See Currency(15) for additional description and valid values. Unique identifier of the MarginRequirementInquiry. Number of margin requirement inquiry qualifiers. Qualifier for MarginRequirementInquiry to identify a specific report. Type of MarginRequirementReport. Identifier for group of instruments with similar risk profile. Status of MarginRequirementInquiry. Result returned in response to MarginRequirementInquiry. Identifier for the MarginRequirementReport message. Number of margin requirement amounts. Type of margin requirement amount being specified. Amount of margin requirement. Currency of the MarginAmt(1645). Number of related instruments The type of instrument relationship Ticker symbol of the related security. Common "human understood" representation of the security. Related security identifier value of RelatedSecurityIDSource(1651) type. Identifies class or source of the RelatedSecurityID (1650) value. Security type of the related instrument. Expiration date for the related instrument contract. Used to specify the portion of the short contract quantity that is considered covered (e.g. used for short option position). Indicates market maker participation in security. Unique identifier for PartyDetailsListRequest. Number of requested party roles. Identifies the type or role of party that has been requested. Identifier for the PartyDetailsListReport and the PartyDetailsListUpdateReport. Result of a request as identified by the appropriate request ID field Total number of PartyListGrp returned. Number of party relationships. Used to specify the type of the party relationship. Number of party alternative identifiers. An alternate party identifier for the party specified in PartyDetailID(1691) Identifies the source of the PartyDetailAltID(1517) value. Number of party detail alternate sub-identifiers. Sub-identifier for the party specified in PartyDetailAltID(1517). Type of PartyDetailAltSubID(1520) value. Number of risk limits with associated warning levels. Used to specify the type of risk limit amount or position limit quantity or margin requirement amounts. Specifies the risk limit amount. Used to specify the currency of the risk limit amount. The area to which risk limit is applicable. This can be a trading platform or an offering. Number of risk instrument scopes. Operator to perform on the instrument(s) specified Used to limit instrument scope to specified symbol. See Symbol(55) field for description. Used to limit instrument scope to specified symbol suffix. See SymbolSfx(65) field for description. Used to limit instrument scope to specified security identifier. See SecurityID(48) field for description. Used to limit instrument scope to specified security identifier source. See SecurityIDSource(22) field for description. Number of alternate security identifier for the specified InstrumentScopeSecurityID(1538). Used to limit instrument scope to specified security alternate identifier. See SecurityAltID(455) field for description. Used to limit instrument scope to specified security alternate identifier source. See SecurityAltIDSource(456) field for description. Used to limit instrument scope to specified instrument product category. See Product (460) field for description. Used to limit instrument scope to specified product complex. See ProductComplex(1227) field for description. Used to limit instrument scope to specified security group. See SecurityGroup(1151) field for description. Used to limit instrument scope to specified CFICode. See CFICode(461) field for description. Used to limit instrument scope to specified security type. See SecurityType(167) field for description). Used to limit instrument scope to specified security sub-type. See SecuritySubType(762) field for description. Used to limit instrument scope to specified maturity month and year. See MaturityMonthYear(200) field for description. Used to limit instrument scope to specified maturity time. See MaturityTime(1079) field for description. Used to limit instrument scope to specified restructuring type. See RestructuringType(1449) field for description. Used to limit instrument scope to specified seniority type. See Seniority(1450) field for description. Used to limit instrument scope to puts or calls. See PutOrCall(201) field for description. Used to limit instrument scope to securities that can be defined using flexible terms or not. See FlexibleIndicator(1244) field for description. Used to limit instrument scope to specified coupon rate. See CouponRate(223) field for description. Used to limit instrument scope to specified security description. See SecurityDesc(107) field for description. Used to limit instrument scope to specified settlement type. See SettlType(63) field for description. Multiplier applied to the transaction amount for comparison with risk limits. Default if not specified is 1.0. Number of risk warning levels. Percent of risk limit at which a warning is issued. Name or error message associated with the risk warning level. Number of related party detail identifiers. Party identifier for the party related to the party specified in PartyDetailID(1691). Identifies the source of the RelatedPartyDetailID(1563). Identifies the type or role of the RelatedPartyDetailID(1563) specified. Number of related party detail sub-identifiers. Sub-identifier for the party specified in RelatedPartyID(1563). Type of RelatedPartyDetailSubID(1567) value. Number of related party detail alternate identifiers. An alternate party identifier for the party specified in RelatedPartyID(1563). Identifies the source of the RelatedPartyDetailAltID(1570) value. Number of related party detail alternate sub-identifiers. Sub-identifier for the party specified in RelatedPartyDetailAltID(1570). Type of RelatedPartyDetailAltSubID(1573) value. Used to limit instrument scope to specified security exchange. See SecurityExchange(207) field for description. Byte length of encoded (non-ASCII characters) InstrumentScopeEncodedSecurityDesc (1621) field Encoded (non-ASCII characters) representation of the InstrumentScopeSecurityDesc (1556) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the InstrumentScopeSecurityDesc field. Number of instrument scopes. Number of requesting party identifiers. Party identifier for the requesting party. Identifies the source of the RequestingPartyID(1658) value. Identifies the type or role of the RequestingPartyID(1658) specified. Number of requesting party sub-identifiers. Sub-identifier for the party specified in RequestingPartyID(1658). Type of RequestingPartySubID(1662) value. Byte length of encoded (non-ASCII characters) EncodedRejectText(1665) field. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the RejectText(1328) field. Unique identifier for the PartyRiskLimitsRequest Identifier for the PartyRiskLimitsReport Number of risk limit types requested. Number of risk limits for different instrument scopes. Unique reference identifier for a specific risk limit defined for the specified party. Number of party details. Indicates the status of the party identified with PartyDetailID(1691). Qualifies the value of PartyRole(452) Qualifies the value of RelatedPartyRole(1565) Number of party updates. Number of party risk limits. Party identifier within Parties Reference Data messages. Source of the identifier of the PartyDetailID(1691) specified. Identifies the type or role of PartyDetailID(1691) specified. Number of party detail sub-identifiers. Sub-identifier for the party specified in PartyDetailID(1691). Type of PartyDetailSubID(1695) value. Identifies the trading status applicable to a group of instruments. Identifies an event related to the mass trading status. Denotes the reason for the Opening Delay or Trading halt of a group of securities. Identifies the trading status applicable to the instrument in the market data message. Describes a sub-class for a given class of service defined by MDFeedType (1022) Denotes the reason for the Opening Delay or Trading Halt. Used to represent the trade ID for each side of the trade assigned by an intermediary. Used to capture the original trade id for each side of a trade undergoing novation to a standardized model. Used to specify the differential price when reporting the individual leg of a spread trade. Both leg price and differential price may be provided on such a report. Note that MultiLegReportingType (tag 442) will be set to 2 (Individual leg of a multi-leg security) in this case. Used to indicate the status of the trade submission (not the trade report) Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Default currency in which the price is quoted. Defined at the instrument level. Used in place of Currency (tag 15) to express the currency of a product when the former is implemented as the FX dealt currency. Number of Security Classifications. Allows classification of instruments according to a set of high level reasons. Classification reasons describe the classes in which the instrument participates. Specifies the product classification value which further details the manner in which the instrument participates in the class. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Number of TrdInstrmtLegPosAmt values. Leg position amount. Type of leg position amount. Leg position currency. Specifies the reason for an amount type when reported on a position. Useful when multiple instances of the same amount type are reported. Type of quantity specified in LegQty field. LegContractMultiplier (614) is required when LegQtyType = 1 (Contracts). LegUnitOfMeasure (tag 999) and LegTimeUnit (tag 1001) are required when LegQtyType = 2 (Units of Measure per Time Unit). LegQtyType can be different for each leg. Used to calculate the present value of an amount to be paid in the future. Contains the IndividualAllocId (tag 467) value of the allocation that is being offset as a result of a new allocation. This would be an optional field that would only be populated in the case of an allocation of an allocation (as well as any subsequent allocations). This wouldn�t be populated for an initial allocation since an allocation id is not supplied on default (initial) allocations. Represents the product group of a leg.This is useful in conveying multi-leg instruments where the legs may participate in separate security groups. Risk adjusted price used to calculate variation margin on a position. Alternate clearing price Alternate clearing price for the side being reported. Indicates to recipient whether trade is clearing at execution prices LastPx(tag 31) or alternate clearing prices SideClearingTradePrice(tag 1597). Price Differential between the front and back leg of a spread or complex instrument. Represents the total number of simple instruments that make up a multi-legged security. Complex spread instruments may be constructed of legs which themselves are multi-leg instruments. Identifies the reason a security definition request is being rejected. Used to convey the initially requested display quantity specified in DisplayQty(1138) on order entry and modification messages in ExecutionReport message. Applicable only in ExecutionReport message where DisplayQty(1138) is the currently displayed quantity and the requested display quantity of the order also needs to be conveyed. The values of the two fields are different as soon as the order is partially filled and also after a refresh of the order whenever DisplayMethod(1084) is not 1=Initial. Indicates whether a message was queued as a result of throttling. Indicates number of repeating groups to follow. Action to take should throttle limit be exceeded. Type of throttle. Maximum number of messages allowed by the throttle. May be a rate limit or a limit on the number of outstanding requests. Value of the time interval in which the rate throttle is applied. Units in which ThrottleTimeInterval is expressed. Uses same enumerations as OrderDelayUnit(1429). Number of ThrottleMsgType fields. The MsgType (35) of the FIX message being referenced. Describes action recipient should take if a throttle limit were exceeded. Indicates whether a message decrements the number of outstanding requests, e.g. one where ThrottleType = Outstanding Requests. Unique identifier for the AccountSummaryReport(35=CQ). Number of settlement amount entries. The amount of settlement. The currency of the reported settlement amount. Number of collateral amount entries. Currency denomination of value in CurrentCollateralAmount (1704). If not specified, default to currency specified in SettlementAmountCurrency(1702). Currency of the collateral; optional, defaults to the Settlement Currency if not specified. Type of collateral on deposit being reported. Number of pay collect entries. Amount to be paid by the clearinghouse to the clearing firm. Amount to be collected by the clearinghouse from the clearing firm. Category describing the reason for funds paid to, or the funds collected from the clearing firm. Currency denomination of value in PayAmount(1710) and CollectAmount(1711). If not specified, default to currency specified in SettlementAmountCurrency(1702). Market segment associated with the pay collect amount. Market associated with the pay collect amount. Market segment associated with the margin amount. Market associated with the margin amount Firm assigned group allocation entity identifier. Allocation identifier assigned by the Firm submitting the allocation for an individual allocation instruction (as opposed to the overall message level identifier). Intended to be used by a central counterparty to assign an identifier to allocations of trades for the same instrument traded at the same price. Used by submitting firm to group trades being allocated into an average price group. The trades in average price group will be used to calculate an average price for the group. Firm reference information, usually internal information, that is part of the initial message. The information would not be carried forward (e.g to Take-up Firm) and preserved with the transaction. Byte length of encoded (non-ASCII characters) EncodedFirmAllocText(1734) field. Encoded (non-ASCII characters) representation of the FirmAllocText(1732) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) represention should also be specified in FirmAllocText(1732) field. An indicator to override the normal procedure to roll up allocations for the same take-up firm. Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Identifies the status of a reversal transaction. Type of reference obligation for credit derivatives contracts. Method used for negotiation of contract price. Type of price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts. Price used to determine upfront payment for swaps contracts reported for a deal (trade). Indicates whether a restriction applies to short selling a security. Indicates the reason a short sale order is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.). Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the reason a short sale is exempted from applicable regulation (e.g. Reg SHO addendum (b)(1) in the U.S.) Indicates the currency of the unit of measure. Conditionally required when UnitOfMeasure(996) = Ccy Indicates the currency of the price unit of measure. Conditionally required when PriceUnitOfMeasure(1191) = Ccy Indicates the currency of the underlying unit of measure. Conditionally required when UnderlyingUnitOfMeasure(998) = Ccy Indicates the currency of the underlying price unit of measure. Conditionally required when UnderlyingPriceUnitOfMeasure(1424) = Ccy Indicates the currency of the unit of measure. Conditionally required when LegUnitOfMeasure(999) = Ccy Indicates the currency of the price unit of measure. Conditionally required when LegPriceUnitOfMeasure(1421) = Ccy Indicates the currency of the unit of measure. Conditionally required when DerivativeUnitOfMeasure(1269) = Ccy Indicates the currency of the price unit of measure. Conditionally required when DerivativePriceUnitOfMeasure(1315) = Ccy The market data entry identifier of the bid side of a quote The market data entry identifier of the offer side of a quote. Marketplace assigned quote identifier for the bid side. Can be used to indicate priority. Marketplace assigned quote identifier for the offer side. Can be used to indicate priority. Specifies the total bid size. Specifies the total offer size. Assigned by the party which accepts the quote. Can be used to provide the quote identifier assigned by an exchange, marketplace or executing system. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available. The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. An opaque identifier used to communicate the custodian�s identifier for the lot. It is expected that this information would be provided by the custodian as part of a reconciliation process that occurs before trading. The effective acquisition date of the lot that would be used for gain-loss trade lot reporting. The versus purchase date used to identify the lot in situations where a custodial lot identifier is not available. The versus purchase price used to identify the lot in situations where a custodial lot identifier is not available.The value should be calculated based on current cost basis / quantity held. The amount that the current shares are worth. If this lot was liquidated, the total gain/loss for a trade is equal to the trade amount minus the current cost basis. Type of risk limit information. Result of risk limit definition request. Status of risk limit definition request. Status of risk limit definition for one party. Result of risk limit definition for one party. Percentage of utilization of a party's set risk limit. Absolute amount of utilization of a party's set risk limit. Identifies the action to take or risk model to assume should risk limit be exceeded or breached for the specified party. Amount at which a warning is issued. Action to take should warning level be exceeded. Unique identifier for PartyEntitlementsRequest(35=CU). Identifier for the PartyEntitlementsReport(35=CV). Number of party entitlement values. Number of entitlement values. Used to indicate if a party is entitled to an entitlement type specified in the EntitlementType(1775) field. Type of entitlement. Unique identifier for a specific NoEntitlements(1773) repeating group instance. Number of entitlement attributes. Name of the entitlement attribute type. A code list of allowed values will be maintained on the FIX Protocol website. Values "4000" and above are reserved for bilaterally agreed upon user defined enumerations. Datatype of the entitlement attribute. Value of the entitlement attribute. Currency for EntitlementAttribValue(1780). Can be used if these fields represent a price, price offset, or amount. Indicates the starting date of the entitlement. Indicates the ending date of the entitlement. The area to which the entitlement is applicable. This can be a trading platform or an offering. Indicates how control of trading session and subsession transitions are performed. Define the type of trade volume applicable for the MinTradeVol(562) and MaxTradeVol(1140) Spread table code referred by the security or symbol. Unique identifier for the leg within the context of a message (the scope of uniqueness to be defined by counterparty agreement). The LegID(1788) can be referenced using LegRefID(654). Number of market segments upon which a mass action is to be taken. Market segment within a target market segment repeating group. Number of market segments affected by a mass action. Market segment within an affected market repeating segment group. Number of market segments left unaffected by a mass action. Market segment within an unaffected market repeating segment group. Number of order events. The type of event affecting an order. The last event type within the OrderEventGrp component indicates the ExecType(150) value resulting from the series of events (ExecType(150) values are shown in brackets). Refer to ExecID(17). Used when multiple different events are reported in single Execution Report. ExecID(17) and OrderEventExecID(1797) values should not overlap. Action that caused the event to occur. Price associated with the event. Quantity associated with the event. Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. Applicable only for OrderEventType(1796) values of 4(Partially Filled) or 5(Filled). Additional information about the event. Type of auction order. Percentage of matched quantity to be allocated to the submitter of the response to an auction order. Instruction related to system generated auctions, e.g. flash order auctions. Used to reference an order via ClOrdID(11). Indicates whether an order is locked and for what reason. Locked order quantity. Locked order quantity in addition to LockedQty (1808), e.g. to distinguish total locked quantity from currently locked quantity. Instruction to define conditions under which to release a locked order or parts of it. Quantity to be made available, i.e. released from a lock. Number of disclosure instructions. Information subject to disclosure. Instruction to disclose information or to use default value of the receiver. Designates the capacity in which the order is submitted for trading by the market participant. Designates the account type to be used for the order when submitted to clearing. Designates the capacity in which the order will be submitted to clearing. Qualifies the value of TargetPartyRole (1464). Upper boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Lower boundary for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Source for the price of a related entity, e.g. price of the underlying instrument in an Underlying Price Contingency (UPC) order. Can be used together with RelatedHighPrice (1819) and/or RelatedLowPrice (1820). Indicates how the minimum quantity should be applied when executing the order. Indicates whether order has been triggered during its lifetime. Applies to cases where original information, e.g. OrdType(40), is modified when the order is triggered. OrigClOrdID(41) of an order affected by a mass cancel or mass action request. SecondaryOrderID (198) of an order not affected by a mass cancel or mass action request. Number of legs in the side of a cross order. Time unit multiplier for the event. Time unit associated with the event. When LastQty is an estimated value, e.g. for a Repo �circled� trade, LastQtyVariance specifies the absolute amount that the size may vary up or down when finalized. Omitted when LastQty(32) is already final. Identifies whether the order was received from a customer of the firm, originated by the firm, or whether the order was received from another broker-dealer. An identifier representing the department or desk within the firm that originated the order. An identifier representing the department or desk within the firm that received the order. The identifier of the information barrier in place for a trading unit that will meet the criteria of the "no-knowledge" exception in FINRA Rule 5320.02. Settlement price increment for stated price range. Secondary settlement price increment for stated price range. The meaning of secondary is left to bilateral agreement, e.g. it may refer to final settlement for a contract. Indicates whether the trade or position being reported was cleared through a clearing organization. Additional information related to the pricing of a commodity swaps position, specifically an indicator referring to the position type. Used to describe the ownership of the position. Indicates the currency of the unit of measure if position quantity is expressed in valuation rather than contracts. Conditionally required when PosQtyUnitOfMeasure(1836)=Ccy. Indicates the unit of measure of the position quantity when not expressed in contracts. Reference month if there is no applicable UnderlyingMaturityMonth(313) value for the contract or security. Number of trade price conditions. Price conditions in effect at the time of the trade. Multiple price conditions can be in effect at the same time. Price conditions are usually required to be reported in markets that have regulations on price execution at a market or national best bid or offer, and the trade price differs from the best bid or offer. Identifies the status of an allocation when using a pre-clear workflow. Note: This is different from the give-up process where a trade is cleared and then given up and goes through the allocation flow. Number of trade quantities. Indicates the type of trade quantity in TradeQty(1843). Trade quantity. Number of trade allocation amount entries. Type of the amount associated with a trade allocation. The amount associated with a trade allocation. Currency denomination of the trade allocation amount. Instruction on how to add a trade to an allocation group when it is being given-up. Indicates the trade is a result of an offset or onset. Specifies the reason for an amount type when reported on an allocation. Useful when multiple instances of the same amount type are reported. Identifies the multileg strategy (e.g. spread) to which the trade belongs. This links together trade legs executed as part of a strategy during a single match event. Calculated average price for this side of the trade. Used to indicate whether a trade or a sub-allocation should be allocated at the trade price (e.g. no average pricing), or whether it should be grouped with other trades/sub-allocations and allocated at the average price of the group. The identifier for the average price group for the trade side. See also AvgPxGroupID(1731). Number of related trades. Identifier of a related trade. Describes the source of the identifier that RelatedTradeID(1856) represents. Date of a related trade. Market of execution of related trade. Quantity of the related trade which can be less than or equal to the actual quantity of the related trade. For example, when one trade offsets another across asset classes. Number of related positions. Identifier of a related position. Describes the source of the identifier that RelatedPositionID(1862) represents. Used to help identify the position when RelatedPositionID(1862) is not unique across multiple days. This date is generally the creation date of the identifier. Acknowledgement status of a Quote(35=S) or QuoteCancel(35=Z) message submission. Unique identifier for the ask side of the quote assigned by the quote issuer. Number of value check entries. Type of value to be checked. Action to be taken for the ValueCheckType(1869). The length of the LegSecurityXML(1872) data block. XML definition for the leg security. The schema used to validate the contents of LegSecurityXML(1872). The length of the UnderlyingSecurityXML(1875) data block. XML definition for the underlying security. The schema used to validate the contents of UnderlyingSecurityXML(1875). Result party detail definition request. Status of party details definition request. Status of party detail definition for one party. Result of party detail definition for one party. Result of risk limit definition request. Status of party entitlements definition request. Status of entitlement definition for one party. Result of entitlement definition for one party. Reference to an EntitlementID(1776). Used for modification or deletion of an entitlement. Used to express the unit of measure of the settlement price if different from the contract. Indicates the currency of the settlement price unit of measure if expressed in another currency than the base currency. Conditionally required when SettlPriceUnitOfMeasure(1886)=Ccy. Timestamp of the match event. For off-exchange trades the time at which the deal was matched by the exchange. This timestamp will be the same on all the trades and will not change when a trade is modified. Number of instrument match sides. Number of trade match sides. Used to identify each price level, step or clip within a match event. The identifier may represent a grouping of matched resting orders at a given price level that was matched by an aggressor order. For example, an aggressive order sweeping through 2 price levels that included 3 resting orders would have two different TrdMatchSubID(1891) values. Number of instrument leg executions. The ExecID(17) value corresponding to a trade leg. The TradeID(1003) value corresponding to a trade leg. The TradeReportID(571) value corresponding to a trade leg. Used to indicate the status of the trade match report submission. Reason the trade match report submission was rejected. Identifies the market segment of the side. Identifies the type of venue where the trade was executed for the side. Used to reference the value from SideExecID(1427). Used to reference the value from LegExecID(1893). Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. The number of competing Respondents (e.g. dealers) to receive a quote request (either via the QuoteRequest(35=R) or via other means). The time by which a meaningful response should arrive back (always expressed in UTC (Universal Time Coordinated, also known as "GMT"). The meaning of the response time is specific to the context where the field is used. For a QuoteRequest(35=R) message, this is the time by which the Quote(35=S) message should arrive to the initiator of the QuoteRequest(35=R) message. Time by which the quote will be displayed. For example, the time the execution venue will display dealer(s) submitted quotes to market participant(s). Time unit in which the ExposureDuration(1629) is expressed. The best quoted price received among those not traded. Number of clearing account type entries. Number of price movement entries. Number of price movement value entries. Value at specific price movement point. Price movement point up (positive integer) or down (negative integer) relative to the underlying price of the instrument. Describes the format of the PriceMovementValue(1921). Byte length of encoded (non-ASCII characters) EncodedEventText(868) fied. Encoded (non-ASCII characters) representation of the EventText(868) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the EventText(868) field. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the event which caused origination of the identifier in RegulatoryTradeID(1903). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Identifies the reporting entity that originated the value in RegulatoryTradeID(1903). The reporting entitiy identifier may be assigned by a regulator. Specifies the type of trade identifier provided in RegulatoryTradeID(1903), within the context of the hierarchy of trade events. Number of regulatory IDs in the repeating group. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organizations for regulatory reporting purposes. For example, unique swap identifer (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in AllocRegulatoryTradeID(1909). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused the origination of the identifier in AllocRegulatoryTradeID(1909). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2(Clearing). Specifies the type of trade identifier provided in AllocRegulatoryTradeID(1909), within the context of the hierarchy of trade events. Specifies the party's or parties' intention to clear the trade. Specifies the eligibility of this trade for clearing and central counterparty processing. Indicates that the trade being reported occurred in the past and is still in effect or active. Specifies how a trade was confirmed. An indication that the trade is flagged for mandatory clearing. An indication that the trade is a mixed swap. In the context of CFTC , a "Mixed swap" is defined in the Commodity Exchange Act (CEA) section 1a(47)(D) as an instrument that is in part a swap subject to the jurisdiction of the CFTC, and in part a security-based swap subject to the jurisdiction of the SEC. When reporting the additional Swap Data Repositories must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 12 (Additional domestic trade repository) and PartySub-IDType(803) = 70 (Location or jurisdiction). An indication that the price is off-market. Indication of how a trade was verified. Specifies whether a party to a swap is using an exception to a clearing requirement. In the US, one such clearing requirement is CFTC's rule pursuant to CEA Section 2(h)(1). Used to specify whether the principal is paying or receiving the fixed rate in an interest rate swap. Type of regulatory report. Used in conjunction with RegulatoryReportType(1934) to indicate whether the trade report is a voluntary regulatory report. If not specified, the default for a regulatory report is "N". When VoluntaryRegulatoryReport(1935)=Y it is recommended that one of the parties to the trade be identified as the voluntary reporting party through PartySubIDType(803) = 63 (Voluntary reporting entity). Specifies how the trade is collateralized. Specifies the post-execution trade continuation or lifecycle event. Additional values may be used by mutual agreement of the counterparties. The broad asset category for assessing risk exposure. The subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The classification or type of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without MthToDefault(1943) the default will trigger a CDS payout. If MthToDefault(1943) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When NthToDefault(1942) and MthToDefault(1943) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued securities. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Absence of this field for a bond or an interest bearing security transaction implies a "flat" trade, i.e. no accrued interest determined at time of the transaction. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the ConvertibleBondEquityID(1951) value. 100+ are reserved for private security. Reference month if there is no applicable MaturityMonthYear(200) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. The version of the master agreement The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation annex executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. The date that an annex to the master confirmation was executed between the parties. Describes the type of broker confirmation executed between the parites. Can be used as an alterative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. Number of regulatory IDs in the repeating group. Trade identifier required by government regulators or other regulatory organziations for regulatory reporting purposes. For example, unique swap identifier (USI) as required by the U.S. Commodity Futures Trading Commission. Identifies the reporting entity that originated the value in SideRegulatoryTradeID(1972). The reporting entity identifier may be assigned by a regulator. Identifies the event which caused origination of the identifier in SideRegulatoryTradeID(1972). When more than one event is the cause, use the higher enumeration value. For example, if the identifier is originated due to an allocated trade which was cleared and reported, use the enumeration value 2 (Clearing). Specifies the type of trade identifier provided in SideRegulatoryTradeID(1972), within the context of the hierarchy of trade events. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Indication that a block trade will be allocated. Number of events in the repeating group. Code to represent the type of event. The date of the event. The time of the event. To be used in combination with UnderlyingEventDate(1983). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. For a basket, or pool, describes the weight of each of the constituents within the basket. If not provided, it is assumed to be equal weighted. Specifies the coupon type of the underlying bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. For a CDS basket or pool identifies the reference obligation. UnderlyingObligationID(1994) is reserved for the reference entity for baskets or pools. In a CDS single name the reference entity is identified in insrument ID and the obligations are identified in UnderlyingObligationID(1994). Identifies the source scheme of the UnderlyingObligationID(1994). Specifies the equity in which a convertible bond can be converted. Identifies the source of the UnderlyingEquityID(1996). Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. Reference to the protection terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the ProtectionTerms repeating group that applies to this Underlying. Reference to the cash or physical settlement terms applicable to this entity or obligation. Contains the same XID named string value of the instance in the appropriate repeating group that applies to this Underlying. The series identifier of a credit default swap index. The version identifier of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap index series annex. Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicator to determine if Instrument is Settle on Open. Method under which assignment was conducted Gives the current state of the instrument Type of reference obligation for credit derivatives contracts. The broad asset category for assessing risk exposure. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. The type or classification of swap. Additional values may be used by mutual agreement of the counterparties. The Nth reference obligation to default in a CDS reference basket. If specified without UnderlyingMthToDefault(2018) the default will trigger a CDS payout. If UnderlyingMthToDefault(2018) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When UnderlyingNthToDefault(2017) and UnderlyingMthToDefault(2018) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. Specifies the publication date of the applicable version of the matrix. If not specified, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(1479) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the UnderlyingMinPriceIncrement(2026). For listed derivatives, the value can be calculated by multiplying UnderlyingMinPriceIncrement(2026) by UnderlyingContractMultiplier(436). Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Method for price quotation. Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator. Used to indicate if a product or group of product supports the creation of flexible securities. Position limit for the instrument. Position Limit in the near-term contract for a given exchange-traded product. Identifies the mortgage backed security (MBS) / asset backed security (ABS) pool. Specifies when the contract (i.e. MBS/TBA) will settle. Must be present for MBS/TBA. If different from IssueDate() If different from IssueDate and DatedDate Indicates whether a restriction applies to short selling a security. Spread table code referred by the security or symbol. Number of complex events in the repeating group. Identifies the type of complex event. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the boundary condition to be used for the event price relative to the UnderlyingComplexEventPrice(2048) at the point the complex event outcome takes effect as determined by the UnderlyingComplexEventPriceTimeType(2051). Used in combination with UnderlyingComplexEventPriceBoundaryMethod(2049) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the UnderlyingComplexEventType(2046). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Number of underlying complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. UnderlyingComplexEventEndDate(2056) must always be greater than or equal to UnderlyingComplexEventStartDate(2055). Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. UnderlyingComplexEventStartTime(2057) must always be less than or equal to UndelryingComplexEventEndTime(2058). The end time of the time range on which a complex event date is effective. UnderlyingComplexEventEndTime(2058) must always be greater than or equal to UnderlyingComplexEventStartTime(2057). Number of events in the repeating group Code to represent the type of event. The date of the event. Specific time of event. To be used in combination with LegEventDate(2061). Time unit associated with the event. Time unit multiplier for the event. Predetermined price of issue at event, if applicable. Free form text to specify additional information or enumeration description when a standard value does not apply. The broad asset category for assessing risk exposure. The general subcategory description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Swap type. Free form text to specify comments related to the event. Byte length of encoded (non-ASCII characters) EncodedUnderlyingEventText(2073) field. Encoded (non-ASCII characters) representation of the UnderlyingEventText(2071) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingEventText(2071) field. Byte length of encoded (non-ASCII characters) EncodedLegEventText(2075) field. Encoded (non-ASCII characters) representation of the LegEventText(2066) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegEventText(2066) field. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of secondary asset classes in the repeating group. The broad asset category for assessing risk exposure for a multi-asset trade. An indication of the general description of the asset class. Within the asset subclass this can be used to provide more specific description of the asset. Recommended values include: Interest Rate: LIBOR or other floating rate index if appropriate For multi-currency IRS there are two currencies - specify the riskier ISO 4217 Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. Currency: ISO 4217 Currency Code G7, G20, etc. for standard "grouping" of currencies For cross-currency swaps there are two currencies, so specify the riskier Currency Code in primary fields and the less risky Currency Code or home Currency Code in secondary fields. If settlement is to be in "any G7" currency, specify "G7" in secondary field. Credit: Corporate, Sovereign, CDX, CDX Structured, iTraxx, iTraxx Structured Equity: S&P500 or other index Commodity: Non-precious, Precious, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions, Warehouse receipts Debt: Bill, Bond, Note, Floating rate, Strip, Index linked, Discount note, Mortgage backed, Benchmark note. Other values may be used by mutual agreement of the counterparties. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the AdditionalTermBondSecurityID(40001) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondDesc(40005) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondDesc(40003) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondDesc(40003) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedAdditionalTermBondIssuer(40009) field. Encoded (non-ASCII characters) representation of the AdditionalTermBondIssuer(40007) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the AdditionalTermBondIssuer(40007) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of elements in the repeating group. Specifies the currency the CashSettlAmount(40034) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for the purpose of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date Where multiple valuation dates are specified as being applicable for cash settlement, this specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date The time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the CashSettlQuoteAmount(40028) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the CashSettlMinimumQuoteAmount(40030) is denominated in. Uses ISO 4217 Currency Code. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this is not to be included in the message and the parties to the trade are expected to calculate the value. The value is the greater of (a) floating rate payer calculation amount x (reference price - final price) or (b) zero. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - CashSettlRecoveryFactor(40035)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in CashSettlAmount(40034). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of financing definitions in the repeating group. Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of contractual matrices in the repeating group. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. The publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the ContractualMatrixTerm(40045) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of financing terms supplements in the repeating group. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. The publication date of the applicable version of the contractual supplement. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use the PaymentScheduleGrp component to specify the rate steps. Specifies the currency the StreamNotional(40054) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the underlying instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument's stream's first calculation period start date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of the rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument's provision's dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in ProvisionCalculationAgent(40098) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option�s exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. Free form text to specify additional information or enumeration description when a standard value does not apply. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The cash settlement valuation date adjustment business day convention. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. The business day convention used to adjust the instrument's provision's option exercise date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on ProvisionOptionExerciseFixedDateType(40144). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument's provision's option expiration date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument's provision's option underlying date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination or relative termination date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the provisional cash settlement payment's termination or relative termination date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on ProvisionCashSettlPaymentDateType(40173). Specifies the type of date (e.g. adjusted for holidays). Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies class or source of the ProvisionPartyID(40175) value. Identifies the type or role of ProvisionPartyID(40175) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for ProvisionPartyID(40175). The type of ProvisionPartySubID(40179). Number of protection terms in the repeating group. The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of ProtectionTermNotional(40182). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermSellerNotifies(40184)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. ProtectionTermBuyerNotifies(40185)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (ProtectionTermStandardSources(40187)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to ProtectionTermEvenType(40192). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if ProtectionTermEventValue(40193) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify ProtectionTermEventType(40192). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to ProtectionTermObligationType(40202). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of entries in the repeating group. Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of deliverable obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement deliverable obligation value appropriate to PhysicalSettlDeliverableObligationType(40210). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of additional settlement or bullet payments. Type of payment. The side of the party paying the payment. The side of the party receiving the payment. Specifies the currency in which PaymentAmount(40217) is denominated. Uses ISO 4271 currency codes. The total payment amount. The price determining the payment amount expressed in terms specified in PaymentPriceType(40919) and expressed in market format. The unadjusted payment date. The business day convention used to adjust the payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted payment date. The value representing the discount factor used to calculate the present value of the cash flow. The amount representing the present value of the forecast payment. Specifies the currency the PaymentPresentValueAmount(40225) is denominated in. Uses ISO 4217 currency codes. Payment settlement style. Identifies the reference "page" from the rate source. When LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) this contains a value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Free form text to specify additional information or enumeration description when a sdtandard value does not apply. Identifies the payment type when PaymentType(40213) = 99 (Other). Number of additional settlements or bullet payments. The payment settlement amount. Specifies the currency the PaymentSettlAmount(40231) is denominated in. Uses ISO 4217 currency codes. Number of parties identified in the additional settlement or bullet payment. The payment settlement party identifier. Identifies the class or source of PaymentSettlPartyID(40234) value (e.g. BIC). Identifies the role of PaymentSettlPartyID(40234) (e.g. the beneficiary's bank or depository institution). Qualifies the value of PaymentSettlPartyRole(40236). Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for PaymentSettlPartyRole(40236). The type of PaymentSettlPartySubID(40239) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to the payment stream, e.g. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. The LegPaymentSchedule component should be used for specifying the steps. Specifies the currency the LegStreamNotional(40246) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted effective date. The business day convention used to adjust the instrument leg's stream's effective date or relative effective date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's effective date or relative effective date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. The unadjusted termination date. The business day convention used to adjust the instrument leg's stream's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust calculation periods. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust calculation periods, e.g. "GLBO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the instrument leg's stream's first calculation period start date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of dealers in the repeating group. Number of business centers in the repeating group. Identifies the type of payment stream applicable to the swap stream associated with the instrument leg. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts. Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the LegPaymentStreamDiscountRate(40286). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the LegDateAdjustment component within the InstrumentLeg component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. This is generally the number of days preceeding the period end date or termination date, as appropriate, for the specified floating rate index. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The leg instrument payment stream's fixed payment amount. In a CDS, this can be an alternative to LegPaymentStreamRate(40326). Specifies the currency in which LegPaymentStreamFixedAmount(40327) or LegPaymentStreamRate(40326) is denominated. Uses ISO 4217 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the payment stream's floating rate index curve period. Time unit multiplier for the payment stream's floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamRateIndex(40331). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate on a swap stream is capped at a certain level The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determineds the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the inflation index level from multiple points. The most common is linear method. The inflation index reference source. The publication source, such as relevant web site, news publication or a government body, where inflation information is obtained. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. Non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the source of rate information. Identifies the reference "page" from the rate source. When LegSettlRateFallbackRateSource(40366) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Identifies the reference "page" from the rate source. When PaymentStreamNonDeliverableSettlRateSource(40371) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the source of rate information. Number of swap schedules in the repeating group Specifies the type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step schedule, or amount of a cashflow payment. The currency for this step schedule. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in LegPaymentScheduleStepRelativeTo(40395). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the LegPaymentScheduleStepRate(40393) or LegPaymentScheduleStepOffsetValue(40392) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fxing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the stub floating rate index. Time unit multiplier for the floating rate index. Time unit associated with the floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source for the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or a short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of provisions in the repeating group. Type of provisions. The unadjusted date of the provision. The business day convention used to adjust the instrument leg's provision's date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted date of the provision. Time unit multiplier for the leg provision's tenor period. Time unit associated with the leg provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in LegProvisionCalculationAgent(40456) or in the ProvisionParties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision option exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Identifies the source of quote information. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Free form text to specify additional information or enumeration description when a standard value does not apply. Number of provision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on LegProvisionCashSettlPaymentDateType(40521). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the instrument leg's provision's option exercise date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise period. Time unit associated with subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of provision option exercise fixed dates in the repeating group. A predetermined option exercise date unadjusted or adjusted depending on LegProvisionOptionExerciseFixedDateType(40497). Specifies the type of date (e.g. adjusted for holidays). The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the instrument leg's provision's option expiration date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the instrument leg's provision's option relevant underlying date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the instrument leg's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provisional cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. The first date in range when a settlement date range is provided. The last date in range when a settlement date range is provided. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the provision's cash settlement valuation date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The business center calendar used to adjust the provision's cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of parties identified in the contract provision. The party identifier/code for the payment settlement party. Identifies the class or source of LegProvisionPartyID(40534). Identifies the type or role of LegProvisionPartyID(40534) specified. Number of sub-party IDs to be reported for the party. Party sub-identifier, if applicable, for LegProvisionPartyRole(40536). The type of LegProvisionPartySubID(40538) value. Number of swap streams in the repeating group. Type of swap stream. A short descriptive name given to payment stream. Eg. CDS, Fixed, Float, Float2, GBP. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as a reference. The side of the party paying the stream. The side of the party receiving the stream. Notional, or initial notional value for the payment stream. Use SwapSchedule for steps. Specifies the currency the UnderlyingStreamNotional(40545) is denominated in. Uses ISO 4217 currency codes. Free form text to specify additional information or enumeration description when a standard value does not apply. The unadjusted termination date. The business day convention used to adjust the underlying instrument's stream's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the termination date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative termination date offset. Time unit associated with the relative termination date offset. Specifies the day type of the relative termination date offset. The adjusted termination date. The business day convention used to adjust the calculation periods. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the calculation periods, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted first calculation period start date if before the effective date. The business day convention used to adjust the underlying instrument's stream's first calculation period start date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the underlying instrument's stream's first calculation period start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The adjusted first calculation period start date, if it is before the effective date. The unadjusted first start date of the regular calculation period, if there is an initial stub period. The unadjusted end date of the initial compounding period. The unadjusted last regular period end date if there is a final stub period. Time unit multiplier for the frequency at which calculation period end dates occur. Time unit associated with the frequency at which calculation period end dates occur. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Identifies the type of payment stream applicable to the swap stream associated with the underlying instrument. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the UnderlyingPaymentStreamDiscountRate(40575). Compounding Method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for frequency of resets. Time unit associated with frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The underlying payment stream's fixed payment amount. In CDS an alternative to UnderlyingPaymentStreamRate(40615). Specifies the currency in which UnderlyingPaymentStreamFixedAmount(40616) or UnderlyingPaymentStreamRate(40615) is denominated. Users ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream's floating rate index. The source of the payment stream floating rate index. Time unit associated with the underlying instrument�s floating rate index. Time unit multiplier for the underlying instrument�s floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies a short or long spread value. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable terms. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The unadjusted date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cashflow payment. The side of the party paying the step schedule. The side of the party receiving the step schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in UnderlyingPaymentScheduleStepRelativeTo(40685). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the UnderlyingPaymentScheduleStepRate(40683) or UnderlyingPaymentScheduleStepOffsetValue(40682) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of rate sources in the repeating group Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source for the underlying payment stub floating rate index. Time unit multiplier for the underlying payment stub floating rate index. Time unit associated with the underlying payment stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Identifies the type of payment stream associated with the swap. Used only for credit index trade. This contains the credit spread ("fair value") at which the trade was executed. The market rate varies over the life of the index depending on market conditions. This is the price of the index as quoted by trading desks. Applicable to credit default swaps on mortgage backed securities to specify whether payment delays are applicable to the fixed amount. Residential mortgage backed securities typically have a payment delay of 5 days between the coupon date of the reference obligation and the payment date of the synthetic swap. Commercial mortgage backed securities do not typically have a payment delay, with both payment dates (the coupon date of the reference obligation and the payment date of the synthetic swap) being on the 25th of each month. Specifies the currency that the stream settles in (to support swaps that settle in a currency different from the notional currency). Uses ISO 4217 currency codes. The day count convention used in the payment stream calculations. The number of days from the adjusted calculation period start date to the adjusted value date, calculated in accordance with the applicable day count fraction. The method of calculating discounted payment amounts Discount rate. The rate is expressed in decimal, e.g. 5% is expressed as 0.05. The day count convention applied to the PaymentStreamDiscountRate(40745). Compounding method. Indicates whether there is an initial exchange of principal on the effective date. Indicates whether there are intermediate or interim exchanges of principal during the term of the swap. Indicates whether there is a final exchange of principal on the termination date. The business day convention used to adjust the payment stream's payment date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of payments. Time unit associated with the frequency of payments. The convention for determining the sequence of end dates. It is used in conjunction with a specified frequency. Used only to override the roll convention specified in the DateAdjustment component within the Instrument component. The unadjusted first payment date. The unadjusted last regular payment date. Specifies the anchor date when payment dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit multiplier for the relative initial fixing date offset. Specifies the anchor date when the reset dates are relative to an anchor date. If the reset frequency is specified as daily this element must not be included. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's reset date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's reset date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the frequency of resets. Time unit associated with the frequency of resets. Used to specify the day of the week in which the reset occurs for payments that reset on a weekly basis. Specifies the anchor date when the initial fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's initial fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's initial fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative initial fixing date offset. Time unit associated with the relative initial fixing date offset. Specifies the day type of the relative initial fixing date offset. The adjusted initial fixing date. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment stream's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment stream's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. Time unit multiplier for the relative rate cut-off date offset. Time unit associated with the relative rate cut-off date offset. Specifies the day type of the relative rate cut-off date offset. The rate applicable to the fixed rate payment stream. The payment stream's fixed payment amount. In CDS an alternative to PaymentStreamRate(40784). Specifies the currency in which PaymentStreamFixedAmount(40785) or PaymentStreamRate(40784) is denominated. Uses ISO 4271 currency codes. The future value notional is normally only required for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)). The value is calculated as follows: Future Value Notional = Notional Amount * (1 + Fixed Rate) ^ (Fixed Rate Day Count Fraction). The currency is the same as the stream notional. The adjusted value date of the future value amount. The payment stream floating rate index. The source of the payment stream floating rate index. Time unit associated with the floating rate index. Time unit multiplier for the floating rate index. A rate multiplier to apply to the floating rate. A multiplier schedule is expressed as explicit multipliers and dates. In the case of a schedule, the step dates may be subject to adjustment in accordance with any adjustments specified in the calculationPeriodDatesAdjustments. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. An initial rate of 5% would be represented as 0.05. Specifies the rounding direction. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When rate averaging is applicable, used to specify whether a weighted or unweighted average calculation method is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Time unit multiplier for the inflation lag period. The lag period is the offsetting period from the payment date which determines the reference period for which the inflation index is observed. Time unit associated with the inflation lag period. The inflation lag period day type. The method used when calculating the Inflation Index Level from multiple points - the most common is Linear. The inflation index reference source. The current main publication source such as relevant web site or a government body. Initial known index level for the first calculation period. Indicates whether a fallback bond as defined in the 2006 ISDA Inflation Derivatives Definitions, sections 1.3 and 1.8, is applicable or not. If not specified, the default value is "Y" (True/Yes). The method of Forward Rate Agreement (FRA) discounting, if any, that will apply. The non-deliverable settlement reference currency. Uses ISO 4217 currency codes. The business day convention used to adjust the payment stream's fixing date for the non-deliverable settlement terms. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component The business center calendar used to adjust the payment stream's fixing date for the non-deliverable terms, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the non-deliverable fixing dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative non-deliverable fixing date offset. Time unit associated with the relative non-deliverable fixing date offset. Specifies the day type of the relative non-deliverable fixing date offset. Identifies the reference "page" from the rate source. When UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of swap schedules in the repeating group Type of schedule. Indicates to which stub this schedule applies. The date on which the value is adjusted, or calculated if a future value notional for certain non-deliverable interest rate swaps (e.g. Brazillian Real (BRL) vs. CETIP Interbank Deposit Rate (CDI)), or the start date of a cashflow payment. The unadjusted end date of a cash flow payment. The side of the party paying the step schedule. The side of the party receiving the stepf schedule. The notional value for this step, or amount of a cashflow payment. The currency for this step. Uses ISO 4217 currency codes. The rate value for this step schedule. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The spread value for this step schedule. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the step schedule. The explicit payment amount for this step schedule. The currency of the fixed amount. Uses ISO 4217 currency codes. Time unit multiplier for the step frequency. Time unit associated with the step frequency. The explicit amount that the notional changes on each step date. This can be a positive or negative amount. The percentage by which the notional changes on each step date. The percentage is either a percentage applied to the initial notional amount or the previous outstanding notional, depending on the value specified in PaymentScheduleStepRelativeTo(40849). The percentage can be either positive or negative. The explicit amount that the rate changes on each step date. This can be a positive or negative value. Specifies whether the PaymentScheduleStepRate(40847) or PaymentScheduleStepOffsetValue(40846) should be applied to the initial notional or the previous notional in order to calculate the notional step change amount. The unadjusted fixing date. Floating rate observation weight for cashflow payment. Specifies the anchor date when the fixing date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's fixing date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative fixing date offset. Time unit associated with the relative fixing date offset. Specifies the day type of the relative fixing date offset. The adjusted fixing date. The fixing time associated with the step schedule. Business center for determining fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the interim exchange payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. The business day convention used to adjust the payment schedule's interim exchange date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the payment schedule's interim exchange date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Time unit multiplier for the relative interim exchange date offset. Time unit associated with the relative interim exchange date offset. Specifies the day type of the relative interim exchange date offset. The adjusted interim exchange date. Number of swap schedule rate sources. Identifies the source of rate information. Rate source type. Identifies the reference �page� from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When RateSource(1446) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Number of stubs in the repeating group Stub type. Optional indication whether stub is shorter or longer than the regular swap period. The agreed upon fixed rate for this stub. A fixed payment amount for the stub. The currency of the fixed payment amount. Uses ISO 4217 currency codes. The stub floating rate index. The source of the stub floating rate index. Time unit multiplier for the stub floating rate index. Time unit associated with the stub floating rate index. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the payment stub index. The cap rate, if any, which applies to the floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The second stub floating rate index. The source of the second stub floating rate index. Secondary time unit multiplier for the stub floating rate index curve. Secondary time unit associated with the stub floating rate index curve. A rate multiplier to apply to the second floating rate. The multiplier can be less than or greater than 1 (one). This element should only be included if the multiplier is not equal to 1 (one) for the term of the stream. Spread from the second floating rate index. Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the second stub index. The cap rate, if any, which applies to the second floating rate. The cap rate (strike) is only required where the floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as 0.05. The floor rate, if any, which applies to the second floating rate. The floor rate (strike) is only required where the floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A floor rate of 5% would be represented as 0.05. Number of settlement rate fallbacks in the repeating group The maximum number of days to wait for a quote from the disrupted settlement rate option before proceding to this method. Identifies the source of rate information. Indicates whether to request a settlement rate quote from the market. Used to identify the settlement rate postponement calculation agent. The unadjusted effective date. The business day convention used to adjust the instrument's stream's effective, or relative effective, date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The business center calendar used to adjust the instrument's stream's effective, or relative effective, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the effective date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative effective date offset. Time unit associated with the relative effective date offset. Specifies the day type of the relative effective date offset. The adjusted effective date. Identifies the reference "page" from the rate source. When UnderlyingSettlRateFallbackRateSource(40904) = 3(ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Specifies the type of price for PaymentPrice(40218). Specifies the day type of the relative payment date offset. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument unless specifically overridden. Additional values may be used by mutual agreement of the counterparties. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the instrument leg unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of event news sources in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. A business center whose calendar is used for date adjustment, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used for adjusting dates. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. The convention for determining a sequence of dates. It is used in conjunction with a specified frequency. The value defined here applies to all adjustable dates in the underlying instrument unless specifically overridden. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Number of business centers in the repeating group. Byte length of encoded (non-ASCII characters) EncodedLegStreamText(40979) field. Encoded (non-ASCII characters) representation of the LegStreamText(40248) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamText(40248) field. Byte length of encoded (non-ASCII characters) EncodedLegProvisionText(40472) field. Encoded (non-ASCII characters) representation of the LegProvisionText(40472) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegProvisionText(40472) field. Byte length of encoded (non-ASCII characters) EncodedStreamText(40983) field. Encoded (non-ASCII characters) representation of the StreamText(40056) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamText(40056) field. Byte length of encoded (non-ASCII characters) EncodedPaymentText(40985) field. Encoded (non-ASCII characters) representation of the PaymentText(40229) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the PaymentText(40229) field. Byte length of encoded (non-ASCII characters) EncodedProvisionText(40987) field. Encoded (non-ASCII characters) representation of the ProvisionText(40113) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ProvisionText(40113) field. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamText(40989) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamText(40547) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamText(40547) field. Identifies the reference "page" from the quote source. Identifies the reference "page" from the quote source. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. Used with derivatives when an event is express as a month-year with optional day or month or week of month. Format: YYYYMM (e.g. 199903) YYYYMMDD (e.g. 20030323) YYYYMMwN (e.g. 200303w2) for week A specific date can be appended to the month-year. For instance, if multiple event types exist in the same Year and Month, but actually at a different time, a value can be appended, such as "w" or "w2" to indicate week. Likewise, the day of monty (0-31) can be appended to indicate a specific event date. The date of the previous clearing business day. The valuation date of the trade. The valuation time of the trade. Identifies the business center whose calendar is used for valuation, e.g. "GLOB". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Foreign exchange rate used to compute the MarginAmt(1645) from the MarginAmtCcy(1646) and the Currency(15). Specifies whether or not MarginAmtFXRate(2088) should be multipled or divided. Foreign exchange rate used to compute the CurrentCollateralAmount(1704) from the CollateralCurrency(1646) and the Currency(15). Specifies whether or not CollateralFXRate(2090) should be multipled or divided. Market segment associated with the collateral amount. Market associated with the collateral amount. Foreign exchange rate used to compute the PayAmount(1710) or CollectAmount(1711) from the PayCollectCurrency(1709) and the Currency(15). Specifies whether or not PayCollectFXRate(2094) should be multipled or divided. Corresponds to the value in StreamDesc(40051) in the StreamGrp component. Foreign exchange rate used to compute the PosAmt(708) from the PositionCurrency(1055) and the Currency (15). Specifies whether or not PositionFXRate(2097) should be multipled or divided. Market segment associated with the position amount. Market associated with the position amount. Indicates if the position has been terminated. Indicates whether the originating account is exempt (Y) from marking orders as short or not (N). This designation may be used on both buy and sell orders. Specifies the identifier of the reporting entity as assigned by regulatory agency. The number of attached files. Specifies the file name of the attachment. The MIME media type (and optional subtype) of the attachment. The values used are those assigned, listed and maintained by IANA (www.iana.org) [RFC2046]. See http://www.iana.org/assignments/media-types/index.html for available types. Examples values (RFC number provided for reference here only): "application/pdf" (see [RFC3778]) "application/msword" (for .doc files) "multipart/signed" (see [RFC1847]) "application/vnd.openxmlformats-officedocument.wordprocessingml.document" (for .docx files) Specifies semantically the type of the attached document from a business perspective. The default classification scheme reuses the FIX standard classification scheme of a high level section (pretrade, trade, posttrade, etc.) and a category, then a specific application or document type. The expression follows {"section/category/application type"}. The goal here is to map the attachment into the sections and categories of the FIX business messages if possible. The classification scheme can be expanded or replaced by counterparty agreement. This approach permits the introduction and reference to other business ontologies. Example: posttrade/confirmation/confirm pretrade//termsheet Used to specify an external URL where the attachment can be obtained. The encoding type of the content provided in EncodedAttachment(2112). MessageEncoding(347) that defines how FIX fields of type Data are encoded. The MessageEncoding(347) is used embed text in another character set (e.g. Unicode or Shift-JIS) within FIX. Unencoded content length in bytes. Can be used to validate successful unencoding. Byte length of encoded the EncodedAttachment(2112) field. The content of the attachment in the encoding format specified in the AttachmentEncodingType(2109) field. The number of attachment keywords. Can be used to provide data or keyword tagging of the content of the attachment. Specifies the negotiation method to be used. The time of the next auction. The number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the asset attribute. Limit or lower acceptable value of the attribute. The commission rate when Commission(12) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. The commission rate unit of measure. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the ComplexEventScheduleGrp or ComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to ComplexEventCreditEventType(40998). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when ComplexEventCreditEventValue(40999) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. The number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify ComplexEventCreditEventType(40998). The number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. The number of periods in the repeating group. Specifies the period type. The business center used to determine dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When ComplexEventRateSource(41014) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. The number of business centers in the repeating group. The business center calendar used to adjust the complex event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the complex event date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted complex event date. The local market fixing time. The business center calendar used to determine the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the ComplexEventType(1484). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currencyof the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. The local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryScheduleToleranceType(41046). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the DeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in DeliveryScheduleSettlTimeType(41057). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in DeliveryStreamToleranceType(41074). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period as found in a swing or interruptible contract. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedDeliveryStreamCycleDesc(41084) field. Encoded (non-ASCII characters) representation of the DeliveryStreamCycleDesc(41082) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DeliveryStreamCycleDesc(41082) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A sentence or phrase pertenant to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System" Byte length of encoded (non-ASCII characters) EncodedDocumentationText(1527) field. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the DocumentationText(1513) field. The subclassification or subtype of swap. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of SettlRateIndex(1577) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedOptionExpirationDesc(1697) field. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the OptionExpirationDesc(1581). Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Indicator to determine if the instrument is to settle on open. Specifies the method under which assignment was conducted. Used for derivatives. Denotes the current state of the InstrumentLeg. A category of CDS credit event in which the underlying bond experiences a restructuring. Used to define a CDS instrument. Specifies which issue (underlying bond) will receive payment priority in the event of a default. Used to define a CDS instrument. Indicates the notional percentage of the deal that is still outstanding based on the remaining components of the index. Used to calculate the true value of a CDS trade or position. Used to reflect the Original value prior to the application of a credit event. See LegNotionalPercentageOutstanding(2151). Lower bound percentage of the loss that the tranche can endure. Upper bound percentage of the loss the tranche can endure. Type of reference obligation for credit derivatives contracts. The subclassification or subtype of swap. The Nth reference obligation in a CDS reference basket. If specified without LegMthToDefault(2158) the default will trigger a CDS payout. If LegMthToDefault(2158) is also present then payout occurs between the Nth and Mth obligations to default. The Mth reference obligation to default in a CDS reference basket. When an NthToDefault(2157) to MthToDefault(2158) are represented then the CDS payout occurs between the Nth and Mth obligations to default. Relevant settled entity matrix source. The publication date of the applicable version of the matrix. When this element is omitted, the Standard Terms Supplement defines rules for which version of the matrix is applicable. Specifies the coupon type of the bond. Specifies the total amount of the issue. Corresponds to the par value multiplied by the number of issued security. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Identifies the equity in which a convertible bond can be converted to. Identifies class or source of the LegConvertibleBondEquitySecurityID(2166) value. Reference month if there is no applicable LegMaturityMonthYear(610) value for the contract or security. Indicates the seniority level of the lien in a loan. Specifies the type of loan when the credit default swap's reference obligation is a loan. Specifies the type of reference entity for first-to-default CDS basket contracts. The series identifier of a credit default swap index. The version of a credit default swap index annex. The date of a credit default swap index series annex. The source of a credit default swap series annex. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of LegSettlementRateIndex(2176) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedLegOptionExpirationDesc(2180) field. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegOptionExpirationDesc(2178). Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies how the strike price is determined at the point of option exercise. The strike may be fixed throughout the life of the option, set at expiration to the value of the underlying, set to the average value of the underlying , or set to the optimal value of the underlying. Specifies the boundary condition to be used for the strike price relative to the underlying price at the point of option exercise. Used in combination with StrikePriceBoundaryMethod(2187) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies how the underlying price is determined at the point of option exercise. The underlying price may be set to the current settlement price, set to a special reference, set to the optimal value of the underlying during the defined period ("Look-back") or set to the average value of the underlying during the defined period ("Asian option"). Minimum price increment for a given exchange-traded instrument. Could also be used to represent tick value. Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614). Settlement method for a contract or instrument. Additional values may be used with bilateral agreement. Indicates the type of payout that will result from an in-the-money option. Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount. Specifies the method for price quotation. Specifies the type of valuation method applied. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Indicates whether instruments are pre-listed only or can also be defined via user request. Used to express the ceiling price of a capped call. Used to express the floor price of a capped put. Used to indicate a derivatives security that can be defined using flexible terms. The terms commonly permitted to be defined by market participants are expiration date and strike price. FlexibleIndicator is an alternative to LegCFICode(608) Standard/Non-standard attribute. Used to indicate if a product or group of product supports the creation of flexible securities. Position Limit for a given exchange-traded product. Position limit in the near-term contract for a given exchange-traded product. The program under which a commercial paper is issued. The registration type of a commercial paper issuance. Indicates whether a restriction applies to short selling a security. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of bullion settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Applicable for complex FX option strategies. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedMarketDisruptionFallbackUnderlierSecurityDesc(41102) field. Encoded (non-ASCII characters) representation of the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MarketDisruptionFallbackUnderlierSecurityDesc(41100) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. The fee rate when MiscFeeAmt(137) is a percentage of trade quantity. The fee amount due if different from MiscFeeAmt(137). A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedExerciseDesc(41102) field. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ExerciseDesc(41106) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the day type of the relative earliest option exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. Last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also OptionExerciseEarliestTime(41134). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The option exercise fixed date, unadjusted or adjusted depending on OptionExerciseDateType(41139). Specifies the type of date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the DateAdjustment component in Instrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. An adjusted or unadjusted fixed option exercise expiration date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Used to express the unit of measure (UOM) of the payment amount if not in the currency of the trade. Specifies the anchor date when the payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative payment date offset. Time unit associated with the relative payment date offset. Specifies the day type of the relative payment date offset. Forward start premium type. Number of fixing days in the repeating group. The day of the week on which fixing will take place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this PaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. Specifies the currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction �Fixed�. If 'N' it is taken on each Pricing Date �Floating�. Specifies the actual monetary value of the flat rate when PaymentStreamFlatRateIndicator(41180) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Specifies the fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of PaymentStreamContractPrice(41190). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Secondary time unit associated with the payment stream's floating rate index curve. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Species the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payent stream's pricing dates. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadjusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust pricing or fixing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust pricing or fixing dates. Used only to override the business day convention defined in the DateAdjustment component within the Instrument component. The adjusted pricing or fixing date. Specifies the local market time of the pricing or fixing. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the StreamCommoditySecurityIDSource(41253) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedStreamCommodityDesc(41257) field. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the StreamCommodityDesc(41255) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the DateAdjustment component within the Instrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Data source identifier. Type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in StreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodities settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodities settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this Stream for cross referencing elsewhere in the message. Cross reference to another Stream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery stream quantity unit of measure (UOM). Total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of mandatory clearing jurisdictions. Identifier of the regulatory jurisdiction requiring the trade to be cleared. The positive or negative change in quantity when this report is a trade correction or continuation. Specifies the version of a trade or contract. This is used by systems or trading platforms in conjunction with TradeID(1003) to uniquely identify the version of a trade or contract. If used the conditions for a change of version are subject to bilateral agreement. It is recommended to change the version only for significant updates to the business entity rather than for minor changes to trade details or systematic distribution of reports. Examples where the version would change are trade quantity modification, customer account assignment or trade novation. Indicates that the trade or event being reported occurred in the past and the trade is terminated or no longer active. Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the LegAdditionalTermBondSecurityID(41317) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondDesc(41321) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondDesc(41319) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondDesc(41319) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedLegAdditionalTermBondIssuer(41325) field. Encoded (non-ASCII characters) representation of the LegAdditionalTermBondIssuer(41323) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegAdditionalTermBondIssuer(41323) field. Specifies the bond's payment priority in the event of a default. Specifies the coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the LegCashSettlAmount(41357) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the LegCashSettlQuoteAmount(41352) is denominated in. Uses ISO 4217 Currency Code. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the LegCashSettlQuoteMinimumAmount(41354) is denominated in. Uses ISO 4217 Currency Code. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount calculated is (1 - LegCashSettlRecoveryFactor(41358)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in LegCashSettlAmount(41357). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method. A named string value referenced by UnderlyingSettlTermXIDRef(41315). The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the LegComplexEventScheduleGrp or LegComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to LegComplexEventCreditEventType(41367). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when LegComplexEventCreditEventCurrency(41368) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify LegComplexEventCreditEventType(41367). Number of entries in the date-time repeating group. Averaging date for an Asian option. Trigger date for a Barrier or Knock option. Averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When LegComplexEventRateSource(41383) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of complex events in the repeating group. Identifies the type of complex event. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Cash amount indicating the pay out associated with an event. For binary options this is a fixed amount. Percentage of observed price for calculating the payout associated with the event. Specifies when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the LegComplexEventType(2219). Specifies the boundary condition to be used for the event price relative to the complex event price at the point the complex event outcome takes effect as determined by the LegComplexEventPriceTimeType(2231). Used in combination with LegComplexEventPriceBoundaryMethod(2229) to specify the percentage of the strike price in relation to the underlying price. The percentage is generally 100 or greater for puts and 100 or less for calls. Specifies when the complex event outcome takes effect. The outcome of a complex event is a payout or barrier action as specified by the LegComplexEventType(2219). Specifies the condition between complex events when more than one event is specified. Multiple barrier events would use an "or" condition since only one can be effective at a given time. A set of digital range events would use an "and" condition since both conditions must be in effect for a payout to result. Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. For foreign exchange Quanto option feature. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of complex event dates in the repeating group. The start date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The start date must always be less than or equal to end date. The end date of the date range on which a complex event is effective. The start date will be set equal to the end date for single day events such as Bermuda options. The end date must always be greater than or equal to start date. Number of complex event times in the repeating group. The start time of the time range on which a complex event date is effective. The start time must always be less than or equal to the end time. The end time of the time range on which a complex event date is effective. The end time must always be greater than or equal to the start time. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryScheduleToleranceType(41417). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the LegDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in LegDeliveryScheduleSettlTimeType(41428). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion, see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the condition of title transfer. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in LegDeliveryStreamToleranceType(41445). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. Number of commodity sources in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedLegDeliveryStreamCycleDesc(41459) field. Encoded (non-ASCII characters) representation of the LegDeliveryStreamCycleDesc(41457) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegLeg DeliveryStream(41457) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. Number of parties in the repeating group. Used to identify party id related to instrument. Used to identify source of instrument party id. Used to identify the role of instrument party id. Number of parties sub-IDs in the repeating group. PartySubID value within an instrument party repeating group. Type of LegInstrumentPartySubID (2259) value. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of the underlying security. Byte length of encoded (non-ASCII characters) EncodedLegMarketDisruptionFallbackUnderlierSecurityDesc (41477) field. Encoded (non-ASCII characters) representation of the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegMarketDisruptionFallbackUnderlierSecurityDesc(41475) field. If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedLegExerciseDesc(41483) field. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegExerciseDesc(41481) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. The latest exercise time. See also LegOptionExerciseEarliestTime(41509). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the LegDateAdjustment component in InstrumentLeg. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this LegPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. The currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number multipled by the derived floating rate of the leg's payment schedule in order to arrive at the payment rate. If omitted, the schedule rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the trade date of the transaction "Fixed". If 'N' it is taken on each pricing date "Floating". Specifies the actual monetary value of the flat rate when LegPaymentStreamFlatRateIndicator(41549) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. The fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of LegPaymentStreamContractPrice(41559). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream's floating rate index curve. Secondary time unit multiplier for the payment stream's floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the leg's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. The adjusted or unadusted fixed stream pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place.. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of entries in the repeating group. A named string value referenced by UnderlyingSettlTermXIDRef(41315). Specifies the currency of physical settlement. Uses ISO 4217 currency codes. The number of business days used in the determination of physical settlement. Its precise meaning is dependant on the context in which this is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependant on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixptradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to LegPhysicalSettlDeliverableObligationType(41605). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Number of protection terms in the repeating group. A named string value referenced from UnderlyingLegProtectionTermXIDRef(41314). The notional amount of protection coverage. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of LegProtectionTermNotional(41618). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermSellerNotifies(41620)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. LegProtectionTermBuyerNotifies(41621)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (LegProtectionTermStandardSources(41623)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Specifies the protection term event value appropriate to LegProtectionTermEventType(41626). See http:///www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if the event value is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Specifies the day type for protection term events. Rate source for events that specify a rate source, e.g. floating rate interest shortfall. Number of qualifiers in the repeating group. Specifies the protection term event qualifier. Used to further qualify LegProtectionTermEventType(41626). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. The value associated with the protection term obligation specified in LegProtectionTermObligationType(41636). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include: Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the LegStreamCommoditySecurityIDSource(41650) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedLegStreamCommodityDesc(41654) field. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the LegStreamCommodityDesc(41652) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the LegDateAdjustment component within the InstrumentLeg component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of data sources in the repeating group. The order of entry determines priority � first is the main source, second is fallback, third is second fallback. Specifies the data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in LegStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. The settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this LegStream for cross referencing elsewhere in the message. Cross reference to another LegStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. Limit or lower acceptable value of the attribute. The number of averaging observations in the repeating group. Cross reference to the ordinal observation as specified either in the UnderlyingComplexEventScheduleGrp or UnderlyingComplexEventPeriodDateGrp components. The weight factor to be applied to the observation. The number of credit events specified in the repeating group. Specifies the type of credit event. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for code list of applicable event types. The credit event value appropriate to UnderlyingComplexEventCreditEventType(41717). See http://www.fixtradingcommunity.org/codelists#Credit_Event_Types for applicable event type values. Specifies the applicable currency when UnderlyingComplexEventCreditEventValue(41718) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for complex credit events. Time unit associated with complex credit events. Specifies the day type for the complex credit events. Identifies the source of rate information used for credit events. See http://www.fixtradingcommunity.org/codelists#Credit_Event_Rate_Source for code list of applicable sources. Number of qualifiers in the repeating group. Specifies a complex event qualifier. Used to further qualify UnderlyingComplexEventCreditEventType(41717). Number of entries in the date-time repeating group. The averaging date for an Asian option. The trigger date for a Barrier or Knock option. The averaging time for an Asian option. Number of periods in the repeating group. Specifies the period type. The business center for adjusting dates and times in the schedule or date-time group. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of rate sources in the repeating group. Identifies the source of rate information. For FX, the reference source to be used for the FX spot rate. Indicates whether the rate source specified is a primary or secondary source. Identifies the reference page from the rate source. For FX, the reference page to the spot rate is to be used for the reference FX spot rate. When UnderlyingComplexEventRateSource(41733) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the reference page heading from the rate source. Number of business centers in the repeating group. The business center calendar is used to adjust the event date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted complex event date. For example the second expiration date for a calendar spread option strategy. Specifies the anchor date when the complex event date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative date offset. Time unit associated with the relative date offset. Specifies the day type of the relative date offset. The business day convention used to adjust the event date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted complex event date. The local market fixing time. The business center for determining the actual fixing times. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of event sources in the repeating group. A newspaper or electronic news service that may publish relevant information used in the determination of whether or not a credit event has occurred. Trade side of payout payer. Trade side of payout receiver. Reference to the underlier whose payments are being passed through. Percentage of observed price for calculating the payout associated with the event. The time when the payout is to occur. Specifies the currency of the payout amount. Uses ISO 4217 currency codes. Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046). Specifies the first or only reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the second reference currency of the trade. Uses ISO 4217 currency codes. Applicable for complex FX option strategies. Specifies the currency pairing for the quote. Specifies the fixed FX rate alternative for FX Quantro options. Specifies the method according to which an amount or a date is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Used to identify the calculation agent. Upper strike price for Asian option feature. Strike percentage for a Strike Spread. Strike factor for Asian option feature. Upper strike percentage for a Strike Spread. Upper string number of options for a Strike Spread. Reference to credit event table elsewhere in the message. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. Specifies the local business center for which the credit event is to be determined. The inclusion of this business center implies that Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions is replaced by the local time of the specified business center. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. When this element is specified and set to 'Y', indicates that ISDA defined Standard Public Sources are applicable. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. Identifier of this complex event for cross referencing elsewhere in the message. Reference to a complex event elsewhere in the message. Number of schedules in the repeating group. The start date of the schedule. The end date of the schedule. Time unit multiplier for the schedule date frequency. Time unit associated with the schedule date frequency. The convention for determining the sequence of dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Number of delivery schedules in the repeating group. Specifies the type of delivery schedule. Identifier for this instance of delivery schedule for cross referencing elsewhere in the message. Physical delivery quantity. Specifies the delivery quantity unit of measure (UOM). The frequency of notional delivery. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryScheduleToleranceType(41765). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the delivery flow type. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Number of delivery schedules in the repeating group. Specifies the day or group of days for delivery. The sum of the total hours specified in the UnderlyingDeliveryScheduleSettlTimeGrp component. Number of hour ranges in the repeating group. The scheduled start time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). The scheduled end time for the delivery of the commodity where delivery occurs over specified times. The format of the time value is specified in UnderlyingDeliveryScheduleSettlTimeType(41776). Specifies the format of the delivery start and end time values. Specifies the type of delivery stream. The name of the oil delivery pipeline. The point at which the commodity will enter the delivery mechanism or pipeline. The point at which the commodity product will be withdrawn prior to delivery. The point at which the commodity product will be delivered and received. Value specified should follow market convention appropriate for the commodity product. For bullion see http://www.fpml.org/coding-scheme/bullion-delivery-location for values. Specifies under what conditions the buyer and seller should be excused of their delivery obligations. Specifies the electricity delivery contingency. See http://www.fpml.org/coding-scheme/electricity-transmission-contingency for values. The trade side value of the party responsible for electricity delivery contingency. When this element is specified and set to 'Y', delivery of the coal product is to be at its source. Specifies how the parties to the trade apportion responsibility for the delivery of the commodity product. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment for the details of the external code list. Specifies the source or legal framework for the risk apportionment. See http://www.fixtradingcommunity.org/codelists#Risk_Apportionment_Source for the details of the external code list. Specifies the title transfer location. Specifies the title transfer condition. A party, not necessarily of the trade, who is the Importer of Record for the purposes of paying customs duties and applicable taxes or costs related to importation. Specifies the negative tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the positive tolerance value. The value may be an absolute quantity or a percentage, as specified in UnderlyingDeliveryStreamToleranceType(41793). Value may exceed agreed upon value. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%). Specifies the tolerance value's unit of measure (UOM). Specifies the tolerance value type. Indicates whether the tolerance is at the seller's or buyer's option. The positive percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). The negative percent tolerance which applies to the total quantity delivered over all shipment periods. Percentage value is to be expressed relative to "1.0" representing 100% (e.g. a value of "0.0575" represents 5.75%.). If the notional quantity is specified in a unit that does not match the unit in which the commodity reference price is quoted, the scaling or conversion factor used to convert the commodity reference price unit into the notional quantity unit should be stated here. If there is no conversion, this field is not intended to be used. The transportation equipment with which the commodity product will be delivered and received. Examples of transportation equipment or mode are barge, truck, railcar, etc. A reference to the party able to choose whether the gas is delivered for a particular period e.g. a swing or interruptible contract. Number of asset attribute entries in the group. Specifies the name of the attribute. See http://www.fixtradingcommunity.org/codelists#Asset_Attribute_Types for code list of applicable asset attribute types. Specifies the value of the attribute. The limit or lower acceptable value of the attribute. Number of delivery cycles in the repeating group. The delivery cycles during which the oil product will be transported in the pipeline. Byte length of encoded (non-ASCII characters) EncodedUnderlyingDeliveryStreamCycleDesc(41807) field. Encoded (non-ASCII characters) representation of the UnderlyingDeliveryStreamCycleDesc(41805) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingDeliveryStreamCycleDesc(41805) field. Number of commodity sources in the repeating group. The SCoTA coal cargo origin, mining region, mine(s), mining complex(es), loadout(s) or river dock(s) or other point(s) of origin that seller and buyer agree are acceptable origins for the coal product. For international coal transactions, this is the origin of the coal product. See http://www.fpml.org/coding-scheme/commodity-coal-product-source for values. A description of the option exercise. Byte length of encoded (non-ASCII characters) EncodedUnderlyingExerciseDesc(41812) field. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingExerciseDesc(41810) field. Indicates (when 'Y') that exercise is automatic when the strike price is crossed or the underlying trade is in the money. The threshold rate for triggering automatic exercise. Indicates whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. Identifies the business center used for adjusting the time for manual exercise notice. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether the notional amount of the underlying swap, not previously exercised under the option, will be automatically exercised at the expiration time on the expiration date if at such time the buyer is in-the-money, provided that the difference between the settlement rate and the fixed rate under the relevant underlying swap is not less than one tenth of a percentage point (0.10% or 0.001). Indicates whether the Seller may request the Buyer to confirm its intent to exercise if not done on or before the expiration time on the Expiration date. If true ("Y") specific rules will apply in relation to the settlement mode. Indicates in physical settlement of bond and convertible bond options whether the party required to deliver the bonds will divide those to be delivered as notifying party desires to facilitate delivery obligations. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the day type of the relative earliest exercise date offset. Time unit multiplier for the relative earliest exercise date offset. Time unit associated with the relative earliest exercise date offset. Time unit multiplier for the frequency of exercise dates. Time unit associated with the frequency of exercise dates. The unadjusted start date for calculating periodic exercise dates. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise start date offset. Time unit associated with the relative exercise start date offset. Specifies the day type of the relative option exercise start date offset. The adjusted start date for calculating periodic exercise dates. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The last date (adjusted) for establishing the option exercise terms. The unadjusted first exercise date. The unadjusted last exercise date. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) (i) on the expriation date, in the case of a European style option, (ii) on each Bermuda option exercise date and the expiration date, in the case of a Bermuda style option, (iii) the commencement date to, and including, the expiration date, in the case of an American option. Latest exercise time. See also UnderlyingOptionExerciseEarliestTime(41838). The business center used to determine the locale for option exercise time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values Number of dates in the repeating group. The adjusted or unadjusted option exercise fixed date. Specifies the type of option exercise date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of business centers in the repeating group. The business center calendar used to adjust the option exercise expiration dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the option exercise expiration dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option exercise expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative exercise expiration date offset. Time unit associated with the relative exercise expiration date offset. Time unit multiplier for the frequency of exercise expiration dates. Time unit associated with the frequency of exercise expiration dates. The convention for determining the sequence of exercise expiration dates. It is used in conjunction with a specified frequency. Used only to override the roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. Specifies the day type of the relative option exercise expiration date offset. The option exercise expiration time. The business center used to determine the locale for option exercise expiration time, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of fixed exercise expiration dates in the repeating group. The adjusted or unadjusted option exercise expiration fixed date. Specifies the type of option exercise expiration date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. In an outright or forward commodity trade that is cash settled this is the index used to determine the cash payment. This is an optional qualifying attribute of UnderlyingSettlementRateIndex(2284) such as the delivery zone for an electricity contract. Description of the option expiration. Byte length of encoded (non-ASCII characters) EncodedUnderlyingOptionExpirationDesc(2288) field. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingOptionExpirationDesc(2286). The subclassification or subtype of swap. Used to express the unit of measure (UOM) of the price if different from the contract. Specifies the index used to calculate the strike price. Specifies the strike price offset from the named index. Specifies the source of trade valuation data. Specifies the methodology and/or assumptions used to generate the trade value. Specifies the type of trade strategy. When this element is specified and set to 'Y', it indicates that common pricing applies. Common pricing may be relevant for a transaction that references more than one commodity reference price. Specifies the consequences of settlement disruption events. Specifies the rounding direction if not overridden elsewhere. Specifies the rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. The consequences of market disruption events. Specifies the location of the fallback provision documentation. Specifies the maximum number of market disruption days (commodity or bullion business days) in a contract or confirmation. If none are specified, the maximum number of market disruption days is five (5). ISDA 2005 Commodity Definition. Used when a price materiality percentage applies to the price source disruption event and this event has been specified. Applicable to 2005 Commodity Definitions only. Specifies the minimum futures contracts level that dictates whether or not a 'De Minimis Trading' event has occurred. Applicable to 1993 Commodity Definitions only. Number of disruption events in the repeating group. Specifies the market disruption event. For commodities see http://www.fpml.org/coding-scheme/commodity-market-disruption for values. For foreign exchange, see http://www.fixtradingcommunity.org/codelists#Market_Disruption_Event for code list of applicable event types. Number of fallbacks in the repeating group. Specifies the type of disruption fallback. See http://www.fpml.org/coding-scheme/commodity-market-disruption-fallback for values. Number of fallback reference securities in the repeating group. The type of reference price underlier. Specifies the identifier value of the security. Specifies the class or source scheme of the security identifier. Specifies the description of underlying security. Byte length of encoded (non-ASCII characters) EncodedUnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41874) field. Encoded (non-ASCII characters) representation of the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingMarketDisruptionFallbackUnderlierSecurityDesc(41872). If there are multiple underlying assets, this specifies the number of units (index or securities) that constitute the underlier of the swap. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the currency if the underlier is a basket. Uses ISO 4217 currency codes. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Number of fixing days in the repeating group. The day of the week on which fixing takes place. The occurrence of the day of week on which fixing takes place. For example, a fixing of the 3rd Friday would be DayOfWk=5 DayNum=3. If omitted every day of the week is a fixing day. Identifier of this UnderlyingPaymentSchedule for cross referencing elsewhere in the message. Reference to payment schedule elsewhere in the message. Specifies the currency of the schedule rate. Uses ISO 4217 currency codes. The schedule rate unit of measure (UOM). The number to be multiplied by the derived floating rate of the underlying's payment schedule in order to arrive at the payment rate. If ommitted, the schedule rate conversion factor is 1. Specifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The schedule settlement period price. The currency of the schedule settlement period price. Uses ISO 4217 currency codes. The settlement period price unit of measure (UOM). The schedule step unit of measure (UOM). The distribution of fixing days. The number of days over which fixing should take place. Time unit multiplier for the fixing lag duration. Time unit associated with the fixing lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. When this element is specified and set to 'Y', the Flat Rate is the New Worldwide Tanker Nominal Freight Scale for the Freight Index Route taken at the Trade Date of the transaction "Fixed". If 'N' it is taken on each Pricing Date "Floating". Specifies the actual monetary value of the flat rate when UnderlyingPaymentStreamFlatRateIndicator(41897) = 'Y'. Specifies the currency of the actual flat rate. Uses ISO 4217 currency codes. Specifies the limit on the total payment amount. Specifies the currency of total payment amount limit. Uses ISO 4217 currency codes. Specifies the limit on the payment amount that goes out in any particular calculation period. Specifies the currency of the period payment amount limit. Uses ISO 4217 currency codes. Fixed payment amount unit of measure (UOM). Specifies the total fixed payment amount. The number of Worldscale points for purposes of the calculation of a fixed amount for a wet voyage charter commodity swap. The price per relevant unit for purposes of the calculation of a fixed amount for a dry voyage charter or time charter commodity swap. Specifies the currency of UnderlyingPaymentStreamContractPrice(41907). Uses ISO 4217 currency codes. Number of business centers in the repeating group. The business center calendar used to adjust the payment stream's pricing dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Secondary time unit associated with the payment stream�s floating rate index curve. Secondary time unit multiplier for the payment stream�s floating rate index curve. May be used for a Forward Rate Agreement (FRA) with an average rate between two curve points. Specifies the location of the floating rate index. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD index level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate index level. Specifies how weather index units are to be calculated. This is the weather Cooling Degree Days (CDD), Heating Degree Days (HDD) or HDD reference level specified as the number of (amount of) weather index units specified by the parties in the related confirmation. The unit of measure (UOM) of the rate reference level. When set to 'Y', it indicates that the weather reference level equals zero. Specifies the currency of the floating rate spread. Uses ISO 4217 currency codes. Specifies the unit of measure (UOM) of the floating rate spread. The number to be multiplied by the derived floating rate of the underlying's payment stream in order to arrive at the payment rate. If omitted, the floating rate conversion factor is 1. Identifies whether the rate spread is an absolute value to be added to the index rate or a percentage of the index rate. The floating rate determined at the most recent reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. The floating rate determined at the final reset. The rate is expressed in decimal form, e.g. 5% is represented as 0.05. Time unit multiplier for the calculation lag duration. Time unit associated with the calculation lag duration. Time unit multiplier for the relative first observation date offset. If the first observation offset is specified, the observation period will start the specified interval prior to each calculation period - i.e. if the first observation offset is 4 months and the lag duration is 3 months, observations will be taken in months 4, 3 and 2 (but not 1) prior to each calculation period. If no first observation offset is specified, the observation period will end immediately preceding each calculation period. Time unit associated with the relative first observation date offset. Specifies the commodity pricing day type. The distribution of pricing days. The number of days over which pricing should take place. Specifies the business calendar to use for pricing. See http://www.fpml.org/coding-scheme/commodity-business-calendar for values. The business day convention used to adjust the payment stream's pricing dates. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Number of payment dates in the repeating group. The adjusted or unadjusted fixed stream payment date. Specifies the type of payment date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. When set to 'Y', it indicates that payment dates are specified in the relevant master agreement. Number of pricing dates in the repeating group. An adjusted or unadjusted fixed pricing date. Specifies the type of pricing date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Number of pricing days in the repeating group. The day of the week on which pricing takes place. The occurrence of the day of week on which pricing takes place. For example a pricing day of the 3rd Friday would be DayOfWk=5 DayNum=3. Number of business centers in the repeating group. The business center calendar used to adjust the pricing or fixing date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted pricing or fixing date. The business day convention used to adjust the pricing or fixing date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted pricing or fixing date. The local market pricing or fixing time. Specifies the business center for determining the pricing or fixing time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of calculation period dates in the repeating group. The adjusted or unadjusted fixed calculation period date. Specifies the type of fixed calculation period date. When specified it applies not only to the current date but to all subsequent dates in the group until overridden with a new type. Identifier of this calculation period for cross referencing elsewhere in the message. Cross reference to another calculation period for duplicating its properties. When specified and set to 'Y', it indicates that the first calculation period should run from the effective date to the end of the calendar period in which the effective date falls (e.g. Jan 15 - Jan 31 if the calculation periods are one month long and effective date is Jan 15.). If 'N' or not specified, it indicates that the first calculation period should run from the effective date for one whole period (e.g. Jan 15 to Feb 14 if the calculation periods are one month long and the effective date is Jan 15.). Time unit multiplier for the length of time after the publication of the data when corrections can be made. Time unit associated with the length of time after the publication of the data when corrections can be made. Number of business centers in the repeating group. The business center calendar used to adjust the commodity delivery date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the general base type of the commodity traded. Where possible, this should follow the naming convention used in the 2005 ISDA Commodity Definitions. Examples of general commodity base types include:Metal, Bullion, Oil, Natural Gas, Coal, Electricity, Inter-Energy, Grains, Oils Seeds, Dairy, Livestock, Forestry, Softs, Weather, Emissions. Specifies the type of commodity product. For coal see http://www.fpml.org/coding-scheme/commodity-coal-product-type for values. For metals see http://www.fpml.org/coding-scheme/commodity-metal-product-type for values. For bullion see http://www.fixtradingcommunity.org/codelists#Bullion_Types for the external code list of bullion types. Specifies the market identifier for the commodity. Identifies the class or source of the UnderlyingStreamCommoditySecurityIDSource(41966) value. Description of the commodity asset. Byte length of encoded (non-ASCII characters) EncodedUnderlyingStreamCommodityDesc(41970) field. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingStreamCommodityDesc(41968) field. The unit of measure (UOM) of the commodity asset. Identifies the currency of the commodity asset. Uses ISO 4217 currency codes. Identifies the exchange where the commodity is traded. Identifies the source of rate information used for commodities. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Source for code list of applicable sources. Identifies the reference "page" from the rate source. Identifies the page heading from the rate source. Specifies the commodity data or information provider. See http://www.fpml.org/coding-scheme/commodity-information-provider for values. Specifies how the pricing or rate setting of the trade is to be determined or based upon. See http://www.fixtradingcommunity.org/codelists#Commodity_Rate_Pricing_Type for code list of applicable commodity pricing types. Time unit multiplier for the nearby settlement day. When the commodity transaction references a futures contract, the delivery or settlement dates are a nearby month or week. For example, for eighth nearby month use Period=8 and Unit=Mo. Time unit associated with the nearby settlement day. The unadjusted commodity delivery date. The business day convention used to adjust the commodity delivery date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted commodity delivery date. Specifies a fixed single month for commodity delivery. Use "1" for January, "2" for February, etc. Time unit multiplier for the commodity delivery date roll. For a commodity transaction that references a listed future via the delivery dates, this is the day offset on which the specified future will roll to the next nearby month when the referenced future expires. Time unit associated with the commodity delivery date roll. Specifies the commodity delivery roll day type. Identifier of this stream commodity for cross referencing elsewhere in the message. Reference to a stream commodity elsewhere in the message. Number of alternate security identifers. Alternate security identifier value for the commodity. Identifies the class or source of the alternate commodity security identifier. Number of commodity data sources in the repeating group. Data source identifier. Specifies the type of data source identifier. Number of days in the repeating group. Specifies the day or group of days for delivery. Sum of the hours specified in UnderlyingStreamCommoditySettlTimeGrp. Number of hour ranges in the repeating group. The start time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. The end time for commodity settlement where delivery occurs over time. The time format is specified by the settlement time type. Specifies the format of the commodity settlement start and end times. Number of commodity settlement periods in the repeating group. Specifies the country where delivery takes place. Uses ISO 3166 2-character country code. Commodity delivery timezone specified as "prevailing" rather than "standard" or "daylight". See http://www.fixtradingcommunity.org/codelists#Prevailing_Timezones for code list of applicable prevailing timezones. Specifies the commodity delivery flow type. Specifies the delivery quantity associated with this settlement period. Specifies the unit of measure (UOM) of the delivery quantity associated with this settlement period. Time unit multiplier for the settlement period frequency. Time unit associated with the settlement period frequency. The settlement period price. Specifies the settlement period price unit of measure (UOM). The currency of the settlement period price. Uses ISO 4217 currency codes. Indicates whether holidays are included in the settlement periods. Required for electricity contracts. Identifier of this settlement period for cross referencing elsewhere in the message. Cross reference to another settlement period for duplicating its properties. Identifier of this UnderlyingStream for cross referencing elsewhere in the message. Cross reference to another UnderlyingStream notional for duplicating its properties. Time unit multiplier for the swap stream's notional frequency. Time unit associated with the swap stream's notional frequency. The commodity's notional or quantity delivery frequency. Specifies the delivery quantity unit of measure (UOM). Specifies the total notional or delivery quantity over the term of the contract. Specifies the unit of measure (UOM) for the total notional or delivery quantity over the term of the contract. Total amount traded for this account (i.e. quantity * price) expressed in units of currency. Status of risk limit report. The reason for rejecting the PartyRiskLimitsReport(35=CM) or PartyRiskLimitsUpdateReport(35=CR). The unique identifier of the PartyRiskLimitCheckRequest(35=DF) message. The unique and static identifier, at the business entity level, of a risk limit check request. Specifies the transaction type of the risk limit check request. Specifies the type of limit check message. Specifies the message reference identifier of the risk limit check request message. Specifies the type of limit amount check being requested. Specifies the amount being requested for approval. Indicates the status of the risk limit check request. Result of the credit limit check request. The credit/risk limit amount approved. The unique identifier of the PartyActionRequest(35=DH) message. Specifies the type of action to take or was taken for a given party. Used to indicate whether the message being sent is to test the receiving application's availability to process the message. When set to "Y" the message is a test message. If not specified, the message is by default not a test message. The unique identifier of the PartyActionReport(35=DI) message as assigned by the message sender. Specifies the action taken as a result of the PartyActionType(2239) of the PartyActionRequest(35=DH) message. Specifies the reason the PartyActionRequest(35=DH) was rejected. The reference identifier of the PartyRiskLimitCheckRequest(35=DF) message, or a similar out of band message, that contained the approval for the risk/credit limit check request. Specifies which type of identifier is specified in RefRiskLimitCheckID(2334) field. The time interval for which the clip size limit applies. The velocity time unit is expressed in RiskLimitVelocityUnit(2337). Unit of time in which RiskLimitVelocityPeriod(2336) is expressed. Qualifies the value of RequestingPartyRole(1660). Specifies the type of credit limit check model workflow to apply for the specified party Indicates the status of the risk limit check performed on a trade. Indicates the status of the risk limit check performed on the side of a trade. Number of entitlement types in the repeating group. Leg Mid price/rate. For OTC swaps, this is the mid-market mark (for example, as defined by CFTC). For uncleared OTC swaps, LegMidPx(2346) and the MidPx(631) fields are mutually exclusive. Specifies the regulatory mandate or rule that the transaction complies with. Identifier of the collateral portfolio when reporting on a portfolio basis. Identifies the class or source of DeliveryStreamDeliveryPoint(41062). Description of the delivery point identified in DeliveryStreamDeliveryPoint(41062). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Description of the delivery point identified in LegDeliveryStreamDeliveryPoint(41433). Identifies the class or source of LegDeliveryStreamDeliveryPoint(41433). Expresses the total quantity traded over the life of the contract when LegLastQty(1418) is to be repeated periodically over the term of the contract. The value is the product of LegLastQty(1418) and LegTradingUnitPeriodMultiplier(2353). Expresses the quantity bought/sold when LastQty is expressed in contracts. Used in addition to LegLastQty(1418), it is the product of LegLastQty(1418) and LegContractMultiplier(614). Expresses the full total monetary value of the traded contract. The value is the product of LegLastPx(637) and LegTotalTradeQty(2357) or LegTotalTradeMultipliedQty(2360), if priced in units instead of contracts. Expresses the total trade quantity in units where LegContractMultiplier(614) is not 1. The value is the product of LegTotalTradeQty(2357) and LegContractMultiplier(614). Description of the delivery point identified in UnderlyingDeliveryStreamDeliveryPoint(41781). Identifies the class or source of UnderlyingDeliveryStreamDeliveryPoint(41781). Indicates the number of contract periods associated with the minimum trading unit for a given contract duration resulting in the number of total traded contracts. As an example, 456 is the number of off-peak periods for a product with a minimum trading unit of 5 MWh resulting in 2280 total traded contracts. Indicates action that triggered the Position Report. FX forward points added to SettlPrice(730). The value is expressed in decimal form and may be a negative. As an example, 61.99 points is expressed as 0.006199. Specifies whether LastPx(31) [TradeCaptureReport] or SettlPrice(730) [PositionReport] should be multiplied or divided. Expresses the total quantity traded over the life of the contract when LastQty(32) is repeated periodically over the term of the contract. The value is the product of LastQty(32) and TradingUnitPeriodMultiplier(2353). Expresses the quantity bought or sold when LastQty(32) is expressed in number of contracts. Used in addition to LastQty(32). It is the product of LastQty(32) and ContractMultiplier(231). Expresses the full total monetary value of the traded contract. The value is the product of LastPx(31) and TotalTradeQty(2367) or TotalTradeMultipliedQty(2370), if priced in units instead of contracts. Expresses the total trade quantity in units where ContractMultiplier(231) is not 1. The value is the product of TotalTradeQty(2367) and ContractMultiplier(231). Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the TradeContinuationText(2374) field. Byte length of encoded (non-ASCII characters) EncodedTradeContinuationText(2371) field. Indicates whether the trade or position was entered into as an intra-group transaction, i.e. between two units of the same parent entity having majority ownership interest in both counterparties. In the context of EMIR this refers to Regulation (EU) 648/2012 Article 3 "intragroup transactions" section 1 which states: "In relation to a non-financial counterparty, an intragroup transaction is an OTC derivative contract entered into with another counterparty which is part of the same group provided that both counterparties are included in the same consolidation on a full basis and they are subject to an appropriate centralised risk evaluation, measurement and control procedures and that counterparty is established in the Union or, if it is established in a third country, the Commission has adopted an implementing act under Article 13(2) in respect of that third country. Canada's similar requirement is under Appendix A to OSC Rule 91-507." Elaboration of the purpose or action of the regulatory report when TradeContinuation(1937)=99 (Other). The type of identification taxonomy used to identify the security. Used to further qualify the value of PartyRole(452). Used to further qualify the value of DerivativeInstrumentPartyRole(1295). Used to further qualify the value of InstrumentPartyRole(1051). Used to further qualify the value of LegInstrumentPartyRole(2257). Used to further qualify the value of LegProvisionPartyRole(40536). Used to further qualify the value of Nested2PartyRole(759). Used to further qualify the value of Nested3PartyRole(951). Used to further qualify the value of Nested4PartyRole(1417). Used to further qualify the value of NestedPartyRole(538). Used to further qualify the value of ProvisionPartyRole(40177). Used to further qualify the value of RequestedPartyRole(1509). Used to further qualify the value of RootPartyRole(1119). Used to further qualify the value of SettlPartyRole(784). Used to further qualify the value of UnderlyingInstrumentPartyRole(1061). The reference identifier to the PartyRiskLimitCheckRequest(35=DF), or a similar out of band message, message that contained the approval or rejection for risk/credit limit check for this allocation. Specifies which type of identifier is specified in AllocRefRiskLimitCheckID(2392) field. The total amount of the limit that has been drawn down against the counterparty. This includes the amount for prior trades. It may or may not include the amount for the given trade, specified in LastLimitAmt(1632), depending upon whether the given trade is considered pending. The limit for the counterparty. This represents the total limit amount, independent of any amount already utilized. Indicates the scope of the limit by role. Used to indicate whether this is a customer account limit, a clearing firm limit, etc. Specifies the scope to which the RegulatoryTradeID(1903) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the SideRegulatoryTradeID(1972) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Specifies the scope to which the AllocRegulatoryTradeID(1909) applies. Used when a trade must be assigned more than one identifier, e.g. one for the clearing member and another for the client on a cleared trade as with the principal model in Europe. Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Specifies an explicit business date for associated reference data or transaction. Used when an implicit date is not sufficiently specific. Indicates if the list of orders was initially received manually (as opposed to electronically) or if it was entered manually (as opposed to entered by automated trading software). Subtype of an entitlement specified in EntitlementType(1775). Quote model type Free text for compliance information required for regulatory reporting. Byte length of encoded (non-ASCII characters) EncodedComplianceText(2352) field. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the ComplianceText(2404) field. Specifies how the transaction was executed, e.g. via an automated execution platform or other method. Specifies the price decimal precision of the instrument. For FX, this specifies the pip size in which forward points are calculated. Point (pip) size varies by currency pair. Major currencies are all traded in points of 0.0001, with the exception of JPY which has a point size of 0.01. Indicates the contingency attribute for a trade in an asset class that may be contingent on the clearing of a corresponding paired trade (for example Exchange for Physical (EFP), Exchange for Swap (EFS), Exchange for Related (EFR) or Exchange for Option (EFO), collectively called EFRPs). Once the paired trade clears or fails to clear, the related trade (the trade which carries this attribute) ceases to exist. FX spot rate. FX forward points added to spot rate. May be a negative value. FX spot rate. FX forward points added to spot rate. May be a negative value. Identifies the page heading from the rate source. The security identifier of the instrument, instrument leg or underlying instrument with which the related instrument has correlation. Identifies class or source of the RelatedToSecurityID(2413) value. StreamXID(41303), LegStreamXID(41700) or UnderlyingStreamXID(42016) of the stream with which the related instrument has correlation. An identifier created by the trading party for the life cycle event associated with this report. FX spot rate. FX forward points added to spot rate. May be a negative value. Applicable value for LegMarketDisruptionEvent(41468). Applicable value for LegMarketDisruptionFallbackType(41470). Applicable value for MarketDisruptionEvent(41093). Applicable value for MarketDisruptionFallbackType(41095). Used to further clarify the value of PaymentType(40213). Identifies the instrument leg in which this payment applies to by referencing the leg's LegID(1788). Applicable value for UnderlyingMarketDisruptionEvent(41865). Applicable value for UnderlyingMarketDisruptionFallbackType(41867). Number of bonds in the repeating group. Security identifier of the bond. Identifies the source scheme of the UnderlyingAdditionalTermBondSecurityID(41341) value. Description of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondDesc(41711) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondDesc(41709) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondDesc(41709) field. Specifies the currency the bond value is denominated in. Uses ISO 4217 currency codes. Issuer of the bond. Byte length of encoded (non-ASCII characters) EncodedUnderlyingAdditionalTermBondIssuer(42026) field. Encoded (non-ASCII characters) representation of the UnderlyingAdditionalTermBondIssuer(42017) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingAdditionalTermBondIssuer(42017) field. Specifies the bond's payment priority in the event of a default. Coupon type of the bond. Coupon rate of the bond. See also CouponRate(223). The maturity date of the bond. The par value of the bond. Total issued amount of the bond. Time unit multiplier for the frequency of the bond's coupon payment. Time unit associated with the frequency of the bond's coupon payment. The day count convention used in interest calculations for a bond or an interest bearing security. Number of additional terms in the repeating group. Indicates whether the condition precedent bond is applicable. The swap contract is only valid if the bond is issued and if there is any dispute over the terms of fixed stream then the bond terms would be used. Indicates whether the discrepancy clause is applicable. Number of dealers in the repeating group. Identifies the dealer from whom price quotations for the reference obligation are obtained for the purpose of cash settlement valuation calculation. ISDA 2003 Term: Dealer Number of elements in the repeating group. Specifies the currency the UnderlyingCashSettlAmount(42054) is denominated in. Uses ISO 4217 currency codes. The number of business days after settlement conditions have been satisfied, when the calculation agent is to obtain a price quotation on the reference obligation for purposes of cash settlement. Associated with ISDA 2003 Term: Valuation Date. The number of business days between successive valuation dates when multiple valuation dates are applicable for cash settlement. Associated with ISDA 2003 Term: Valuation Date. Where multiple valuation dates are specified as being applicable for cash settlement, this element specifies the number of applicable valuation dates. Associated with ISDA 2003 Term: Valuation Date. Time of valuation. Identifies the business center calendar used at valuation time for cash settlement purposes e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The type of quote used to determine the cash settlement price. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the upper limit to the outstanding principal balance of the reference obligation for which the quote should be obtained. If not specifed, the ISDA definitions provide for a fallback amount equal to floating rate payer calculation amount. ISDA 2003 Term: Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. When determining the cash settlement amount, if weighted average price quotes are to be obtained for the reference obligation, this is the minimum intended threshold amount of outstanding principal balance of the reference obligation for which the quote should be obtained. If not specified, the ISDA definitions provide for a fallback amount of the lower of either USD1,000,000 (or its equivalent in the relevent obligation currency) or the (minimum) quoted amount. ISDA 2003 Term: Minimum Quotation Amount. Specifies the currency the UnderlyingCashSettlQuoteAmount(42049) is denominated in. Uses ISO 4217 currency codes. The number of business days used in the determination of the cash settlement payment date. If a cash settlement amount is specified, the cash settlement payment date will be this number of business days following the calculation of the final price. If a cash settlement amount is not specified, the cash settlement payment date will be this number of business days after all conditions to settlement are satisfied. ISDA 2003 Term: Cash Settlement Date. The amount paid between the trade parties, seller to the buyer, for cash settlement on the cash settlement date. If not specified this would typically be calculated as ((100 or the reference price) - reference obligation price) x floating rate payer calculation amount. Price values are all expressed as a percentage. ISDA 2003 Term: Cash Settlement Amount. Used for fixed recovery, this specifies the recovery level as determined at contract inception, to be applied in the event of a default. The factor is used to calculate the amount paid by the seller to the buyer for cash settlement on the cash settlement date. The amount is calculated is (1 - UnderlyingCashSettlRecoveryFactor(42055)) x floating rate payer calculation amount. The currency is derived from the floating rate payer calculation amount. Indicates whether fixed settlement is applicable or not applicable in a recovery lock. Indicates whether accrued interest is included or not in the value provided in UnderlyingCashSettlAmount(42054). For cash settlement this specifies whether quotations should be obtained inclusive or not of accrued interest. For physical settlement this specifies whether the buyer should deliver the obligation with an outstanding principal balance that includes or excludes accrued interest. ISDA 2003 Term: Include/Exclude Accrued Interest. The ISDA defined methodology for determining the final price of the reference obligation for purposes of cash settlement. ISDA 2003 Term: Valuation Method Name referenced from UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Currency of physical settlement. Uses ISO 4217 currency codes. A number of business days. Its precise meaning is dependent on the context in which this element is used. ISDA 2003 Term: Business Day. A maximum number of business days. Its precise meaning is dependent on the context in which this element is used. Intended to be used to limit a particular ISDA fallback provision. A named string value referenced by UnderlyingSettlementTermXIDRef(41315). Number of entries in the repeating group. Specifies the type of delivery obligation applicable for physical settlement. See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for code list for applicable deliverable obligation types. Physical settlement delivery obligation value appropriate to UnderlyingPhysicalSettlDeliverableObligationType(42066). See http://www.fixtradingcommunity.org/codelists#Deliverable_Obligation_Types for applicable obligation type values. Number of protection terms in the repeating group. The notional amount of protection coverage for a floating rate. ISDA 2003 Term: Floating Rate Payer Calculation Amount. The currency of UnderlyingProtectionTermNotional(42069). Uses ISO 4217 currency codes. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermSellerNotifies(42071)=Y indicates that the seller notifies. ISDA 2003 Term: Notifying Party. The notifying party is the party that notifies the other party when a credit event has occurred by means of a credit event notice. If more than one party is referenced as being the notifying party then either party may notify the other of a credit event occurring. UnderlyingProtectionTermBuyerNotifies(42072)=Y indicates that the buyer notifies. ISDA 2003 Term: Notifying Party. When used, the business center indicates the local time of the business center that replaces the Greenwich Mean Time in Section 3.3 of the 2003 ISDA Credit Derivatives Definitions. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether ISDA defined Standard Public Sources are applicable (UnderlyingProtectionTermStandardSources(42074)=Y) or not. The minimum number of the specified public information sources that must publish information that reasonably confirms that a credit event has occurred. The market convention is two. ISDA 2003 Term: Specified Number. A named string value referenced by UnderlyingProtectionTermXIDRef(41314). Number of protection term events in the repeating group. Specifies the type of credit event applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for code list of applicable event types. Protection term event value appropriate to UnderlyingProtectionTermEventType(42078). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Event_Types for applicable event type values. Applicable currency if UnderlyingProtectionTermEventValue(42079) is an amount. Uses ISO 4217 currency codes. Time unit multiplier for protection term events. Time unit associated with protection term events. Day type for events that specify a period and unit. Rate source for events that specify a rate source, e.g. Floating rate interest shortfall. Number of qualifiers in the repeating group. Protection term event qualifier. Used to further qualify UnderlyingProtectionTermEventType(43078). Number of obligations in the repeating group. Specifies the type of obligation applicable to the protection terms. See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for code list of applicable obligation types. Protection term obligation value appropriate to UnderlyingProtectionTermObligationType(42088). See http://www.fixtradingcommunity.org/codelists#Protection_Term_Obligation_Types for applicable obligation type values. Number of event news sources in the repeating group. Newspaper or electronic news service or source that may publish relevant information used in the determination of whether or not a credit event has occurred. The business day convention used to adjust the provisional cash settlement payment's termination, or relative termination, date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement payment date offset. Time unit associated with the relative cash settlement payment date offset. Specifies the day type of the provision's relative cash settlement payment date offset. First date in range when a settlement date range is provided. Last date in range when a settlement date range is provided. Number of UnderlyingProvision cash settlement payment dates in the repeating group. The cash settlement payment date, unadjusted or adjusted depending on UnderlyingProvisionCashSettlPaymentDateType(42101). Specifies the type of date (e.g. adjusted for holidays). Identifies the source of quote information. Identifies the reference "page" from the quote source. A time specified in 24-hour format, e.g. 11am would be represented as 11:00:00. The time of the cash settlement valuation date when the cash settlement amount will be determined according to the cash settlement method if the parties have not otherwise been able to agree to the cash settlement amount. Identifies the business center calendar used with the provision's cash settlement valuation time. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The business day convention used to adjust the cash settlement valuation date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the cash settlement value date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement value date offset. Time unit associated with the relative cash settlement value date offset. Specifies the day type of the provision's relative cash settlement value date offset. The adjusted cash settlement value date. Number of UnderlyingProvision option exercise fixed dates in the repeating group. A predetermined option exercise date, unadjusted or adjusted depending on UnderlyingProvisionOptionExerciseFixedDateType(42114). Specifies the type of date (e.g. adjusted for holidays). The business day convention used to adjust the underlying instrument's provision's option exercise date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Time unit multiplier for the interval to the first (and possibly only) exercise date in the exercise period. Time unit associated with the interval to the first (and possibly only) exercise date in the exercise period. Time unit multiplier for the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. An interval of 1 day should be used to indicate an American style exercise frequency. Time unit associated with the frequency of subsequent exercise dates in the exercise period following the earliest exercise date. The unadjusted first day of the exercise period for an American style option. Specifies the anchor date when the option exercise start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option exercise start date offset. Time unit associated with the relative option exercise start date offset. Specifies the day type of the provision's relative option exercise start date offset. The adjusted first day of the exercise period for an American style option. The number of periods in the referenced date schedule that are between each date in the relative date schedule. Thus a skip of 2 would mean that dates are relative to every second date in the referenced schedule. If present this should have a value greater than 1. The unadjusted first date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The unadjusted last date of a schedule. This can be used to restrict the range of exercise dates when they are relative. The earliest time at which notice of exercise can be given by the buyer to the seller (or seller's agent) i) on the expriation date, in the case of a European style option, (ii) on each bermuda option exercise date and the expiration date, in the case of a Bermuda style option the commencement date to, and including, the expiration date, in the case of an American option. Identifies the business center calendar used with the provision's earliest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. For a Bermuda or American style option, the latest time on an exercise business day (excluding the expiration date) within the exercise period that notice can be given by the buyer to the seller or seller's agent. Notice of exercise given after this time will be deemed to have been given on the next exercise business day. Identifies the business center calendar used with the provision's latest time for notice of exercise. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted last day within an exercise period for an American style option. For a European style option it is the only day within the exercise period. The business day convention used to adjust the underlying instrument's provision's option expiration date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the option expiration date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option expiration date offset. Time unit associated with the relative option expiration date offset. Specifies the day type of the provision's relative option expiration date offset. The adjusted last date within an exercise period for an American style option. For a European style option it is the only date within the exercise period. The latest time for exercise on the expiration date. Identifies the business center calendar used with the provision's latest exercise time on expiration date. See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). The business day convnetion used to adjust the underlying instrument provision's option underlying date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. Specifies the anchor date when the date relevant to the underlying trade on exercise is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative option relevant underlying date offset. Time unit associated with the relative option relevant underlying date offset. Specifies the day type of the provision's relative option relevant underlying date offset. The adjusted date on the underlying set by the exercise of an option. What this date is depends on the option (e.g. in a swaption it is the swap effective date, in an extendible/cancelable provision it is the swap termination date). Number of provisions in the repeating group. Type of provision. The unadjusted date of the provision. The business day convention used to adjust the underlying instrument's provision's date. Used only to override the business day convention specified in the UnderlyingDateAdjustment component within the UnderlyingInstrument component. The adjusted date of the provision. Time unit multiplier for the provision's tenor period. Time unit associated with the provision's tenor period. Used to identify the calculation agent. The calculation agent may be identified in UnderlyingProvisionCalculationAgent(42156) or in the underlying provision parties component. If optional early termination is not available to both parties then this component identifies the buyer of the option through its side of the trade. If optional early termination is not available to both parties then this component identifies the seller of the option through its side of the trade. The instrument provision's exercise style. A notional amount which restricts the amount of notional that can be exercised when partial exercise or multiple exercise is applicable. The integral multiple amount defines a lower limit of notional that can be exercised and also defines a unit multiple of notional that can be exercised, i.e. only integer multiples of this amount can be exercised. The minimum notional amount that can be exercised on a given exercise date. The maximum notional amount that can be exercised on a given exercise date. The minimum number of options that can be exercised on a given exercise date. The maximum number of options that can be exercised on a given exercise date. If the number is not specified, it means that the maximum number of options corresponds to the remaining unexercised options. Used to indicate whether follow-up confirmation of exercise (written or electronic) is required following telephonic notice by the buyer to the seller or seller's agent. An ISDA defined cash settlement method used for the determination of the applicable cash settlement amount. The method is defined in the 2006 ISDA Definitions, Section 18.3. Cash Settlement Methods, paragraph (e). Specifies the currency of settlement. Uses ISO 4217 currency codes. Specifies the currency of settlement for a cross-currency provision. Uses ISO 4217 currency codes. Identifies the type of quote to be used. Free form text to specify additional information or enumeration description when a standard value does not apply. Byte length of encoded (non-ASCII characters) EncodedUnderlyingProvisionText(42712) field. Encoded (non-ASCII characters) representation of the UnderlyingProvisionText(42170) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingProvisionText(42170) field. Number of parties identified in the contract provision. The party identifier for the payment settlement party. Identifies the class or source of the UnderlyingProvisionPartyID(42174) value. Identifies the type or role of UnderlyingProvisionPartyID(42174) specified. Used to further qualify the value of UnderlyingProvisionPartyRole(42176). Number of sub-party IDs to be reported for the party. Underlying provision party sub-identifier, if applicable for UnderlyingProvisionPartyID(42174). The type of UnderlyingProvisionPartySubID(42178). Number of business centers in the repeating group. The business center calendar used to adjust the provision's cash settlement payment's termination, or relative termination, date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the cash settlement valuation date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option exercise date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option expiration date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's option underlying date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of business centers in the repeating group. The business center calendar used to adjust the underlying instrument's provision's date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. A reference to either the value of the FillExecID(1363) or an implicit position of a fills instance in the FillsGrp component. Unique message identifier for an order request as assigned by the submitter of the request. Unique message identifier for a mass order request as assigned by the submitter of the orders. Unique message identifier for a mass order request as assigned by the receiver of the orders. Status of mass order request. Request result of mass order request. The level of response requested from receiver of mass order messages. A default value should be bilaterally agreed. Number of order entries. Specifies the action to be taken for the given order. Unique identifier for an order within a single MassOrder(35=DJ) message that can be used as a reference in the MassOrderAck(35=DK) message. The initiating event when an ExecutionReport(35=8) is sent. Totals number of orders for a mass order or its acknowledgment being fragmented across multiple messages. Number of target party sub IDs in the repeating group. Party sub-identifier value within a target party repeating group. Type of TargetPartySubID(2434) value. Unique identifier for the transfer instruction assigned by the submitter. The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved. Unique identifier for the transfer report message. Indicates the type of transfer transaction. Indicates the type of transfer request. Indicates the type of transfer. Status of the transfer. Reason the transfer instruction was rejected. Indicates the type of transfer report. Timestamp of aggressive order or quote resulting in match event. Side of aggressive order or quote resulting in match event. Indicates if the instrument is in "fast market" state. A "fast market" is a state in which market rules are applied to instrument(s) or entire trading session when market events causes significant price movements due to public information. Indicate whether linkage handling is in effect for an instrument or not. Number of buy orders involved in a trade. Number of sell orders involved in a trade. Calculation method used to determine settlement price. Message identifier for a statistics request. Message identifier for a statistics report. The short name or acronym for a set of statistic parameters. Can be used to provide an optional textual description for a statistic. Type of statistic value. Entities used as basis for the statistics. Sub-scope of the statistics to further reduce the entities used as basis for the statistics. Scope details of the statistics to reduce the number of events being used as basis for the statistics. Dissemination frequency of statistics. Special meaning for a value of zero which represents an event-driven dissemination in real time (e.g. as soon as a new trade occurs). Time unit for MDStatisticFrequencyPeriod(2460). Number of time units between the calculation of the statistic and its dissemination. Can be used to defer or delay publication. Time unit for MDStatisticDelayPeriod(2462). Type of interval over which statistic is calculated. Time unit for MDStatisticIntervalType(2464). Length of time over which the statistic is calculated. Special meaning for a value of zero to express that there is no aggregation over time. Can be used with other interval types expressing relative date and time ranges to combine them with sliding window peaks, e.g. highest volume across 1 minute intervals of the previous day. Time unit for MDStatisticIntervalPeriod(2466). First day of range for which statistical data is collected. Last day of range for which statistical data is collected. Start time of the time range for which statistical data is collected. End time of the time range for which statistical data is collected. Ratios between various entities. Result returned in response to MarketDataStatisticsRequest (35=DO). Number of market data statistics. Unique identifier for a statistic. Time of calculation of a statistic. Status for a statistic to indicate its availability. Statistical value. Type of statistical value. Unit of time for statistical value. Byte length of encoded (non-ASCII characters) EncodedMDStatisticDesc(2482) field. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MDStatisticDesc(2455) field. Indicates the status of the risk limit check performed on a trade for this allocation instance. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). Specifies which contract definition, such as those published by ISDA, will apply for the terms of the trade. See http://www.fpml.org/coding-scheme/contractual-definitions for values. Number of financing definitions in the repeating group. Specifies the publication date of the applicable version of the contract matrix. If not specified, the ISDA Standard Terms Supplement defines rules for which version of the matrix is applicable. Identifies the applicable contract matrix. See http://www.fpml.org/coding-scheme/matrix-type-1-0.xml for values. Specifies the applicable key into the relevent contract matrix. In the case of 2000 ISDA Definitions Settlement Matrix for Early Termination and Swaptions, the LegContractualMatrixTerm(42206) is not applicable and is to be omitted. See http://www.fpml.org/coding-scheme/credit-matrix-transaction-type for values. Number of contractual matrices in the repeating group. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the LegDocumentationText(2505) field. Byte length of encoded (non-ASCII characters) EncodedLegDocumentationText(2493) field. Contractual currency forming the basis of a financing agreement and associated transactions. Usually, but not always, the same as the trade currency. A reference to the date the underlying agreement specified by LegAgreementID(2498) and LegAgreementDesc(2497) was executed. The full name of the base standard agreement, annexes and amendments in place between the principals applicable to a financing transaction. See http://www.fpml.org/coding-scheme/master-agreement-type for derivative values. A common reference to the applicable standing agreement between the counterparties to a financing transaction. The version of the master agreement. Describes the type of broker confirmation executed between the parties. Can be used as an alternative to MasterConfirmationDesc(1962). See http://www.fpml.org/coding-scheme/broker-confirmation-type for values. The date of the ISDA Credit Support Agreement executed between the parties and intended to govern collateral arrangements for all OTC derivatives transactions between those parties. The type of ISDA Credit Support Agreement. See http://www.fpml.org/coding-scheme/credit-support-agreement-type for values. A common reference or unique identifier to identify the ISDA Credit Support Agreement executed between the parties. Identifies type of settlement. A sentence or phrase pertinent to the trade, not a reference to an external document. E.g. "To be registered with the U.S. Environmental Protection Agency, Acid Rain Division, SO2 Allowance Tracking System". End date of a financing deal, i.e. the date the seller reimburses the buyer and takes back control of the collateral. Identification of the law governing the transaction. See http://www.fpml.org/coding-scheme/governing-law for values. The fraction of the cash consideration that must be collateralized, expressed as a percent. A MarginRatio of 2% indicates that the value of the collateral (after deducting for "haircut") must exceed the cash consideration by 2%. The date that an annexation to the master confirmation was executed between the parties. Alternative to broker confirmation. The date of the confirmation executed between the parties and intended to govern all relevant transactions between those parties. The type of master confirmation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-type for values. The type of master confirmation annexation executed between the parties. See http://www.fpml.org/coding-scheme/master-confirmation-annex-type for values. Start date of a financing deal, i.e. the date the buyer pays the seller cash and takes control of the collateral. Type of financing termination. Specifies the publication date of the applicable version of the contractual supplement. Identifies the applicable contractual supplement. See http://www.fpml.org/coding-scheme/contractual-supplement for values. Number of financing terms supplements in the repeating group. Indicates the broad product or asset classification. May be used to provide grouping for the product taxonomy (Product(460), SecurityType(167), etc.) and/or the risk taxonomy (AssetClass(1938), AssetSubClass(1939), AssetType(1940), etc.). The unique transaction entity identifier assigned by the firm. The unique transaction entity identifier. The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN". Reject reason code for rejecting the collateral report. The status of the collateral report. Identifier assigned to a collection of trades so that they can be analyzed as one atomic unit for risk assessment and clearing. Ordinal number of the trade within a series of related trades. Used for the calculated quantity of the other side of the currency trade applicable to the allocation instance. An encoded collateral request processing instruction to the receiver. A unique identifier to link together a set or group of requests. Ordinal number of the request within a set or group of requests. Total number of request messages within a set or group of requests. Communicates the underlying condition when the request response indicates "warning". Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the WarningText(2520) field. Byte length of encoded (non-ASCII characters) EncodedWarningtText(2521) field. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publicly reportable commodity swap transactions. Indicates whether the transaction or position was entered into between two affiliated firms. I.e. one counterparty has an ownership interest in the other counterparty but less than the majority interest. This trade attribute was identified under and applies to the Canadian CSA trade reporting regulations. Identifies the swap trade as an "international" transaction. In the context of CFTC Regulation 45.3(h), an international swap is required by U.S. law and the law of another jurisdiction to be reported both to a US Swaps Data Repository and to a different trade repository registered within the other jurisdiction. The additional SDRs must be identified in the appropriate Parties component with PartyRole(452) = 102 (Data repository), PartyRoleQualifier(2376) = 11 (Additional international trade repository) and PartySubIDType(803) = 70 (Location or jurisdiction). Indicates a swap that does not have one easily identifiable primary underlying asset, but instead involves multiple underlying assets within one trade repository's jurisdiction that belong to different asset classes. The delivery or pricing region associated with the commodity swap. See http://www.ecfr.gov/cgi-bin/text-idx?SID=660d6a40f836aa6ddf213cba080c5b22&node=ap17.2.43_17.e&rgn=div9 for the external code list. In the context of CFTC Part 43 Appendix E requirement this represents the specific delivery point or pricing point associated with publically reportable commodity swap transactions. Number of relative value metrics entries in the repeating group. Indicates the type of relative value measurement being specified. The valuation of an instrument relative to a base measurement specified in RelativeValueType(2530). This value can be negative. Specifies the side of the relative value. Basis points relative to a benchmark curve on the bid side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Basis points relative to a benchmark curve on the offer side, such as LIBOR, or a known security, such as 10Y US Treasury bond. The benchmark security or curve name is specified in the SpreadOrBenchmarkCurveData component. Clearing settlement price. Technical event within market data feed. Number of reference and market data messages in-between two MarketDataReport(35=DR) messages. Total number of reports related to market segments. Total number of reports related to instruments. Total number of reports related to party detail information. Total number of reports related to party entitlement information. Total number of reports related to party risk limit information. Status of market segment. Used to classify the type of market segment. Used to further categorize market segments within a MarketSegmentType(2543). Number of related market segments. Identifies a related market segment. Type of relationship between two or more market segments. Number of auction order types. Identifies an entire suite of products for which the auction order type rule applies. Number of rules related to price ranges. Lower boundary for price range. Upper boundary for price range. Maximum range expressed as absolute value. Maximum range expressed as percentage. Identifies an entire suite of products in the context of trading rules related to price ranges. Identifier for a price range rule. The percentage factor to be applied to trading rule parameters (e.g. price ranges, size ranges, etc.) when fast market conditions are applicable. Number of rules related to quote sizes. Indicates whether single sided quotes are allowed. Number of eligibility indicators for the creation of flexible securities. Identifies an entire suite of products which are eligible for the creation of flexible securities. Represents the total number of multileg securities or user defined securities that make up the security. Specifies the time interval used for netting market data in a price depth feed. The time unit associated with the time interval of the netting of market data in a price depth feed. Specifies the time interval between two repetitions of the same market data for cyclic recovery feeds. The time unit associated with the time interval between two cycles of the same market data in cyclic data recovery feeds. Primary service location identifier. Secondary or alternate service location identifier. Identifies an entire suite of products for which the matching rule applies. Specifies the kind of priority given to customers. Identifies an entire suite of products for which the price tick rule applies. Previous day's adjusted open interest. Previous day's unadjusted open interest. Indicates if a given option instrument permits low exercise prices (LEPO). Indicates if a given instrument is eligible for block trading. Specifies the number of decimal places for instrument prices. Specifies the number of decimal places for exercise price. Original exercise price, e.g. after corporate action requiring changes. Specifies a suitable settlement sub-method for a given settlement method. Number of parameter sets for clearing prices. Relative identification of a business day. Constant value required for the calculation of the clearing price, e.g. for variance futures. Constant value required for the calculation of the clearing quantity, e.g. for variance futures. Number of trading business days in a year. Number of trading business days over the lifetime of an instrument. Number of actual trading business days of an instrument. Actual or realized variance of an instrument used to calculate settlement prices, e.g. for variance futures. Standard variance (over the lifetime of an instrument) or initial variance used to calculate settlement prices, e.g. for variance futures. Closing price of the underlying required to calculate the RealizedVariance(2587). Overnight interest rate. The economic cost of the variation margin from one trading day to the next. Specifies how the calculation will be made. Specifies the number of miscellaneous fee sub-types. Used to provide more granular fee types related to a value of MiscFeeType(139). See http://www.fixtradingcommunity.org/codelists#Misc_Fee_Sub_Types for code list of applicable fees. Other fee sub-types may be used by mutual agreement of the counterparties. Fee sub-types may include market or country specific fee. The amount of the specified MiscFeeSubType(2634). Can be used to provide an optional textual description of the fee sub-type. Byte length of encoded (non-ASCII characters) EncodedMiscFeeSubTypeDesc(2638) field. Encoded (non-ASCII characters) representation of the MiscFeeSubTypeDesc(2636) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the MiscFeeSubTypeDesc(2636) field. The type of value in CurrentCollateralAmount(1704). Unique identifier for a position entity. Refer to PosMaintRptID(721) for a unique identifier of a position report message. A short descriptive name given to the payment, e.g. Premium, Upfront, etc. The description has no intrinsic meaning but should be arbitrarily chosen by the remitter as reference. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in CommissionAmount(2640). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when CommissionUnitOfMeasure(2644) = Ccy (Amount of currency). The commission rate when CommissionAmount(2640) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in CommissionAmount(2640) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in CommissionAmount(2640). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedCommissionDesc(2652) field. Encoded (non-ASCII characters) representation of the CommissionDesc(2650) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the CommissionDesc(2650) field. Number of commissions in the repeating group. The commission amount. Indicates what type of commission is being expressed in AllocCommissionAmount(2654). Specifies the basis or unit used to calculate the commission. Specifies the currency denomination of the commission amount if different from the trade's currency. Uses ISO 4217 currency codes. The commission rate unit of measure. Indicates the currency of the unit of measure. Conditionally required when AllocCommissionUnitOfMeasure(2658) = Ccy (Currency). The commission rate when AllocCommissionAmount(2654) is based on a percentage of quantity, amount per unit or a factor of "unit of measure". If the rate is a percentage or expressed in basis points, use the decimalized form, e.g. "0.05" for a 5% commission or "0.005" for 50 basis points. Indicates whether the amount in AllocCommissionAmount(2654) is to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. Commission amount to be shared with a third party, e.g. as part of a directed brokerage commission sharing arrangement. If specified, this amount should not exceed the amount in AllocCommissionAmount(2654). Identifies the leg of the trade the entry applies to by referencing the leg's LegID(1788). Description of the commission. Byte length of the encoded (non-ASCII characters) EncodedAllocCommissionDesc(2666) field. Encoded (non-ASCII characters) representation of the AllocCommissionDesc(2664) field in the encoded format specified via the MessageEncoding(347) field. If used, the ASCII (English) representation should also be specified in the AllocCommissionDesc(2664) field. Indicates that the party has taken a position on both a put and a call on the same underlying asset. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the Instrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in DividendFloatingRateIndex(42218). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Number of entries in the DividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the DividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the DividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in the DividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to ExtraordinaryEventType(42297). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the InstrumentLeg component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the LegDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in LegDividendFloatingRateIndex(42312). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the LegDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the LegDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. The number of entries in the LegDividendPeriodBusinessCentersGrp component. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to the reference entity. See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to LegExtraordinaryEventType(42389). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the LegMakeWholeDate(42392). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. Number of dates in the repeating group. The compounding date. Type of date is specified in LegPaymentStreamCompoundingDateType(42407). Specifies the type of payment compounding date (e.g. adjusted for holidays). The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in LegPaymentStreamCompoundingRateIndex(42427). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the LegPaymentStreamFormulaImage(42452) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. Number of fixing dates in the repeating group. The fixing date. Type of date is specified in LegPaymentStreamFixingDateType(42461). Specifies the type of fixing date (e.g. adjusted for holidays). The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how LegPaymentStreamLinkStrikePrice(42472) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realized volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). The rate of exchange between the two currencies specified in LegReturnRateFXCurrencySymbol(42531). Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with LegReturnRateQuoteTimeType(42547) or LegReturnRateQuoteTime(42548) and LegReturnRateQuoteDate(42549), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with LegReturnRateValuationTimeType(42555) or LegReturnRateValuationTime(42556), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When LegReturnRateInformationSource(42561) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option. Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the leg swap asset. Uses ISO 4217 currency codes. Specifies whether the LegReturnRatePrice(42566) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. The type of date is specified in LegReturnRateValuationDateType(42573). Specifies the type of return rate valuation date (e.g. adjusted for holidays). The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the LegStreamVersion(42583). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Side value of the party electing the settlement method. The date through which option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the MakeWholeDate(42591). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Specifies the reference amount when the payment amount is relative to another amount in the message. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the method by which a payment amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in PaymentStreamCompoundingRateIndex(42628). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the PaymentStreamFormulaImage(42563) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how PaymentStreamLinkStrikePrice(42673) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. "Vega Notional" represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". The DividendPeriodXID(42293) of the stream dividend period with which the related instrument has correlation. Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in ReturnRateFXCurrencySymbol(42732). Specifies whether ReturnRateFXRate(42733) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with ReturnRateQuoteTimeType(42748) or ReturnRateQuoteTime(42749) and ReturnRateQuoteDate(42750), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with ReturnRateValuationTimeType(42756) or ReturnRateValuationTime(42757), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When ReturnRateInformationSource(42762) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the ReturnRatePrice(42767) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in ReturnRateValuationDateType(42774). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the StreamVersion(42784). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Number of business centers in the repeating group. The business center calendar used for date adjustment of the cash settlement unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted cash settlement date. The business day convention used to adjust the cash settlement provision's date. Used only to override the business day convention defined in the UnderlyingInstrument component. Specifies the anchor date when the cash settlement date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative cash settlement date offset. Time unit associated with the relative cash settlement date offset. Specifies the day type of the relative cash settlement date offset. The adjusted cash settlement date. The source from which the settlement price is to be obtained. See http://www.fpml.org/coding-scheme/settlement-price-source for values. The default election for determining settlement price. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to futures contracts. Indicates whether the official settlement price as announced by the related exchange is applicable, in accordance with the ISDA 2002 definitions. Applicable only to options contracts. Specifies the fallback provisions for the hedging party in the determination of the final settlement price Number of entries in the UnderlyingDividendAccrualPaymentDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend accrual payment date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The dividend accrual floating rate index. Time unit multiplier for the dividend accrual floating rate index curve. Time unit associated with the dividend accrual floating rate index curve period. A rate multiplier to apply to the floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the contract. The basis points spread from the index specified in UnderlyingDividendFloatingRateIndex(42801). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the floating rate. It is only required where the floating rate is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the cap rate option through its trade side. Reference to the seller of the cap rate option through its trade side. The floor rate, if any, which applies to the floating rate. The floor rate (strike) is only required where the floating rate is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial floating rate reset agreed between the principal parties involved in the trade. This is assumed to be the first required reset rate for the first regular calculation period. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction of the final rate. Specifies the rounding precision of the final rate in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. When averaging is applicable, used to specify whether a weighted or unweighted average method of calculation is to be used. The specification of any provisions for calculating payment obligations when a floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). Specifies the anchor date when the accrual payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative accrual payment date offset. Time unit associated with the relative accrual payment date offset. Specifies the day type of the relative accrual payment date offset. The unadjusted accrual payment date. Accrual payment date adjustment business day convention. The adjusted accrual payment date. Indicates whether the dividend will be reinvested. Defines the contract event which the receiver of the derivative is entitled to the dividend. Indicates how the gross cash dividend amount per share is determined. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in a separate instance of the UnderlyingInstrument component. Reference to the party through its side in the trade who makes the determination whether dividends are extraordinary in relation to normal levels. Indicates how the extraordinary gross cash dividend per share is determined. The currency in which the excess dividend is denominated. Uses ISO 4217 currency codes. Specifies the method in which the excess amount is determined. See http://www.fpml.org/coding-scheme/determination-method for values. The dividend accrual fixed rate per annum expressed as a decimal. A value of 5% would be represented as "0.05". The compounding method to be used when more than one dividend period contributes to a single payment. The number of index units applicable to dividends. Declared cash dividend percentage. A value of 5% would be represented as "0.05". Declared cash-equivalent dividend percentage. A value of 5% would be represented as "0.05". Defines the treatment of non-cash dividends. Defines how the composition of dividends is to be determined. Indicates whether special dividends are applicable. Indicates whether material non-cash dividends are applicable. Indicates whether option exchange dividends are applicable. Indicates whether additional dividends are applicable. Represents the European Master Confirmation value of 'All Dividends' which, when applicable, signifies that, for a given Ex-Date, the daily observed share price for that day is adjusted (reduced) by the cash dividend and/or the cash value of any non-cash dividend per share (including extraordinary dividends) declared by the issuer. Specifies the anchor date when the FX trigger date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative FX trigger date offset. Time unit associated with the relative FX trigger date offset. Specifies the day type of the relative FX trigger date offset. The unadjusted FX trigger date. The business day convention used for the FX trigger date adjustment. The adjusted FX trigger date. Number of entries in the UnderlyingDividendFXTriggerDateBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's FX trigger date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of entries in the repeating group. Specifies the date that the dividend or coupon payment is due. The amount of the dividend or coupon payment. Specifies the currency the UnderlyingDividendPaymentAmount(42857) is denominated in. Uses ISO 4217 currency codes. Accrued interest on the dividend or coupon payment. Specifies the actual dividend payout ratio associated with the equity or bond underlier. Specifies the dividend payout conditions that will be applied in the case where the actual ratio is not known, typically because of regulatory or legal uncertainties. Number of entries in the UnderlyingDividendPeriodGrp component. Defines the ordinal dividend period. E.g. 1 = First period, 2 = Second period, etc. The unadjusted date on which the dividend period will begin. The unadjusted date on which the dividend period will end. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Specifies the fixed strike price of the dividend period. The dividend period dates business day convention. The unadjusted dividend period valuation date. Specifies the anchor date when the dividend period valuation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period valuation date offset. Time unit associated with the relative dividend period valuation date offset. Specifies the day type of the relative dividend period valuation date offset. The adjusted dividend period valuation date. The unadjusted dividend period payment date. Specifies the anchor date when the dividend period payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative dividend period payment date offset. Time unit associated with the relative dividend period payment date offset. Specifies the day type of the relative dividend period payment date offset. The adjusted dividend period payment date. Identifier for linking this stream dividend period to an underlier through an instance of RelatedInstrumentGrp. Number of entries in UnderlyingDividendPeriodBusinessCenterGrp. The business center calendar used for date adjustment of the instrument's dividend period date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of extraordinary events in the repeating group. Identifies the type of extraordinary or disruptive event applicable to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. The extraordinary or disruptive event value appropriate to UnderlyingExtraordinaryEventType(42885). See http://www.fixtradingcommunity.org/codelists#Extraordinary_Event_Type for code list of extraordinary event types and values. Notional value for the equity or bond underlier. Specifies the currency denomination of the notional value. Uses ISO 4217 currency codes. Specifies the method of determining the notional amount. See: http://www.fpml.org/coding-scheme/determination-method for values. Specifies the conditions that govern the adjustment to the number of units of the return swap. Cross reference to another notional amount for duplicating its properties. In the case of an index underlier specifies the unique identifier for the referenced futures contract. Identifies the source of the UnderlyingFutureID(2620). The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. The quote side from which the index price is to be determined. Defines how adjustments will be made to the contract should one or more of the extraordinary events occur. For a share option trade, indicates whether the instrument is to be treated as an 'exchange look-alike'. This designation has significance for how share adjustments (arising from corporate actions) will be determined for the instrument. For an 'exchange look-alike' instrument the relevant share adjustments will follow that for a corresponding designated contract listed on the related exchange (referred to as Options Exchange Adjustment (ISDA defined term)), otherwise the share adjustments will be determined by the calculation agent (referred to as Calculation Agent Adjustment (ISDA defined term)). The limit of average percentage of individual securities traded in a day or a number of days. Specifies the limitation period for average daily trading volume in number of days. Indicates whether the underlier is a depository receipt. A depository receipt is a negotiable certificate issued by a trust company or security depository. The number of units (units of the index or number of securities, par amount of a bond) that constitute the underlier. In the case of a basket swap, this is used to reference both the number of basket units, and the number of each asset components of the basket when these are expressed in absolute terms. Specifies the basket divisor amount. This value is normally used to adjust the constituent weight for pricing or to adjust for dividends, or other corporate actions. Identifier for referencing this UnderlyingInstrument from a parent instrument or a convertible instrument. Side value of the party electing the settlement method. The date through which the option cannot be exercised without penalty. Amount to be paid by the buyer of the option if the option is exercised prior to the UnderlyingMakeWholeDate(42888). Identifies the benchmark floating rate index. The point on the floating rate index curve. Sample values: M = combination of a number between 1-12 and an "M" for month, e.g. 3M Y = combination of number between 1-100 and a "Y" for year, e.g. 10Y 10Y-OLD = see above, then add "-OLD" when appropriate INTERPOLATED = the point is mathematically derived 2/2031 5 3/8 = the point is stated via a combination of maturity month / year and coupon. Spread over the floating rate index. The quote side of the benchmark to be used for calculating the "make whole" amount. The method used when calculating the "make whole" amount. The most common is linear method. Indicates whether cash settlement is applicable. Reference to the stream which details the compounding fixed or floating rate. The spread to be used for compounding. Used in scenarios where the interest payment is based on a compounding formula that uses a compounding spread in addition to the regular spread. The method used when calculating the index rate from multiple points on the curve. The most common is linear method. Defines applicable periods for interpolation. The compounding fixed rate applicable to the payment stream. The compounding dates business day convention. Specifies the anchor date when the compounding dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding date offset. Time unit associated with the relative compounding date offset. Specifies the day type of the relative compounding date offset. The number of periods in the "RelativeTo" schedule that are between each date in the compounding schedule. A skip of 2 would mean that compounding dates are relative to every second date in the "RelativeTo" schedule. If present this should have a value greater than 1. Time unit multiplier for the frequency at which compounding dates occur. Time unit associated with the frequency at which compounding dates occur. The convention for determining the sequence of compounding dates. It is used in conjunction with a specified frequency. The unadjusted first date of the compounding schedule. This can be used to restrict the range of dates when they are relative. The unadjusted last date of the compounding schedule. This can be used to restrict the range of dates when they are relative. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stream compounding dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted compounding end date. Specifies the anchor date when the compounding end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding end date offset. Time unit associated with the relative compounding end date offset. Specifies the day type of the relative compounding end date offset. The adjusted compounding end date. The payment stream's compounding floating rate index. Time unit multiplier for the payment stream's compounding floating rate index curve period. Time unit associated with the payment stream's compounding floating rate index curve period. A rate multiplier to apply to the compounding floating rate. The multiplier can be less than or greater than 1 (one). This should only be included if the multiplier is not equal to 1 (one) for the term of the stream. The basis points spread from the index specified in UnderlyingPaymentStreamCompoundingRateIndex(42923). Identifies whether the rate spread is applied to a long or short position. Specifies the yield calculation treatment for the index. The cap rate, if any, which applies to the compounding floating rate. It is only required where the compounding floating rate on a swap stream is capped at a certain level. The cap rate is assumed to be exclusive of any spread and is a per annum rate, expressed as a decimal. A cap rate of 5% would be represented as "0.05". Reference to the buyer of the compounding cap rate option through its trade side. Reference to the seller of the compounding cap rate option through its trade side. The floor rate, if any, which applies to the compounding floating rate. The floor rate (strike) is only required where the compounding floating rate on a swap stream is floored at a certain strike level. The floor rate is assumed to be exclusive of any spread and is a per annum rate. The rate is expressed as a decimal, e.g. 5% is represented as "0.05". Reference to the buyer of the compounding floor rate option through its trade side. Reference to the seller of the floor rate option through its trade side. The initial compounding floating rate reset agreed between the principal parties involved in the trade. It should only be included when the rate is not equal to the rate published on the source implied by the floating rate index. The initial rate is expressed in decimal form, e.g. 5% is represented as "0.05". Specifies the rounding direction for the compounding floating rate. Specifies the compounding floating rate rounding precision in terms of a number of decimal places. Note how a percentage rate rounding of 5 decimal places is expressed as a rounding precision of 7. Specifies the averaging method when compounding floating rate averaging is applicable (e.g. weighted or unweighted). Specifies the method for calculating payment obligations when a compounding floating rate is negative (either due to a quoted negative floating rate or by operation of a spread that is subtracted from the floating rate). The unadjusted compounding start date. Specifies the anchor date when the compounding start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative compounding start date offset. Time unit associated with the relative compounding start date offset. Specifies the day type of the relative compounding start date offset. The adjusted compounding start date. Length in bytes of the UnderlyingPaymentStreamFormulaImage(42948) field. Image of the formula image when represented through an encoded clip in base64Binary. The unadjusted final price payment date. Specifies the anchor date when the final price payment date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative final price payment date offset. Time unit associated with the relative final price payment date offset. Specifies the day type of the relative final price payment date offset. The adjusted final price payment date. The unadjusted initial price observation date. Specifies the anchor date when the initial price observation date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Specifies the day type of the initial price observation date offset. The adjusted initial price observation date. References the dividend underlier through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Indicates whether the term "Equity Notional Reset" as defined in the ISDA 2002 Equity Derivatives Definitions is applicable ("Y") or not. Price level at which the correlation or variance swap contract will strike. Indicates whether the correlation or variance swap contract will ("Y") strike off the closing level of the default exchange traded contract or not. Indicates whether the correlation or variance swap contract will ("Y") strike off the expiring level of the default exchange traded contract or not. The expected number of trading days in the variance or correlation swap stream. The strike price of a correlation or variance swap stream. For a variance swap specifies how UnderlyingPaymentStreamLinkStrikePrice(42968) is expressed. Specifies the maximum or upper boundary for variance or strike determination. For a variation swap stream all observations above this price level will be excluded from the variance calculation. For a correlation swap stream the maximum boundary is a percentage of the strike price. Specifies the minimum or lower boundary for variance or strike determination. For a variation swap stream all observations below this price level will be excluded from the variance calculation. For a correlation swap stream the minimum boundary is a percentage of the strike price. Number of data series for a correlation swap. Normal market practice is that correlation data sets are drawn from geographic market areas, such as America, Europe and Asia Pacific. Each of these geographic areas will have its own data series to avoid contagion. Indicates the scaling factor to be multiplied by the variance strike price thereby making variance cap applicable. Indicates which price to use to satisfy the boundary condition. Indicates whether the contract specifies that the notional should be scaled by the number of days in range divided by the estimate trading days or not. The number of "days in range" refers to the number of returns that contribute to the realized volatility. References a contract listed on an exchange through the instrument's UnderlyingSecurityID(309) which must be fully specified in an instance of the UnderlyingInstrument component. Vega Notional represents the approximate gain/loss at maturity for a 1% difference between RVol (realised volatility) and KVol (strike volatility). It does not necessarily represent the Vega risk of the trade. The currency in which the formula amount is denominated. Uses ISO 4217 currency codes. Specifies the method according to which the formula amount currency is determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when this term either corresponds to the standard ISDA Definition (either the 2002 Equity Definition for the Equity Amount, or the 2000 Definition for the Interest Amount), or refers to a term defined elsewhere in the swap document. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of reference amounts. The unadjusted stub end date. The stub end date business day convention. Specifies the anchor date when the stub end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub end date offset. Time unit associated with the relative stub end date offset. Specifies the day type of the relative stub end date offset. The adjusted stub end date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub end date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted stub start date. The stub start date business day convention. Specifies the anchor date when the stub start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative stub start date offset. Time unit associated with the relative stub start date offset. Specifies the day type of the relative stub start date offset. The adjusted stub start date. Number of business centers in the repeating group. The business center calendar used for date adjustment of the payment stub start date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Type of fee elected for the break provision. Break fee election rate when the break fee is proportional to the notional. A fee rate of 5% would be represented as "0.05". Specifies the initial rate spread for a basket underlier. Number of entries in the repeating group. The date that the rate spread step takes affect. The the value of the new rate spread as of the UnderlyingRateSpreadStepDate(43006). Number of iterations in the return rate date repeating group. Specifies the valuation type applicable to the return rate date. Specifies the anchor date when the return rate valuation dates are relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation date offset. Time unit associated with the relative return rate valuation date offset. Specifies the day type of the relative return rate valuation date offset. The unadjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation start date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation start date offset. Time unit associated with the relative return rate valuation start date offset. Specifies the day type of the relative return rate valuation start date offset. The adjusted start date for return rate valuation. This can be used to restrict the range of dates when they are relative. The unadjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Specifies the anchor date when the return rate valuation end date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative return rate valuation end date offset. Time unit associated with the relative return rate valuation end date offset. Specifies the day type of the relative return rate valuation end date offset. The adjusted end date for return rate valuation. This can be used to restrict the range of dates when they are relative. Time unit multiplier for the frequency at which return rate valuation dates occur. Time unit associated with the frequency at which return rate valuation dates occur. The convention for determining the sequence of return rate valuation dates. It is used in conjunction with a specified frequency. The return rate valuation dates business day convention. Number of iterations in the return rate FX conversion repeating group. Specifies the currency pair for the FX conversion expressed using the CCY1/CCY2 convention. Uses ISO 4217 currency codes. The rate of exchange between the two currencies specified in UnderlyingReturnRateFXCurrencySymbol(43031). Specifies whether UnderlyingReturnRateFXRate(43032) should be multiplied or divided. Number of iterations in the return rate repeating group. Specifies the type of price sequence of the return rate. Specifies the basis or unit used to calculate the commission. The commission amount. Specifies the currency the commission amount is denominated in. Uses ISO 4217 currency codes. The total commission per trade. Specifies the method by which the underlier prices are determined. See http://www.fpml.org/coding-scheme/determination-method for values. Specifies the reference amount when the return rate amount is relative to another amount in the trade. See http://www.fixtradingcommunity.org/codelists#Payment_Amount_Relative_To for code list of relative amounts. Specifies the type of the measure applied to the return rate's asset, e.g. valuation, sensitivity risk. This could be an NPV, a cash flow, a clean price, etc. See http://www.fpml.org/coding-scheme/asset-measure for values. Specifies the units that the measure is expressed in. If not specified, the default is a price/value in currency units. See http://www.fpml.org/coding-scheme/price-quote-units for values. Specifies the type of quote used to determine the return rate of the swap. Specifies the currency the return rate quote is denominated in. Uses ISO 4217 Currency Code. Specifies the type of currency, e.g. settlement currency, base currency, etc., that the quote is reported in. See http://www.fpml.org/coding-scheme/reporting-currency-type for values. Specifies how or the timing when the quote is to be obtained. The time when the quote is to be generated. The date when the quote is to be generated. The time when the quote ceases to be valid. The business center calendar used for adjustments associated with UnderlyingReturnRateQuoteTimeType(43047) or UnderlyingReturnRateQuoteTime(43048) and UnderlyingReturnRateQuoteDate(43049), e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Specifies the exchange (e.g. stock or listed futures/options exchange) from which the quote is obtained. Specifies the pricing model used to evaluate the underlying asset price. See http://www.fpml.org/coding-scheme/pricing-model for values. Specifies the type of cash flows, e.g. coupon payment, premium fee, settlement fee, etc. See http://www.fpml.org/coding-scheme/cashflow-type for values. Specifies the timing at which the calculation agent values the underlying. The time at which the calculation agent values the underlying asset. The business center calendar used for adjustments associated with UnderlyingReturnRateValuationTimeType(43055) or UnderlyingReturnRateValuationTime(43056) , e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Indicates whether an ISDA price option applies, and if applicable which type of price. Specifies the fallback provision for the hedging party in the determination of the final price. Number of iterations in the return rate information source repeating group. Identifies the source of rate information. For FX the references source to be used for the FX spot rate. Identifies the reference "page" from the rate source. For FX, the reference page to the spot rate to be used for the reference FX spot rate. When UnderlyingReturnRateInformationSource(43061) = 3 (ISDA Settlement Rate Option) this contains the value from the scheme that reflects the terms of the Annex A to the ISDA 1998 FX and Currency Option Definitions. See: http://www.fpml.org/coding-scheme/settlement-rate-option Identifies the page heading from the rate source. Number of iterations in the return rate price repeating group. The basis of the return price. Specifies the price of the underlying swap asset. Specifies the currency of the price of the underlying swap asset. Uses ISO 4217 currency codes. Specifies whether the UnderlyingReturnRatePrice(43066) is expressed in absolute or relative terms. Number of iterations in the return rate valuation date business center repeating group. The business center calendar used for date adjustment of the return rate valuation unadjusted or relative dates, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. Number of iterations in the return rate valuation date repeating group. The return rate valuation date. Type of date is specified in UnderlyingReturnRateValuationDateType(43073). Specifies the type of return rate valuation date (e.g. adjusted for holidays). Number of business centers in the repeating group. The business center calendar used for date adjustment of the settlement method election unadjusted or relative date, e.g. "GBLO". See http://www.fpml.org/coding-scheme/business-center for standard 4-character code values. The unadjusted settlement method election date. The settlement method election date adjustment business day convention. Specifies the anchor date when the settlement method election date is relative to an anchor date. See http://www.fixtradingcommunity.org/codelists#Relative_To_Date for values. Time unit multiplier for the relative settlement method election date offset. Time unit associated with the relative settlement method election date offset. Specifies the day type of the relative settlement method election date offset. The adjusted settlement method election date. The stream version identifier when there have been modifications to the contract over time. Helps signal when there are embedded changes. The effective date of the UnderlyingStreamVersion(43083). Specifies the method for determining the floating notional value for equity swaps. See http://www.fpml.org/coding-scheme/determination-method for values. For equity swaps this specifies the conditions that govern the adjustment to the number of units of the swap. Indicates whether the trade price was adjusted for compensation (i.e. includes a mark-up, mark-down or commission) in the price paid. In the context of MSRB and FINRA TRACE reporting requirements, this is used among firms to indicate trade remuneration. Use to identify a netting or compression group where trades in the group were netted or compressed. This includes both terminating trades and any remnant trades that result from the operation. Identifies an order or trade that should not be matched to an opposite order or trade if both buy and sell orders for the same asset contain the same SelfMatchPreventionID(2362) and submitted by the same firm. The status of risk limits for a party. A reference or control identifier or number used as a trade confirmation key. An example of a control identifier is the DTC ID Control Number. Indicates that the order or trade originates from a computer program or algorithm requiring little-to-no human intervention. Number of regulatory publication rules in repeating group. Specifies the type of regulatory trade publication. Additional reasons for the publication type may be specified in TrdRegPublicationReason(2670). Additional reason for trade publication type specified in TrdRegPublicationType(2669). Reasons may be specific to regulatory trade publication rules. An order originator that intends to make a profit or mitigate risk No orders or quotes may be entered. Authorities resume a market after a halt. Order matching is suspended due to unexpected conditions or by a circuit-breaker rule. Continuous trading Quotes and orders can be entered, changed or deleted, but orders are not matched. Closing auction Phases of the market as a state machine in.OrdType in {^Stop, ^StopLimit} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} in.TimInForce in {^GoodTilCancel, ^GoodTillDate} Repeating group of security status by SecurityID Matches orders entered by buy-side participants The CommissionData component block is used to carry commission information such as the type of commission and the rate. Use the CommissionDataGrp component as an alternative if multiple commissions or enhanced attributes are needed. This component may be used to provide aggregated commission data of a given CommType(13) where the CommissionDataGrp maybe used to include the detail splits provided the commission is of the same commission basis type. For example, CommissionData may contain CommType(13) of 3 (Absolute) and a Commission(12) value of "15". CommissionDataGrp may be used to show how this Commission(12) value of "15" is split up as long as the CommissionBasis(2642) is also 3 (Absolute) for each of the instances added together. This method of aggregated commission data may also be applied to this component to provide a total when the instances of the detail splits in CommissionDataGrp contain leg level information (indicated by the usage of CommissionLegRefID(2649) in CommissionDataGrp). Note that it is only possible to aggregate values for a single commission basis type. What the discretionary price is related to (e.g. primary price, display price etc) Amount (signed) added to the "related to" price specified via DiscretionInst, in the context of DiscretionOffsetType Describes whether discretion price is static/fixed or floats Type of Discretion Offset (e.g. price offset, tick offset etc) Specifies the nature of the resulting discretion price (e.g. or better limit, strict limit etc) If the calculated discretion price is not a valid tick price, specifies how to round the price (e.g. to be more or less aggressive) The scope of "related to" price of the discretion (e.g. local, global etc) The presence of DiscretionInstructions component block on an order indicates that the trader wishes to display one price but will accept trades at another price. The full name of the base standard agreement, annexes and amendments in place between the principals and applicable to this deal A common reference to the applicable standing agreement between the principals A reference to the date the underlying agreement was executed. Currency of the underlying agreement. Must be set if EncodedDocumentationText(1527) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the DocumentationText(1513) field in the encoded format specified via the MessageEncoding(347) field. For Repos the timing or method for terminating the agreement. Settlement date of the beginning of the deal Repayment / repurchase date Delivery or custody arrangement for the underlying securities Percentage of cash value that underlying security collateral must meet. Component block is optionally used for financial transaction where legal contracts, master agreements or master confirmations is to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the AgreementDesc(913) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan � Amended 1998, for example. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Conditionally required when SecurityID(48) is specified. Number of alternate Security Identifiers Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&amp;P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. For NDFs this represents the fixing date of the contract. For NDFs this represents the fixing time of the contract. It is optional to specify the fixing time. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date interest is to be paid. Used in identifying Corporate Bond issues. Conditionally required when MthToDefault(1943) is specified. Conditionally required when CouponFrequencyUnit(1949) is specified. Conditionally required when CouponFrequencyPeriod(1948) is specified. Conditionally required when ConvertibleBondEquityID(1951) is specified. Must be set if EncodedOptionExpirationDesc(1697) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the OptionExpirationDesc(1581) field in the encoded format specified via the MessageEncoding(347) field. Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] 0 Conditionally required if SettlSubMethod(2579) is specified. Type of exercise of a derivatives security Conditionally required if OptPayoutType(1482) = 3 (Binary). Method for price quotation Indicates type of valuation method used. Indicates whether the instruments are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Used to express option right Used to indicate if a security has been defined as flexible according to "non-standard" means. Analog to CFICode Standard/Non-standard indicator Used to indicate if a product or group of product supports the creation of flexible securities Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) For Fixed Income. Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing the instrument. Identifies MBS / ABS pool Must be present for MBS/TBA The program under which a commercial paper is issued The registration type of a commercial paper issuance Number of repeating EventType group entries. If different from IssueDate If different from IssueDate and DatedDate Used to identify the parties related to a specific instrument. Spread table code referred by the security or symbol. The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security, data that may be commonly found in a security master database. The Instrument component block can be used to describe any asset type supported by FIX. Identifies the form of delivery. Percent at risk due to lowest possible call. Number of repeating InstrAttrib group entries. The InstrumentExtension component block identifies additional security attributes that are more commonly found for Fixed Income securities. Used for unique identification of the leg that can subsequently be used whenever a simple leg identification is sufficient. It can also serve as input value for LegRefID(654) whenever only a simple leg reference is allowed or needed. Conditionally required when LegMthToDefault(2158) is specified. Conditionally required when LegCouponFreqUnit(2164) is specified. Conditionally required when LegCouponFreqPeriod(2163) is specified. Conditionally required when LegConvertibleBondEquityID(2166) is specified. Must be set if EncodedLegOptionExpirationDesc(2180) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegOptionExpirationDesc(2178) field in the encoded format specified via the MessageEncoding(347) field. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Conditionally required if LegOptPayoutTyp(2193) = 3 (Binary). Embedded XML document describing the leg instrument. Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Specific to the <InstrumentLeg> (not in <Instrument>) Identifies MBS / ABS pool Used to express option right LegOptionRatio is provided on covering leg to create a delta neutral spread. In Listed Derivatives, the delta of the leg is multiplied by LegOptionRatio and OrderQty to determine the covering quantity. Used to specify an anchor price for a leg as part of the definition or creation of the strategy - not used for execution price. The InstrumentLeg component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the InstrumentLeg component block it describes a security used in multileg-oriented messages. The LegBenchmarkCurveData is used to convey the benchmark information used for pricing in a multi-legged Fixed Income security. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. One of CashOrderQty, OrderQty, or (for CIV only) OrderPercent is required. Note that unless otherwise specified, only one of CashOrderQty, OrderQty, or OrderPercent should be specified. Specifies the approximate "monetary quantity" for the order. Broker is responsible for converting and calculating OrderQty in tradeable units (e.g. shares) for subsequent messages. The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). For CIV - required For CIV - Optional For CIV - Optional The OrderQtyData component block contains the fields commonly used for indicating the amount or quantity of an order. Note that when this component block is marked as "required" in a message either one of these three fields must be used to identify the amount: OrderQty, CashOrderQty or OrderPercent (in the case of CIV). Amount (signed) added to the peg for a pegged order in the context of the PegOffsetType Defines the type of peg. Describes whether peg is static/fixed or floats Type of Peg Offset (e.g. price offset, tick offset etc) Specifies nature of resulting pegged price (e.g. or better limit, strict limit etc) If the calculated peg price is not a valid tick price, specifies how to round the price (e.g. be more or less aggressive) The scope of the "related to" price of the peg (e.g. local, global etc) Required if PegSecurityID is specified. Requires PegSecurityIDSource if specified. The Peg Instructions component block is used to tie the price of a security to a market event such as opening price, mid-price, best price. The Peg Instructions block may also be used to tie the price to the behavior of a related security. Required if AllocSettlInstType = 1 or 2 Required if AllocSettlInstType = 3 (should not be populated otherwise) Required if AllocSettlInstType = 3 (should not be populated otherwise) Identifier used within the StandInstDbType Required if AllocSettlInstType = 3 (should not be populated otherwise) Required (and must be > 0) if AllocSettlInstType = 2 (should not be populated otherwise) The SettlInstructionsData component block is used to convey key information regarding standing settlement and delivery instructions. It also provides a reference to standing settlement details regarding the source, delivery instructions, and settlement parties For Fixed Income Must be present if BenchmarkPrice is used. The identifier of the benchmark security, e.g. Treasury against Corporate bond. Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block. The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve. Embedded XML document describing the underlying instrument. Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Specific to the < UnderlyingInstrument > Percent of the Strike Price that this underlying represents. Necessary for derivatives that deliver into more than one underlying instrument. Specific to the <UnderlyingInstrument> (not in <Instrument>) Specific to the <UnderlyingInstrument> (not in <Instrument>) Unit amount of the underlying security (par, shares, currency, etc.) Specific to the < UnderlyingInstrument > Indicates order settlement period for the underlying deliverable component. Specific to the < UnderlyingInstrument > Cash amount associated with the underlying component. Necessary for derivatives that deliver into more than one underlying instrument and one of the underlying's is a fixed cash value. Specific to the < UnderlyingInstrument > Used for derivatives that deliver into cash underlying. Indicates that the cash is either fixed or difference value (difference between strike and current underlying price) Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Specific to the <UnderlyingInstrument> (not in <Instrument>) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the start of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value currently attributed to this collateral Specific to the <UnderlyingInstrument> (not in <Instrument>) Currency value attributed to this collateral at the end of the agreement Specific to the <UnderlyingInstrument> (not in <Instrument>) Insert here the contents of the <UnderlyingStipulations> Component Block Specific to the <UnderlyingInstrument> (not in <Instrument>). For listed derivatives margin management, this is the number of shares adjusted for upcoming corporate action. Used only for securities which are optionable and are between ex-date and settlement date (4 days). Specific to the <UnderlyingInstrument> (not in <Instrument>). Foreign exchange rate used to compute UnderlyingCurrentValue (885) (or market value) from UnderlyingCurrency (318) to Currency (15). Specific to the <UnderlyingInstrument> (not in <Instrument>). Specified whether UnderlyingFxRate (1045) should be multiplied or divided to derive UnderlyingCurrentValue (885). Used to express option right Conditionally required when UnderlyingCouponFrequencyUnit(1992) is specified. Conditionally required when UnderlyingCouponFrequencyPeriod(1991) is specified. Conditionally required when UnderlyingObligationID(1994) is specified. Conditionally required when UnderlyingEquityID(1996) is specified. Required if UnderlyingFutureID(2620) is specified. Must be set if EncodedUnderlyingOptionExpirationDesc(2288) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingOptionExpirationDesc(2286) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when UnderlyingMthToDefault(2018) is specified. Conditionally required if UnderlyingOptPayoutType(2028) = 3 (Binary). The UnderlyingInstrument component block, like the Instrument component block, contains all the fields commonly used to describe a security or instrument. In the case of the UnderlyingInstrument component block it describes an instrument which underlies the primary instrument Refer to the Instrument component block comments as this component block mirrors Instrument, except for the noted fields. The YieldData component block conveys yield information for a given Fixed Income security. FIXT.1.1 (Always unencrypted, must be first field in message) (Always unencrypted, must be second field in message) (Always unencrypted, must be third field in message) Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. Used to support bilaterally agreed custom functionality (Always unencrypted) (Always unencrypted) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) Required to identify length of encrypted section of message. (Always unencrypted) Required when message body is encrypted. Always immediately follows SecureDataLen field. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) "ADMIN" reserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) (Can be embedded within encrypted data section.) Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support Type of message encoding (non-ASCII characters) used in a message's "Encoded" fields. Required if any "Encoding" fields are used. The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. Number of repeating groups of historical "hop" information. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. The standard FIX message header Required when trailer contains signature. Note: Not to be included within SecureData field Note: Not to be included within SecureData field (Always unencrypted, always last field in message) The standard FIX message trailer Only to be used in the ExecutionReport Required when DisplayMethod = 3 Required when DisplayMethod = 3 Can be used to specify larger increments than the standard increment provided by the market. Optionally used when DisplayMethod = 3 Required when DisplayMethod = 2 The DisplayInstruction component block is used to convey instructions on how a reserved order is to be handled in terms of when and how much of the order quantity is to be displayed to the market. Required if any other Triggering tags are specified. Conditionally required when TriggerAction(1101)=3 (Cancel). Only relevant and required for TriggerAction = 1 Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Requires TriggerSecurityIDSource if specified. Only relevant and required for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Only relevant for TriggerAction = 1 Should be specified if the order changes Price. Should be specified if the order changes type. Required if the order should change quantity Only relevant and required for TriggerType = 2. Requires TriggerTradingSessionID if specified. Relevant for TriggerType = 2 only. The TriggeringInstruction component block specifies the conditions under which an order will be triggered by related market events as well as the behavior of the order in the market once it is triggered. This block contains the base trading rules This block contains the trading rules specific to a trading session Ths SecurityTradingRules component block is used as part of security definition to specify the specific security's standard trading parameters such as trading session eligibility and other attributes of the security. Must be provided if SecurityXML(1185) field is specified and must immediately precede it. The SecurityXML component is used to provide a definition in an XML format for the instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Describes the how the price limits are expressed Allowable low limit price for the trading day. A key parameter in validating order price. Used as the lower band for validating order prices. Orders submitted with prices below the lower limit will be rejected Allowable high limit price for the trading day. A key parameter in validating order price. Used as the upper band for validating order prices. Orders submitted with prices above the upper limit will be rejected Reference price for the current trading price range usually representing the mid price between the HighLimitPrice and LowLimitPrice. The value may be the settlement price or closing price of the prior trading day. Specifies the order types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session. specifies the time in force rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the execution instructions that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the matching rules that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session specifies the market data feed types that are valid for trading. The scope of the rule is determined by the context in which the component is used. In this case, the scope is trading session Specifies price tick rules for the security. Specifies the lot types that are valid for trading. Specifies the price limits that are valid for trading. Specifies the valid price range tables for trading. Specifies the valid quote sizes for trading. For listed derivatives this indicates the minimum quantity necessary for an order or trade to qualify as a block trade. Used for multileg security only. Used for multileg security only. Defines the default price type used for trading. Can be used as a factor to be applied to other base trading rules during a fast market, e.g. to widen price or size ranges by the specified percentage factor. Trading rules that are applicable to a market, market segment or individual security independent of a trading session. Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Required if SecurityID is specified. Indicates the type of product the security is associated with (high-level category) Identifies an entire suite of products for a given market. In Futures this may be "interest rates", "agricultural", "equity indexes", etc Used to indicate if a product or group of product supports the creation of flexible securities An exchange specific name assigned to a group of related securities which may be concurrently affected by market events and actions. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Sub-type qualification/identification of the SecurityType (e.g. for SecurityType=MLEG). If specified, SecurityType is required. Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S and P futures). Note MaturityDate (a full date) can also be specified. Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S and P futures).may use MaturityMonthYear and or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. Indicator to determine if Instrument is Settle on Open. Gives the current state of the instrument Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. A two-character state or province abbreviation. The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Used for derivatives, such as options and covered warrants Used for derivatives Used for derivatives. Multiplier applied to the strike price for the purpose of calculating the settlement value. Used for derivatives. The number of shares/units for the financial instrument involved in the option trade. Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Minimum price increment for the instrument. Could also be used to represent tick value. Minimum price increment amount associated with the MinPriceIncrement [969]. For listed derivatives, the value can be calculated by multiplying MinPriceIncrement by ContractValueFactor [231] Settlement method for a contract. Can be used as an alternative to CFI Code value Method for price quotation For futures, indicates type of valuation method applied Indicates whether strikes are pre-listed only or can also be defined via user request Used to express the ceiling price of a capped call Used to express the floor price of a capped put Type of exercise of a derivatives security Cash amount indicating the pay out associated with an option. For binary options this is a fixed amount Used to indicate a time unit for the contract (e.g., days, weeks, months, etc.) Can be used to identify the security. Position Limit for the instrument. Near-term Position Limit for the instrument. Must be set if EncodedIssuer field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Embedded XML document describing security. Must be present for MBS or TBA Optional block which can be used to to summarize common attributes shared across a set of option instruments which belong to the same series. Additional attribution for the instrument series Security trading and listing attributes for the series level Used to specify forms of product classifications Must be set if SecurityXML field is specified andd must immediately precede it. XML Data Stream describing the Security. XML Schema used to validate the XML used to describe the Security. Identifies the application with which a message is associated. Used only if application sequencing is in effect. Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. The ApplicationSequenceControl is used for application sequencing and recovery. Consisting of ApplSeqNum (1181), ApplID (1180), ApplLastSeqNum (1350), and ApplResendFlag (1352), FIX application messages that carries this component block will be able to use application level sequencing. ApplID, ApplSeqNum and ApplLastSeqNum fields identify the application id, application sequence number and the previous application sequence number (in case of intentional gaps) on each application message that carries this block. In the case of quotes can be mapped to QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). In the case of quotes can be mapped to QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Some hosts assign an order a new order id under special circumstances. The RefOrdID field will connect the same underlying order across changing OrderIDs. The reason for updating the RefOrdID Order type from the order associated with the trade Order price at time of trade Stop/Limit order price Execution Instruction from the order associated with the trade Status of order as of this trade report Order quantity at time of trade The order expiration date/time in UTC May be used as an alternative to MatchingInstructions when the identifier does not appear in another field. The (minimum or suggested) period of time a quoted price is to be tradable before it becomes indicative. (i.e. quoted price becomes off-the-wire). Can be used to specify FX tenors. Used to specify the instrument Must be provided if LegSecurityXML(1872) field is specified and must immediately precede it. The LegSecurityXML component is used to provide a definition in an XML format for the leg instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Must be provided if UnderlyingSecurityXML(1875) field is specified and must immediately precede it. The UnderlyingSecurityXML component is used to provide a definition in an XML format for the underlying instrument. See "Specifying an FpML product specification from within the FIX Instrument Block" in Volume 1 of the FIX Specification for more information on using this component block with FpML as a guideline. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingXIDRef(42400) or the LegPaymentStreamCompoundingFloatingRate component. Mutually exclusive with LegPaymentStreamCompoundingFixedRate(42404) or the LegPaymentStreamCompoundingXIDRef(42400). The LegPaymentStream component is a subcomponent of the LegStreamGrp used to detail the attributes of a payment stream in a swap. Mutually exclusive with LegPaymentStreamFixedAmount(40327). Mutually exclusive with LegPaymentStreamRate(40326). LegPaymentStreamFixedRate is a subcomponent of the LegPaymentStream component used to report the fixed rate or fixed payment amount of the payment stream. Conditionally required when LegPaymentStreamRateIndexCurvePeriod(40334) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit(40333) is specified. Conditionally required when LegPaymentStreamRateIndexCurvePeriod2(41564) is specified. Conditionally required when LegPaymentStreamRateIndexCurveUnit2(41563) is specified. Conditionally required when LegPaymentStreamCalculationLagUnit(41579) is specified. Conditionally required when LegPaymentStreamCalculationLagPeriod(41578) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetUnit(41581) is specified. Conditionally required when LegPaymentStreamFirstObservationOffsetPeriod(41580) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the payment stream pricing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the the payment stream pricing date. Conditionally required when LegPaymentStreamInflationLagUnit(40351) is specified. Conditionally required when LegPaymentStreamInflationLagPeriod(40350) is specified. LegPaymentStreamFloatingRate is a subcomponent of the LegPaymentStream component used to report the floating rate attributes of the payment stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and LegPaymentStreamNegativeRateTreatment(40349)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (LegPaymentStreamCalculationLagPeriod(41578) and LegPaymentStreamCalculationLagUnit(41579)) and the First Observation Offset Duration (LegPaymentStreamFirstObservationOffsetPeriod(41580) and LegPaymentStreamFirstObservationOffsetUnit(41581)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the non-deliverable currency's fixing date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the non-deliverable currency's fixing date. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetUnit(40364) is specified. Conditionally required when LegPaymentStreamNonDeliverableFixingDateOffsetPeriod(40363) is specified. LegPaymentStreamNonDeliverableSettl is a subcomponent of the LegPaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream. Conditionally required when LegPaymentStreamPaymentFrequencyUnit(40295) is specified. Conditionally required when LegPaymentStreamFrequencyPeriod(40294) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. Conditionally required when LegPaymentStreamPaymentDateOffsetUnit(40301) is specified. Conditionally required when LegPaymentStreamPaymentDateOffsetPeriod(40300) is specified. The LegPaymentStreamPaymentDates component is a subcomponent of the LegPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the LegPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamResetFrequencyUnit(40307) is specified. Conditionally required when LegPaymentStreamResetFrequencyPeriod(40306) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream payment dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamInitialFixingDateOffsetUnit(40313) is specified. Conditionally required when LegPaymentStreamInitialFixingDateOffsetPeriod(40312) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg payment stream reset dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg payment stream reset dates. Conditionally required when LegPaymentStreamFixingDateOffsetUnit(40320) is specified. Conditionally required when LegPaymentStreamFixingDateOffsetPeriod(40319) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetUnit(40324) is specified. Conditionally required when LegPaymentStreamRateCutoffDateOffsetPeriod(40323) is specified. The LegPaymentStreamResetDates component is a subcomponent of the LegPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement payment dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement payment dates. Conditionally required when LegProvisionCashSettlPaymentDateOffsetUnit(40520) is specified. Conditionally required when LegProvisionCashSettlPaymentDateOffsetPeriod(40519) is specified. The LegProvisionCashSettlPaymentDates component is a sub-component within the LegProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision cash settlement value date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision cash settlement value date. Conditionally required when LegProvisionCashSettlValueDateOffsetUnit(40530) is specified. Conditionally required when LegProvisionCashSettlValueDateOffsetPeriod(40529) is specified. The LegProvisionCashSettlValueDates component is a subcomponent within the LegProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option exercise dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option exercise dates. Conditionally required when LegProvisionOptionExerciseEarliestDateUnit(40479) is specified. Conditionally required when LegProvisionOptionExerciseEarliestDatePeriod(40478) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyUnit(40481) is specified. Conditionally required when LegProvisionOptionExerciseFrequencyPeriod(40480) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetUnit(40485) is specified. Conditionally required when LegProvisionOptionExerciseStartDateOffsetPeriod(40484) is specified. The LegProvisionOptionExerciseDates is a subcomponent within the LegProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option expiration date. Conditionally required when LegProvisionOptionExpirationDateOffsetUnit(40503) is specified. Conditionally required when LegProvisionOptionExpirationDateOffsetPeriod(40502) is specified. The LegProvisionOptionExerciseDate is a subcomponent within the LegProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg provision option relevant underlying date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg provision option relevant underlying date. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetUnit(40513) is specified. Conditionally required when LegProvisionOptionRelevantUnderlyingDateOffsetPeriod(40512) is specified. The LegProvisionOptionRelevantUnderlyingDate is a subcomponent within the LegProvisionGrp component used to report the option relevant underlyingdate defined in the provision. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream calculation period dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream calculation period dates. Conditionally required when LegStreamCalculationFrequencyUnit(40275) is specified. Conditionally required when LegStreamCalculationFrequencyPeriod(40274) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the stream calculation period dates. Conditionally required when LegStreamCalculationCorrectionUnit(41645) is specified. Conditionally required when LegStreamCalculationCorrectionPeriod(41644) is specified. LegStreamCalculationPeriodDates is a subcomponent of the LegStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream effective date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream stream effective date. Conditionally required when LegPaymentStreamEffectiveDateOffsetUnit(40254) is specified. Conditionally required when LegPaymentStreamEffectiveDateOffsetPeriod(40253) is specified. LegStreamEffectivedDate is a subcomponent of the LegStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of the leg stream termination date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the leg stream termination date. Conditionally required when LegStreamTerminationDateOffsetUnit(40262) is specified. Conditionally required when LegStreamTerminationDateOffsetPeriod(40261) is specified. LegStreamTerminationDate is a subcomponent of the LegStreamGrp component used to specify the termination date of the stream. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingXIDRef(42601) or the PaymentStreamCompoundingFloatingRate component. Mutually exclusive with PaymentStreamCompoundingFixedRate(42605) or the PaymentStreamCompoundingXIDRef(42601). The PaymentStream component is a subcomponent of the Stream used to detail the attributes of a payment stream in a swap. Mutually exclusive with PaymentStreamFixedAmount(40785). Mutually exclusive with PaymentStreamRate(40784). PaymentStreamFixedRate is a subcomponent of the PaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when PaymentStreamRateIndexCurvePeriod(40792) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit(40791) is specified. Conditionally required when PaymentStreamRateIndexCurveUnit2(41195) is specified. Conditionally required when PaymentStreamRateIndexCurvePeriod2(41194) is specified. Conditionally required when PaymentStreamCalculationLagUnit(41210) is specified. Conditionally required when PaymentStreamCalculationLagPeriod(41209) is specified. Conditionally required when PaymentStreamFirstObservationOffsetUnit(41212) is specified. Conditionally required when PaymentStreamFirstObservationOffsetPeriod(41211) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. Conditionally required when PaymentStreamInflationLagUnit(40809) is specified. Conditionally required when PaymentStreamInflationLagPeriod(40808) is specified. PaymentStreamFloatingRate is a subcomponent of the PaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and PaymentStreamNegativeRateTreatment(40807)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (PaymentStreamCalculationLagPeriod(41209) and PaymentStreamCalculationLagUnit(41210)) and the First Observation Offset Duration (PaymentStreamFirstObservationOffsetPeriod(41211) and PaymentStreamFirstObservationOffsetUnit(41212)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's non-deliverable fixing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's non-deliverable fixing dates. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetUnit(40822) is specified. Conditionally required when PaymentStreamNonDeliverableFixingDatesOffsetPeriod(40821) is specified. PaymentStreamNonDeliverableSettlTerms is a subcomponent of the PaymentStream component used to specify the non-deliverable settlement terms of the payment stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's payment dates. Conditionally required when PaymentStreamPaymentFrequencyUnit(40754) is specified. Conditionally required when PaymentStreamPaymentFrequencyPeriod(40753) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream payment dates Conditionally required when PaymentStreamPaymentDateOffsetUnit(40760) is specified. Conditionally required when PaymentStreamPaymentDateOffsetPeriod(40759) is specified. PaymentStreamPaymentDates is a subcomponent of the PaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the PaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamResetFrequencyUnit(40765) is specified. Conditionally required when PaymentStreamResetFrequencyPeriod(40764) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream floating rate reset dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamInitialFixingDateOffsetUnit(40771) is specified. Conditionally required when PaymentStreamInitialFixingDateOffsetPeriod(40770) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream's reset dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the payment stream's reset dates. Conditionally required when PaymentStreamFixingDateOffsetUnit(40778) is specified. Conditionally required when PaymentStreamFixingDateOffsetPeriod(40777) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetUnit(40782) is specified. Conditionally required when PaymentStreamRateCutoffDateOffsetPeriod(40783) is specified. PaymentStreamResetDates is a subcomponent of the PaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement payment dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement payment dates. Conditionally required when ProvisionCashSettlPaymentDateOffsetUnit(40167) is specified. Conditionally required when ProvisionCashSettlPaymentDateOffsetPeriod(40166) is specified. The ProvisionCashSettlPaymentDates component is a sub-component within the ProvisionGrp component used to report the cash settlement payment dates defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when ProvisionCashSettlValueDateOffsetUnit(40120) is specified. Conditionally required when ProvisionCashSettlValueDateOffsetPeriod(40119) is specified. The ProvisionCashSettlValueDates component is a subcomponent within the ProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option exercise dates. Conditionally required when ProvisionOptionExerciseEarliestDateUnit(40126) is specified. Conditionally required when ProvisionOptionExerciseEasrliestDatePeriod(40125) is specified. Conditionally required when ProvisionOptionExerciseFrequencyUnit(40128) is specified. Conditionally required when ProvisionOptionExerciseFrequencyPeriod(40127) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetUnit(40132) is specified. Conditionally required when ProvisionOptionExerciseStartDateOffsetPeriod(40131) is specified. The ProvisionOptionExerciseDates is a subcomponent within the ProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when ProvisionOptionExpirationDateOffsetUnit(40150) is specified. Conditionally required when ProvisionOptionExpirationDateOffsetPeriod(40149) is specified. The ProvisionOptionExerciseDate is a subcomponent within the ProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetUnit(40160) is specified. Conditionally required when ProvisionOptionRelevantUnderlyingDateOffsetPeriod(40159) is specified. The ProvisionOptionRelevantUnderlyingDate is a subcomponent within the ProvisionGrp component used to report the option relevant underlying date defined in the provision. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the calculation period dates of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the calculation period dates of the stream. Conditionally required when StreamCalculationFrequencyUnit(40083) is specified. Conditionally required when StreamCalculationFrequencyPeriod(40082) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the stream calculation dates. Conditionally required when StreamCalculationCorrectionUnit(41248) is specified. Conditionally required when StreamCalculationCorrectionPeriod(41247) is specified. StreamCalculationPeriodDates is a subcomponent of the StreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the effective date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the effective date of the stream. Conditionally required when StreamEffectiveDateOffsetUnit(40912) is specified. Conditionally required when StreamEffectiveDateOffsetPeriod(40911) is specified. StreamEffectivedDate is a subcomponent of the StreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the termination date of the stream. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the termination date of the stream. Conditionally required when StreamTerminationDateOffsetUnit(40070) is specified. Conditionally required when StreamTerminationDateOffsetPeriod(40069) is specified. StreamTerminationDate is a subcomponent of the StreamGrp component used to specify the termination date of the stream. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingXIDRef(42896) or the UnderlyingPaymentStreamCompoundingFloatingRate component. Mutually exclusive with UnderlyingPaymentStreamCompoundingFixedRate(42900) or the UnderlyingPaymentStreamCompoundingXIDRef(42896). The UnderlyingPaymentStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a payment stream in a swap. Mutually exclusive with UnderlyingPaymentStreamFixedAmount(40616). Mutually exclusive with UnderlyingPaymentStreamRate(40615). UnderlyingPaymentStreamFixedRate is a subcomponent of the UnderlyingPaymentStream component used to report the fixed rate or fixed payment amount of the stream. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod(40623) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit(40622) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurvePeriod2(41912) is specified. Conditionally required when UnderlyingPaymentStreamRateIndexCurveUnit2(41911) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagUnit(41927) is specified. Conditionally required when UnderlyingPaymentStreamCalculationLagPeriod(41926) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetUnit(41929) is specified. Conditionally required when UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of pricing dates. Conditionally required when UnderlyingPaymentStreamInflationLagUnit(40640) is specified. Conditionally required when UnderlyingPaymentStreamInflationLagPeriod(40639) is specified. UnderlyingPaymentStreamFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the floating rate attributes of the stream. Note that if the floating rate index or the rate calculation goes negative for a calculation period and UnderlyingPaymentStreamNegativeRateTreatment(40638)=1 (Negative interest rate method) the Receiver pays the Payer the absolute floating rate, i.e. the Receiver pays the cash flow amount to the Payer. The Calculation Lag Interval (UnderlyingPaymentStreamCalculationLagPeriod(41926) and UnderlyingPaymentStreamCalculationLagUnit(41927)) and the First Observation Offset Duration (UnderlyingPaymentStreamFirstObservationOffsetPeriod(41928) and UnderlyingPaymentStreamFirstObservationOffsetUnit(41929)) are used together. If the First Observation Offset Duration is specified, the observation starts the Fixing Lag Interval prior to each calculation. If the First Observation Offset Duration is not specified, the observation starts immediately preceeding each calculation. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's non-deliverable settlement terms. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's non-deliverable settlement terms. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetUnit(40653) is specified. Conditionally required when UnderlyingPaymentStreamNonDeliverableFixingDatesOffsetPeriod(40652) is specified. UnderlyingPaymentStreamNonDeliverableSettlTerms is a subcomponent of the UnderlyingPaymentStream component used to specify the non-deliverable settlement terms of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's payment dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's payment dates. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyUnit(40584) is specified. Conditionally required when UnderlyingPaymentStreamPaymentFrequencyPeriod(40583) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingPaymentStreamPaymentOffsetUnit(40590) is specified. Conditionally required when UnderlyingPaymentStreamPaymentOffsetPeriod(40589) is specified. UnderlyingPaymentStreamPaymentDates is a subcomponent of the UnderlyingPaymentStream component used to specify the payment dates of the stream. For equity return swaps this component is used to specify the interim price payment dates and the UnderlyingPaymentStreamFinalPricePaymentDate component is used to specify the final price payment date. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamResetFrequencyUnit(40596) is specified. Conditionally required when UnderlyingPaymentStreamResetFrequencyPeriod(40595) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the reset dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetUnit(40602) is specified. Conditionally required when UnderlyingPaymentStreamInitialFixingDateOffsetPeriod(40601) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's payment stream's reset dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's payment stream's reset dates. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetUnit(40609) is specified. Conditionally required when UnderlyingPaymentStreamFixingDateOffsetPeriod(40608) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetUnit(40613) is specified. Conditionally required when UnderlyingPaymentStreamRateCutoffDateOffsetPeriod(40612) is specified. UnderlyingPaymentStreamResetDates is a subcomponent of the UnderlyingPaymentStream component used to specify the floating rate reset dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's calculation period dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's calculation period dates. Conditionally required when UnderyingStreamCalculationFrequencyUnit(40566) is specified. Conditionally required when UnderlyingStreamCalculationFrequencyPeriod(40565) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the stream payment dates. Conditionally required when UnderlyingStreamCalculationCorrectionUnit(41961) is specified. Conditionally required when UnderlyingStreamCalculationCorrectionPeriod(41960) is specified. UnderlyingStreamCalculationPeriodDates is a subcomponent of the UnderlyingStreamGrp component used to specify the calculation period dates of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's stream effective dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's stream effective dates. Conditionally required when UnderlyingStreamEffectiveDateOffsetUnit(40062) is specified. Conditionally required when UnderlyingStreamEffectiveDateOffsetPeriod(40061) is specified. UnderlyingStreamEffectivedDate is a subcomponent of the UnderlyingStreamGrp component used to specify the effective date of the stream. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the underlying instrument's termination date of the stream. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the underlying instrument's termination date of the stream. Conditionally required when UnderlyingStreamTerminationDateOffsetUnit(40553) is specified. Conditionally required when UnderlyingPaymentTerminationDateOffsetPeriod(40552) is specified. UnderlyingStreamTerminationDate is a subcomponent of the UnderlyingStreamGrp component used to specify the termination date of the stream. DateAdjustment is a subcomponent in the Instrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument, unless specifically overridden in the respective specified components elsewhere. LegDateAdjustment is a subcomponent within the InstrumentLeg component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the instrument leg, unless specifically overridden elsewhere in the respective specified components further within the InstrumentLeg component. UnderlyingDateAdjustment is a subcomponent within the UnderlyingInstrument component. It is used to specify date adjustment parameters and rules. The date adjustments specified here applies to all adjustable dates for the underlying instrument, unless specifically overridden in the respective specified components further within the UnderlyingInstrument component. Conditionally required when LegPaymentStreamNonDeliverableSettlRateSource(40087) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the LegPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when LegSettlRateFallbackRateSource(40366) = 3 (ISDA Settlement Rate Option) or 99 (Other). LegSettlRateFallbackRateSource is a subcomponent of the LegSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when PaymentStreamNonDeliverableSettlRateSource(40371) = 3 (ISDA Settlement Rate Option) or 99 (Other). PaymentStreamNonDeliverableSettlRateSource is a subcomponent of the PaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when SettlRateFallbackRateSource(40373) = 3 (ISDA Settlement Rate Option) or 99 (Other). SettlRateFallbackRateSource is a subcomponent of the SettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. Conditionally required when UnderlyingPaymentStreamNonDeliverableSettlRateSource(40661) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingPaymentStreamNonDeliverableSettlRateSource is a subcomponent of the UnderlyingPaymentStreamNonDeliverableSettlTerms component used to specify the rate source in the event of payment non-delivery. Conditionally required when UnderlyingSettlRateFallbackRateSource(40904) = 3 (ISDA Settlement Rate Option) or 99 (Other). UnderlyingSettlRateFallbackRateSource is a subcomponent of the UnderlyingSettlRateDisruptionFallbackGrp component used to specify the rate source in the event of rate disruption fallback. The ProvisionCashSettlQuoteSource is a subcomponent of the ProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. The LegProvisionCashSettlQuoteSource is a subcomponent of the LEgProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. Conditionally required when ComplexEventDateOffsetUnit(41023) is specified. Conditionally required when ComplexEventDateOffsetPeriod(41022) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the instrument provisions. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the instrument provisions. The ComplexEventRelativeDate is a subcomponent of ComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The DeliveryStream component is used to optionally specify the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in MarketDisruptionEventGrp. Applicable only when MarketDisruptionEvent(41093)='DeMinimisTrading'. The MarketDisruption component is a subcomponent of the Instrument used to specify the market disruption provisions of the swap. Must be set if EncodedExerciseDesc(41108) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ExerciseDesc(41106) field in the encoded format specified via the MessageEncoding(347) field. The OptionExercise component is a subcomponent of the Instrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded OptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise dates. Conditionally required when OptionExerciseEarliestDateUnit(41121) is specified. Conditionally required when OptionExerciseEarliestDatePeriod(41120) is specified. Conditionally required when OptionExerciseFrequencyUnit(41123) is specified. Conditionally required when OptionExerciseFrequencyPeriod(41122) is specified. Conditionally required when OptionExerciseStartDateOffsetUnit(41127) is specified. Conditionally required when OptionExerciseStartDateOffsetPeriod(41126) is specified. The OptionExerciseDate component is a subcomponent of the OptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of option exercise expiration dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of option exercise expiration dates. Conditionally required when OptionExerciseExpirationDateOffsetUnit(41145) is specified. Conditionally required when OptionExerciseExpirationDateOffsetPeriod(41144) is specified. Conditionally required when OptionExerciseExpirationFrequencyUnit(41147) is specified. Conditionally required when OptionExerciseExpirationFrequencyPeriod(41146) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of the option expiration dates and times. The OptionExerciseExpiration component is a subcomponent of the OptionExercise component used to specify option exercise expiration dates and times. The purpose of OptionExercise is to identify the scheduled opportunities for exercise. OptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of pricing dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of pricing dates. The PricingDateTime component is a subcomponent of Instrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when StreamCommoditySecurityIDSource(41254) is specified. Conditionally required when StreamCommoditySecurityID(41253) is specified. Must be set if EncodedCommodityDesc(41257) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the StreamCommodityDesc(41255) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when StreamCommodityNearbySettlDayUnit(41267) is specified. Conditionally required when StreamCommodityNearbySettlDayPeriod(41266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of settlement dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this instance of settlement dates. Conditionally required when StreamCommoditySettlDateRollUnit(41273) is specified. Conditionally required when StreamCommoditySettlDateRollPeriod(41272) is specified. StreamCommodity is a subcomponent of the Stream component used to identify and describe the underlying commodity. Conditionally required when LegComplexEventDateOffsetUnit(41392) is specified. Conditionally required when LegComplexEventDateOffsetPeriod(41391) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to complex event dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to complex event dates. LegComplexEventRelativeDate is a subcomponent of LegComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The LegDeliveryStream component is a subcomponent of the LegStream used to detail the attributes of a physical delivery stream in a swap. If specified, the disruption event should be specified in LegMarketDisruptionEventGrp. Applicable only when LegMarketDisruptionEvent(41468)='DeMinimisTrading'. The LegMarketDisruption component is a subcomponent of the InstrumentLeg used to specify the market disruption provisions of the swap. Must be set if EncodedLegExerciseDesc (41483) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegExerciseDesc(41481) field in the encoded format specified via the MessageEncoding(347) field. The LegOptionExercise component is a subcomponent of the InstrumentLeg component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded LegOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of option exercise dates. Conditionally required when LegOptionExerciseEarliestDateUnit(41496) is specified. Conditionally required when LegOptionExerciseEarliestDatePeriod(41495) is specified. Conditionally required when LegOptionExerciseFrequencyUnit(41498) is specified. Conditionally required when LegOptionExerciseFequencyPeriod(41497) is specified. Conditionally required when LegOptionExerciseStartDateOffsetUnit(41502) is specified. Conditionally required when LegOptionExerciseStartDateOffsetPeriod(41501) is specified. The LegOptionExerciseDates component is a subcomponent of the LegOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the option exercise expiration date. Conditionally required when LegOptionExerciseExpirationDateOffsetUnit(41520) is specified. Conditionally required when LegOptionExerciseExpirationDateOffsetPeriod(41519) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyUnit(41522) is specified. Conditionally required when LegOptionExerciseExpirationFrequencyPeriod(41521) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this instance of the option expiration date. The LegOptionExerciseExpiration component is a subcomponent of the LegOptionExercise component used to specify option exercise expiration dates and times. The purpose of LegOptionExercise is to identify the scheduled opportunities for exercise. LegOptionExerciseExpiration identifies the end of the schedule. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to the pricing dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the pricing dates. The LegPricingDateTime component is a subcomponent of InstrumentLeg used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when LegStreamCommoditySecurityIDSource(41651) is specified. Conditionally required when LegStreamCommoditySecurityID(41650) is specified. Must be set if EncodedLegStreamCommodityDesc(41654) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegStreamCommodityDesc(41652) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when LegStreamCommodityNearbySettlDayUnit(41664) is specified. Conditionally required when LegStreamCommodityNearbySettlDayPeriod(41663) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to the settlement date. Conditionally required when LegStreamCommoditySettlDateRollUnit(41670) is specified. Conditionally required when LegStreamCommoditySettlDateRollPeriod(41669) is specified. LegStreamCommodity is a subcomponent of the LegStream component used to identify and describe the underlying commodity. Conditionally required when UnderlyingComplexEventDateOffsetUnit(41742) is specified. Conditionally required when UnderlyingComplexEventDateOffsetPeriod(41741) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. UnderlyingComplexEventRelativeDate is a subcomponent of UnderlyingComplexEvents for specifying the event date and time for an FX or Calendar Spread option or the payout date for a Barrier or Knock option. The UnderlyingDeliveryStream component is a subcomponent of the UnderlyingStream used to detail the attributes of a physical delivery stream in a swap. Must be set if EncodedUnderlyingExerciseDesc(41812) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingExerciseDesc(41810) field in the encoded format specified via the MessageEncoding(347) field. The UnderlyingOptionExercise component is a subcomponent of the UnderlyingInstrument component used to specify option exercise provisions. Its purpose is to identify the opportunities and conditions for exercise, e.g. the schedule of dates on which exercise is allowed. The embedded UnderlyingOptionExerciseExpiration component is used to terminate the opportunity for exercise. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise dates. Conditionally required when UnderlyingOptionExerciseEarliestDateUnit(41825) is specified. Conditionally required when UnderlyingOptionExerciseEarliestDatePeriod(41824) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyUnit(41827) is specified. Conditinally required when UnderlyingOptionExerciseFrequencyPeriod(41826) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetUnit(41831) is specified. Conditionally required when UnderlyingOptionExerciseStartDateOffsetPeriod(41830) is specified. The UnderlyingOptionExerciseDate component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise dates. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying exercise expiration dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying option exercise expiration dates. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetUnit(41849) is specified. Conditionally required when UnderlyingOptionExerciseExpirationDateOffsetPeriod(41848) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyUnit(41851) is specified. Conditionally required when UnderlyingOptionExerciseExpirationFrequencyPeriod(41850) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the option exercise dates. The UnderlyingOptionExerciseExpiration component is a subcomponent of the UnderlyingOptionExercise component used to specify option exercise expiration dates and times. The purpose of UnderlyingOptionExercise is to identify the scheduled opportunities for exercise. UnderlyingOptionExerciseExpiration identifies the end of the schedule. If specified, the disruption event should be specified in UnderlyingMarketDisruptionEventGrp. Applicable only when UnderlyingMarketDisruptionEvent(41865)='DeMinimisTrading'. The UnderlyingMarketDisruption component is a subcomponent of the UnderlyingInstrument used to specify the market disruption provisions of the swap. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying complex event dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the underlying complex event dates. The UnderlyingPricingDateTime component is a subcomponent of UnderlyingInstrument used to specify an adjusted or unadjusted pricing or fixing date and optionally the time, e.g. for a commodity or FX forward trade. Conditionally required when UnderlyingStreamCommoditySecurityIDSource(41967) is specified. Conditionally required when UnderlyingStreamCommoditySecurityID(41966) is specified. Must be set if EncodedUnderlyingStreamCommodityDesc(41970) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the UnderlyingStreamCommodityDesc(41968) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the delivery or pricing region of a non-standard commodity swap contract (e.g. when InstrAttribType(871)=38 (US standard contract indicator) and InstrAttribValue(872)=N). Conditionally required when UnderlyingStreamCommodityNearbySettlDayUnit(41980) is specified. Conditionally required when UnderlyingStreamCommodityNearbySettlDayPeriod(41979) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to the underlying settlement dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to the settlement dates. Conditionally required when UnderlyingStreamCommoditySettlDateRollUnit(41986) is specified. Conditionally required when UnderlyingStreamCommoditySettlDateRollPeriod(41985) is specified. UnderlyingStreamCommodity is a subcomponent of the UnderlyingStream component used to identify and describe the underlying commodity. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement payment date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement payment date. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetUnit(42095) is specified. Conditionally required when UnderlyingProvisionCashSettlPaymentDateOffsetPeriod(42094) is specified. The UnderlyingProvisionCashSettlPaymentDates component is a sub-component within the UnderlyingProvisionGrp component used to report the cash settlement payment dates defined in the provision. The UnderlyingProvisionCashSettlQuoteSource is a subcomponent of the UnderlyingProvisionGrp component used to specify the reference source for currency or rate quote for cash settlement purposes. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional cash settlement value date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional cash settlement value date. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetUnit(42109) is specified. Conditionally required when UnderlyingProvisionCashSettlValueDateOffsetPeriod(42108) is specified. The UnderlyingProvisionCashSettlValueDates is a subcomponent within the UnderlyingProvisionGrp component used to report the cash settlement value date and time defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option exercise date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option exercise date. Conditionally required when UnderlyingProvisionOptionExerciseEarliestDateUnit(42117) is specified. Conditionally required when UnderlyingProvisionOptionExerciseEasrliestDatePeriod(42116) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyUnit(42119) is specified. Conditionally required when UnderlyingProvisionOptionExerciseFrequencyPeriod(42118) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetUnit(42123) is specified. Conditionally required when UnderlyingProvisionOptionExerciseStartDateOffsetPeriod(42122) is specified. The UnderlyingProvisionOptionExerciseDates is a subcomponent within the UnderlyingProvisionGrp component used to report the option exercise dates and times defined in the provision. When specified, this overrides the busienss day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option expiration date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option expiration date. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetUnit(42137) is specified. Conditionally required when UnderlyingProvisionOptionExpirationDateOffsetPeriod(42136) is specified. The UnderlyingProvisionOptionExerciseDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option expiration date and times defined in the provision. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the provisional option relevant underlying date. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this instance of the provisional option relevent underlying date. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetUnit(42146) is specified. Conditionally required when UnderlyingProvisionOptionRelevantUnderlyingDateOffsetPeriod(42145) is specified. The UnderlyingProvisionOptionRelevantUnderlyingDate is a subcomponent within the UnderlyingProvisionGrp component used to report the option relevant underlying date defined in the provision. Must be set if EncodedMDStatisticDesc(2482) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MDStatisticDesc(2455) field in the encoded format specified via the MessageEncoding(347) field. May be used to specify the market depth up to specified level. Conditionally required when MDStatisticFrequencyUnit(2461) is specified. Omission represents a one-time dissemination. Conditionally required when MDStatisticFrequencyPeriod(2460) is specified. Conditionally required when MDStatisticDelayUnit(2463) is specified. Conditionally required when MDStatisticDelayPeriod(2462) is specified. Conditionally required when MDStatisticIntervalType (2464) = 5(Current time unit), 6(Previous time unit) or 8(Maximum range up to previous time unit). Conditionally required if/when MDStatisticIntervalUnit(2467) is specified. Conditionally required when MDStatisticIntervalType(2464) = 1 (Sliding window) or 2 (Sliding window peak). Conditionally required when MDStatisticIntervalPeriod(2466) is specified. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range starting with the first available day. Can be used to define a date range for a sliding window peak other than the current day. Omission represents a date range including the current day. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range starting at midnight. Can be used to define a time range for a sliding window peak other than the complete day. Omission represents a time range ending with the time of dissemination of the statistical data. Conditionally required when MDStatisticType(2456) = 5(Ratio). This component comprises all parameters that can be used to describe the market data statistics. These can be part of the request as well as the response. All parameters defined on the MarketDataStatisticsRequest(35=DO) message should be echoed in the MarketDataStatisticsReport(35=DP) message as the latter could also be sent unsolicited. The general category and the entities involved in the statistics are defined by MDStatisticType(2456), MDStatisticScope(2457), and MDStatisticIntervalType(2464) and must always be specified. The remaining fields are optional and restrict the data range in one way or another. The time range for the data can either be specified in terms of an interval for which the statistics are typically calculated on a regular basis or in terms of an absolute date and/or time range. MDStatisticScope(2457), MDStatisticSubScope(2458) and MDStatisticScopeType(2459) form a set of scope relationships to filter further the type of statistic being requested or being provided. It should be noted that some of the enumeration values for MDStatisticScopeType(2459) may not be applicable or useful for a given MDStatisticScope(2457) - e.g. MDStatisticScopeType(2459)=4 (Downward move) is more applicable to prices than to orders or trades. Must be set if EncodedLegDocumentationText(2493) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the LegDocumentationText(2505) field in the encoded format specified via the MessageEncoding(347) field. Component block is optionally used for financial transactions where legal contracts, master agreements or master confirmations are to be referenced. This component identifies the legal agreement under which the deal was made and other unique characteristics of the transaction. For example, the LegAgreementDesc(2497) field refers to base standard documents such as MRA 1996 Repurchase Agreement, GMRA 2000 Bills Transaction (U.K.), MSLA 1993 Securities Loan - Amended 1998, for example. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when CashSettlDateOffsetUnit(42211) is specified. Conditionally required when CashSettlDateOffsetPeriod(42210) is specified. The CashSettlDate component is a subcomponent within the CashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when DividendFloatingRateIndexCurveUnit(42220) is specified. Conditionally required when DividendFloatingRateIndexCurvePeriod(42219) is specified. The DividendAccrualFloatingRate component is a subcomponent of DividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when DividendAccrualPaymentDateOffsetUnit(42240) is specified. Conditionally required when DividendAccrualPaymentDateOffsetPeriod(42239) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendAccrualPaymentDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendAccrualPaymentDate. The DividendAccrualPaymentDate component is a subcomponent of DividendConditions used to report the dividend accrual payment date. The DividendConditions component is a subcomponent of PaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when DividendFXTriggerDateOffsetUnit(42267) is specified. Conditionally required when DividendFXTriggerDateOffsetPeriod(42266) is specified. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The value would be specific to this instance of DividendFXTriggerDate. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The values would be specific to this instance of DividendFXTriggerDate. The DividendFXTriggerDate component is a subcomponent of DividendConditions used to report the dividend date when a foreign exchange trade is triggered. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when LegCashSettlDateOffsetUnit(42303) is specified. Conditionally required when LegCashSettlDateOffsetPeriod(42302) is specified. The LegCashSettlDate component is a subcomponent within the LegCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when LegDividendFloatingRateIndexCurveUnit(42314) is specified. Conditionally required when LegDividendFloatingRateIndexCurvePeriod(42313) is specified. The LegDividendAccrualFloatingRate component is a subcomponent of LegDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when LegDividendAccrualPaymentDateOffsetUnit(42332) is specified. Conditionally required when LegDividendAccrualPaymentDateOffsetPeriod(42331) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendAccrualPaymentDate. The LegDividendAccrualPaymentDate component is a subcomponent of LegDividendConditions used to report the dividend accrual payment date. The LegDividendConditions component is a subcomponent of LegPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when LegDividendFXTriggerDateOffsetUnit(42359) is specified. Conditionally required when LegDividendFXTriggerDateOffsetPeriod(42358) is specified. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The value would be specific to this instance of LegDividendFXTriggerDate. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The values would be specific to this instance of LegDividendFXTriggerDate. The LegDividendFXTriggerDate component is a subcomponent of LegDividendConditions used to report the dividend date when a foreign exchange trade is triggered. LegOptionExerciseMakeWholeProvision is a subcomponent of the LegOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to payment stream compounding dates. Conditionally required when LegPaymentStreamCompoundingDatesOffsetUnit(42411) is specified. Conditionally required when LegPaymentStreamCompoundingDatesOffsetPeriod(42410) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyUnit(42415) is specified. Conditionally required when LegPayamentStreamCompoundingFrequencyPeriod(42414) is specified. When specified, this overrides the date roll convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this instance of payment stream compounding dates. LegPaymentStreamCompoundingDates is a subcomponent of the LegPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetUnit(42424) is specified. Conditionally required when LegPaymentStreamCompoundingEndDateOffsetPeriod(42423) is specified. LegPaymentStreamCompoundingEndDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if LegPaymentStreamCompoundingRateIndexCurveUnit(42429) is specified. Conditionally required if LegPaymentStreamCompoundingRateIndexCurvePeriod(42428) is specified. LegPaymentStreamCompoundingFloatingRate is a subcomponent of the LegPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetUnit(42448) is specified. Conditionally required when LegPaymentStreamCompoundingStartDateOffsetPeriod(42447) is specified. LegPaymentStreamCompoundingStartDate is a subcomponent of the LegPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when LegPaymentStreamFormulaImage(42452) is specified. Conditionally required when LegPaymentStreamFormulaImageLength(42451) is specified. LegPaymentStreamFormulaImage is a subcomponent of the LegPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetUnit(42456) is specified. Conditionally required when LegPaymentStreamFinalPricePaymentDateOffsetPeriod(42455) is specified. LegPaymentStreamFinalPricePaymentDate is a subcomponent of the LegPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. LegPaymentStreamFormula is a subcomponent of the LegPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubEndDateOffsetUnit(42492) is specified. Conditionally required when LegPaymentStubEndDateOffsetPeriod(42491) is specified. LegPaymentStubEndDate is a subcomponent of the LegPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to this payment stub instance. Conditionally required when LegPaymentStubStartDateOffsetUnit(42501) is specified. Conditionally required when LegPaymentStubStartDateOffsetPeriod(42500) is specified. LegPaymentStubStartDate is a subcomponent of the LegPaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the LegDateAdjustment component in InstrumentLeg. The specified value would be specific to LegOptionExercise. When specified, this overrides the business centers defined in the LegDateAdjustment component in InstrumentLeg. The specified values would be specific to LegOptionExercise. Conditionally required when LegSettlMethodElectionDateOffsetUnit(42578) is specified. Conditionally required when LegSettlMethodElectionDateOffsetPeriod(42577) is specified. The LegSettlMethodElectionDate component is a subcomponent within the LegOptionExercise component used to report the settlement method election date. OptionExerciseMakeWholeProvision is a subcomponent of the OptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the make whole date, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to payment stream compounding dates. Conditionally required when PaymentStreamCompoundingDatesOffsetUnit(42612) is specified. Conditionally required when PaymentCompoundingDatesOffsetPeriod(42611) is specified. Conditionally required when PayamentStreamCompoundingFrequencyUnit(42616) is specified. Conditionally required when PayamentStreamCompoundingFrequencyPeriod(42615) is specified. When specified, this overrides the date roll convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this instance of the payment stream compounding dates. PaymentStreamCompoundingDates is a subcomponent of the PaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when PaymentStreamCompoundingEndDateOffsetUnit(42625) is specified. Conditionally required when PaymentStreamCompoundingEndDateOffsetPeriod(42624) is specified. PaymentStreamCompoundingEndDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if PaymentStreamCompoundingRateIndexCurveUnit(42630) is specified. Conditionally required if PaymentStreamCompoundingRateIndexCurvePeriod(42629) is specified. PaymentStreamCompoundingFloatingRate is a subcomponent of the PaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when PaymentStreamCompoundingStartDateOffsetUnit(42649) is specified. Conditionally required when PaymentStreamCompoundingStartDateOffsetPeriod(42648) is specified. PaymentStreamCompoundingStartDate is a subcomponent of the PaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when PaymentStreamFormulaImage(42653) is specified. Conditionally required when PaymentStreamFormulaImageLength(42652) is specified. PaymentStreamFormulaImage is a subcomponent of the PaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetUnit(42657) is specified. Conditionally required when PaymentStreamFinalPricePaymentDateOffsetPeriod(42656) is specified. PaymentStreamFinalPricePaymentDate is a subcomponent of the PaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. PaymentStreamFormula is a subcomponent of the PaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubEndDateOffsetUnit(42693) is specified. Conditionally required when PaymentStubEndDateOffsetPeriod(42692) is specified. PaymentStubEndDate is a subcomponent of the PaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to this payment stub instance. Conditionally required when PaymentStubStartDateOffsetUnit(42702) is specified. Conditionally required when PaymentStubStartDateOffsetPeriod(42701) is specified. PaymentStubStartDate is a subcomponent of the PaymentStubGrp component used to specify the start date of the payment stub. When specified, this overrides the business day convention defined in the DateAdjustment component in Instrument. The specified value would be specific to OptionExercise. When specified, this overrides the business centers defined in the DateAdjustment component in Instrument. The specified values would be specific to OptionExercise. Conditionally required when SettlMethodElectionDateOffsetUnit(42781) is specified. Conditionally required when SettlMethodElectionDateOffsetPeriod(42780) is specified. The SettlMethodElectionDate component is a subcomponent within the OptionExercise component used to report the settlement method election date. When specified, this overrides the business day convention defined in the DateAdjustment component in the Instrument component. The specified value would be specific to this instance of the cash settlement provision. When specified, this overrides the business centers defined in the DateAdjustment component in the Instrument component. The specified values would be specific to this instance of the cash settlement provision. Conditionally required when UnderlyingCashSettlDateOffsetUnit(42794) is specified. Conditionally required when UnderlyingCashSettlDateOffsetPeriod(42793) is specified. The UnderlyingCashSettlDate component is a subcomponent within the UnderlyingCashSettlTermGrp component used to report the cash settlement date defined in the settlement provision. Conditionally required when UnderlyingDividendFloatingRateIndexCurveUnit(42803) is specified. Conditionally required when UnderlyingDividendFloatingRateIndexCurvePeriod(42802) is specified. The UnderlyingDividendAccrualFloatingRate component is a subcomponent of UnderlyingDividendConditions used to define the dividend accrual floating rate attributes of dividend payment conditions. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetUnit(42821) is specified. Conditionally required when UnderlyingDividendAccrualPaymentDateOffsetPeriod(42820) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendAccrualPaymentDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendAccrualPaymentDate. The UnderlyingDividendAccrualPaymentDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend accrual payment date. The UnderlyingDividendConditions component is a subcomponent of UnderlyingPaymentStream used to specify the conditions' valuations and dates governing the payment of dividends. Conditionally required when UnderlyingDividendFXTriggerDateOffsetUnit(42848) is specified. Conditionally required when UnderlyingDividendFXTriggerDateOffsetPeriod(42847) is specified. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The value would be specific to this instance of UnderlyingDividendFXTriggerDate. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The values would be specific to this instance of UnderlyingDividendFXTriggerDate. The UnderlyingDividendFXTriggerDate component is a subcomponent of UnderlyingDividendConditions used to report the dividend date when a foreign exchange trade is triggered. UnderlyingDividendPayout is a subcomponent of UnderlyingInstrument used to specify the dividend or coupon payout parameters of an equity or bond underlier. UnderlyingOptionExerciseMakeWholeProvision is a subcomponent of the UnderlyingOptionExercise component used to specify the set of rules of maintaining balance when an option is exercised. A "make whole" provision seeks to penalize the the option buyer, i.e. make the seller "whole", if the buyer exercises the option prior to the makeWholeDate, e.g. the early call date of a convertible bond. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to payment stream compounding dates. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to payment stream compounding dates. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetUnit(42907) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingDatesOffsetPeriod(42906) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyUnit(42911) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingFrequencyPeriod(42910) is specified. When specified, this overrides the date roll convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this instance of the payment stream dates. UnderlyingPaymentStreamCompoundingDates is a subcomponent of the UnderlyingPaymentStream component used to specify the compounding dates of the stream - either specific, relative or periodic dates. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetUnit(42920) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingEndDateOffsetPeriod(42919) is specified. UnderlyingPaymentStreamCompoundingEndDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the end date for compounding. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurveUnit(42925) is specified. Conditionally required if UnderlyingPaymentStreamCompoundingRateIndexCurvePeriod(42924) is specified. UnderlyingPaymentStreamCompoundingFloatingRate is a subcomponent of the UnderlyingPaymentStream component used to report the parameters for determining the compounding floating rate of the stream. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetUnit(42944) is specified. Conditionally required when UnderlyingPaymentStreamCompoundingStartDateOffsetPeriod(42943) is specified. UnderlyingPaymentStreamCompoundingStartDate is a subcomponent of the UnderlyingPaymentStreamCompoundingDates component used to specify the start date for compounding. Conditionally required when UnderlyingPaymentStreamFormulaImage(42948) is specified. Conditionally required when UnderlyingPaymentStreamFormulaImageLength(42947) is specified. UnderlyingPaymentStreamFormulaImage is a subcomponent of the UnderlyingPaymentStreamFormula component used to include a base64Binary-encoded image clip of the formula. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetUnit(42952) is specified. Conditionally required when UnderlyingPaymentStreamFinalPricePaymentDateOffsetPeriod(42951) is specified. UnderlyingPaymentStreamFinalPricePaymentDate is a subcomponent of the UnderlyingPaymentStreamPaymentDates component used to specify the final price payment date, e.g. for an equity return swap. UnderlyingPaymentStreamFormula is a subcomponent of the UnderlyingPaymentStreamFloatingRate component used to report the parameters for determining the floating rate of the stream e.g. for equity swaps. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubEndDateOffsetUnit(42988) is specified. Conditionally required when UnderlyingPaymentStubEndDateOffsetPeriod(42987) is specified. UnderlyingPaymentStubEndDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the end date of the payment stub. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to this payment stub instance. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to this payment stub instance. Conditionally required when UnderlyingPaymentStubStartDateOffsetUnit(42997) is specified. Conditionally required when UnderlyingPaymentStubStartDateOffsetPeriod(42996) is specified. UnderlyingPaymentStubStartDate is a subcomponent of the UnderlyingPaymentStubGrp component used to specify the start date of the payment stub. UnderlyingRateSpreadSchedule is a subcomponent of UnderlyingInstrument used to specify the rate spread schedule for a basket underlier. When specified, this overrides the business day convention defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified value would be specific to UnderlyingOptionExercise. When specified, this overrides the business centers defined in the UnderlyingDateAdjustment component in UnderlyingInstrument. The specified values would be specific to UnderlyingOptionExercise. Conditionally required when UnderlyingSettlMethodElectionDateOffsetUnit(43080) is specified. Conditionally required when UnderlyingSettlMethodElectionDateOffsetPeriod(43079) is specified. The UnderlyingSettlMethodElectionDate component is a subcomponent within the UnderlyingOptionExercise component used to report the settlement method election date. MsgType = 6 Required for Cancel and Replace IOITransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages". Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Side of Indication Valid subset of values: 1 = Buy 2 = Sell 7 = Undisclosed B = As Defined (for multilegs) C = Opposite (for multilegs) Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" The value zero is used if NoLegs repeating group is used Applicable if needed to express CashOrder Qty (tag 152) The value zero is used if NoLegs repeating group is used Insert here the set of "Stipulations" (symbology) fields defined in "Common Components of Application Messages" Required for multileg IOIs Required if any IOIQualifiers are specified. Indicates the number of repeating IOIQualifiers. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Indication of interest messages are used to market merchandise which the broker is buying or selling in either a proprietary or agency capacity. The indications can be time bound with a specific expiration value. Indications are distributed with the understanding that other firms may react to the message first and that the merchandise may no longer be available due to prior trade. Indication messages can be transmitted in various transaction types; NEW, CANCEL, and REPLACE. All message types other than NEW modify the state of the message identified in IOIRefID. MsgType = 7 Required for Cancel and Replace AdvTransType messages Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs Identifies a Multi-leg Execution if present and non-zero. Number of underlyings Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) Advertisement messages are used to announce completed transactions. The advertisement message can be transmitted in various transaction types; NEW, CANCEL and REPLACE. All message types other than NEW modify the state of a previously transmitted advertisement identified in AdvRefID. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Describes the purpose of the execution report. Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Expired MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. ^Rejected For optional use with ExecType = 8 (Rejected) Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. MsgType = 8 For use in drop copy applications. NOT FOR USE in transactional applications. OrderID is required to be unique for each chain of orders. Required if provided on the order message. Echo back the value provided in the order message. Can be used to link execution to the MassOrder(35=DJ) message. Can be used to provide order id used by exchange or executing system. Can alternatively be used to convey implicit order priority. in.ClOrdID Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). In the case of quotes can be mapped to: - QuoteMsgID(1166) of a single Quote(35=S) - QuoteID(117) of a MassQuote(35=i). - MassOrderReportID(2424) of a MassOrderAck(35=DK) In the case of quotes can be mapped to: o QuoteMsgID(1166) of a single Quote(35=S) o QuoteID(117) of a MassQuote(35=i) Conditionally required for response to a Cancel or Cancel/Replace request (ExecType(150) = 6 (Pending Cancel, 5 (Replaced), or 4 (Canceled)) when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11). ClOrdID(11) of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Reference to the MDEntryID(278) of this order or quote in the market data. Required if responding to a QuoteResponse(35=AJ) message. Echo back the Initiator's value specified in the message. Required if responding to and if provided on the OrderStatusRequest(35=H) message. Echo back the value provided by the requester. Required if responding to a OrderMassStatusRequest(35=AF). Echo back the value provided by the requester. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Can be used when responding to an OrderMassStatusRequest(35=AF) to identify the total number of ExecutionReport(35=8) messages which will be returned. Can be used when responding to an OrderMassStatusRequest(35=AF) to indicate that this is the last ExecutionReport(35=8) messages which will be returned as a result of the request. Specifies party information related to the submitter. Specifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Required for executions against orders which were submitted as part of a list. CrossID for the replacement order Must match original cross order. Same order chaining mechanism as ClOrdID(11)/OrigClOrdID(41) with OrderCancelReplaceRequest(35=G). Conditionally required when RefRiskLimitCheckID(2334) is specified. Unique identifier of execution message as assigned by sell-side (broker, exchange, ECN) (will be 0 (zero) for ExecType(150) = I (Order Status)). Required for ExecType(150) = H (Trade Cancel) and ExecType(150) = G (Trade Correct). Can be used to provide further detail for ExecType(150) field. Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx For optional use with OrdStatus = 0 (New) Required for ExecType = D (Restated). in.Account Required for executions against electronically submitted orders which were assigned an account by the institution or intermediary Specifies type of account Pre-trade allocation instructions. Takes precedence over SettlType value and conditionally required/omitted for specific SettleType values. Required for NDFs to specify the "value date". Number of underlyings in.Side Available for optional use when Side(54) = 6(Sell short exempt). **IMPORTANT NOTE: OrderQty(38) field is required for single instrument orders unless rejecting or acknowledging an order with CashOrderQty(152) or OrderPercent(516). ** in.OrdType Required if specified on the order Required if specified on the order The current price the order is pegged at The reference price of a pegged order. The current discretionary price of the order Required if specified on the order The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For communication of the performance of the order versus the target strategy Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. in.TimeInForce Absence of this field indicates Day order Time specified on the order at which the order should be considered valid Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireTime(126) is not specified. Conditionally required if TimeInForce(59) = 6 (GTD) and ExpireDate(432) is not specified. Conditionally required when TimeInForce(59)=10 (Good for Time) Can contain multiple instructions, space delimited. Applies to trades resulting from the order. Used for FX trades to express the quantity or amount of the other side of the currency. Conditionally required if ExecType(150) = F (Trade) or G (Trade Correct) and is an FX trade. Optionally used when ExecType(150) = F (Trade) or G (Trade Correct) and is a FX Swap trade. Used to express the swap points for the swap trade event. Last price expressed in percent-of-par. Conditionally required for Fixed Income trades when LastPx(31) is expressed in Yield, Spread, Discount or any other price type that is not percent-of-par. Applicable for F/X orders Applicable for F/X orders Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). If ExecType(150) = F (Trade), indicates the market where the trade was executed. If ExecType(150) = 0 (New (0), indicates the market where the order was routed. Insert here the set of "LimitAmts" fields defined in "Common Components" Quantity open for further execution. If the OrdStatus(39) is = 4 (Canceled), 3 (Done For Day), C (Expired), B (Calculated), or 8 (Rejected) (in which case the order is no longer active) then LeavesQty(151) could be 0, otherwise LeavesQty(151) = OrderQty(38) - CumQty(14). Currently executed quantity for chain of orders. Can be used to specify the remaining quantity that was cancelled prior to order reaching terminal state (i.e. when LeavesQty(151)=0). If specified, OrderQty(38) = CumQty(14) + CxlQty(84). Not required for markets where average price is not calculated by the market. Conditionally required otherwise. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. For GT orders on days following the day of the first trade. Used to support fragmentation. Sum of NoFills(1362) across all messages with the same ExecID(17). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the order events included in this ExecutionReport(35=8), mutually exclusive with FillsGrp component. States whether executions are booked out or accumulated on a partially filled GT order Used when reporting other than current day trades. Time the transaction represented by this ExecutionReport(35=8) occurred. Note: On a fill/partial-fill message, it represents value for that fill/partial fill. On ExecType(150) = B (Calculated), it represents cumulative value for the order. Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. For fixed income products which pay lump-sum interest at maturity. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration. For repurchase agreements the end (dirty) cash consideration. On a fill/partial fill message, it represents value for that fill/partial fill. On a ExecType(150) = B (Calculated) message, it represents cumulative value for the order. Value expressed in the currency reflected by the Currency(15) field. Used to report results of forex accommodation trade. Used to report results of forex accommodation trade. Required for Non-Deliverable Forwards. Foreign exchange rate used to compute SettlCurrAmt(119) from Currency(15) to SettlCurrency(120). Specifies whether the SettlCurrFxRate(155) should be multiplied or divided. For use in derivatives omnibus accounting Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the forward points (added to LastSpotRate) for the future portion of a F/X swap. Default is a single security if not specified. For contingency orders, the type of contingency as specified in the order. For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order For CIV - Optional For CIV - Optional For CIV - Optional For CIV - Optional Applicable only on OrdStatus(39) = 1 of (Partially filled) or 2(Filled). Specifies the leg executions of a multi-leg order or quote. Required if any miscellaneous fees are reported. Quantity (e.g. shares) bought/sold on this (last) fill. Required if ExecType(150) = F (Trade) or ExecType(150) = G (Trade Correct) unless FillsGrp or OrderEventGrp is used. If ExecType(150) = 7 (Stopped), represents the quantity stopped/guaranteed/protected for. Price of this (last) fill. Required if ExecType(150) = ExecType = F (Trade) or G (Trade Correct) unless FillsGrp or OrderEventGrp is used. Should represent the "all-in" (LastSpotRate(194) + LastForwardPoints(195)) rate for F/X orders.). If ExecType(150) = 7 (Stopped), represents the price stopped/guaranteed/protected at. Not required for FX Swap when ExecType(150) = F (Trade) or G (Trade Correct) as there is no "all-in" rate that applies to both legs of the FX Swap. Specifies the partial fills included in this ExecutionReport(35=8), mutually exclusive with OrderEventGrp component. The execution report message is used to: 1. confirm the receipt of an order 2. confirm changes to an existing order (i.e. accept cancel and replace requests) 3. relay order status information 4. relay fill information on working orders 5. relay fill information on tradeable or restricted tradeable quotes 6. reject orders 7. report post-trade fees calculations associated with a trade MsgType = 9 If CxlRejReason="Unknown order", specify "NONE". Required if provided on the order cancel or cancel/replace request. Echo back the value provided by the requester. Can be used to provide order id used by exchange or executing system. Unique order id assigned by institution or by the intermediary with closest association with the investor. to the cancel request or to the replacement order. ClOrdID(11) which could not be canceled/replaced. ClOrdID of the previous accepted order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. OrdStatus value after this cancel reject is applied. If CxlRejReason = "Unknown Order", specify Rejected. For optional use with OrdStatus = 0 (New) Required for rejects against orders which were submitted as part of a list. Reason description for rejecting the transaction request. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel reject message is issued by the broker upon receipt of a cancel request or cancel/replace request message which cannot be honored. MsgType = B Unique identifer for News message News items referenced by this News message Used to optionally specify the national language used for the News item. Specifies the headline text Must be set if EncodedHeadline field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Headline field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Used to optionally specify the market to which this News applies. Used to optionally specify the market segment to which this News applies. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified A URL (Uniform Resource Locator) link to additional information (i.e. http://www.XYZ.com/research.html) The news message is a general free format message between the broker and institution. The message contains flags to identify the news item's urgency and to allow sorting by subject company (symbol). The News message can be originated at either the broker or institution side, or exchanges and other marketplace venues. MsgType = C Unique identifier for the email message thread Specifies the Subject text Must be set if EncodedSubject field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Subject field in the encoded format specified via the MessageEncoding field. Required if any RoutingType and RoutingIDs are specified. Indicates the number within repeating group. Specifies the number of repeating symbols (instruments) specified Number of underlyings Specifies the number of repeating lines of text specified The email message is similar to the format and purpose of the News message, however, it is intended for private use between two parties. MsgType = D Unique identifier of the order as assigned by institution or by the intermediary (CIV term, not a hub/service bureau) with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Type of account associated with the order (Origin) Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, W, a, d) must be specified. Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Useful for verifying security identification Available for optional use when Side(54) = 6(Sell short exempt). Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Specifies how long the order remains in effect. Absence of this field is interpreted as DAY. NOTE not applicable to CIV Orders. (see Volume : "Glossary" for value definitions) Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap which is also a limit order. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Conditionally required for auction orders ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" $Market.Phase == "Closed" BusinessRejectRefID(379) correlates to ClOrdId(11) field in the order message !exists $Market.SecMassStatGrp[SecurityID==in.SecurityID]" ExecutionReport echoes ClOrdId and OrderRequestID from order message and assigns OrderID and ExecID $Market.SecMassStatGrp[SecurityID==in.SecurityID].SecurityTradingStatus != ^TradingHalt and $Market.Phase == "Open" One or more fills may occur; the first one may be synchronous. The new order message type is used by institutions wishing to electronically submit securities and forex orders to a broker for execution. The New Order message type may also be used by institutions or retail intermediaries wishing to electronically submit Collective Investment Vehicle (CIV) orders to a broker or fund manager for execution. MsgType = E Must be unique, by customer, for the day Should refer to an earlier program if bidding took place. e.g. Non Disclosed Model, Disclosed Model, No Bidding Process For CIV - Optional Reference to Registration Instructions message applicable to all Orders in this List. Controls when execution should begin For CIV Orders indicates order of execution.. Free-form text. Used for contingency orders. Must be set if EncodedListExecInst field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListExecInst field in the encoded format specified via the MessageEncoding field. The maximum percentage that execution of one side of a program trade can exceed execution of the other. The maximum amount that execution of one side of a program trade can exceed execution of the other. The currency that AllowableOneSidedness is expressed in if AllowableOneSidednessValue is used. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual orders. Number of orders in this message (number of repeating groups to follow) The NewOrderList Message can be used in one of two ways depending on which market conventions are being followed. MsgType = F Required if provided on the order being cancelled. Echo back the value provided by the requester. ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Unique ID of cancel request as assigned by the institution. Required for List Orders Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Execution destination when referring to orders that were not electronically submitted over FIX and ClOrdID has not been assigned or is not available to the recipient of the request. Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty = CumQty + LeavesQty (see exceptions above) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order). MsgType = G Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. ClOrdID(11) of the previous non rejected order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Required for List Orders TransactTime of the last state change that occurred to the original order Used to assign an overall allocation id to the block of preallocations Number of repeating groups for pre-trade allocation For NDFs either SettlType or SettlDate should be specified. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. For NDFs either SettlType or SettlDate should be specified. Can contain multiple instructions, space delimited. Replacement order must be created with new parameters (i.e. original order values will not be brought forward to replacement order unless redefined within this message). Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Must match original order Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings Should match original order's side, however, if bilaterally agreed to the following groups could potentially be interchanged: Buy and Buy Minus Sell, Sell Plus, Sell Short, and Sell Short Exempt Cross, Cross Short, and Cross Short Exempt Available for optional use when Side(54) = 6(Sell short exempt). Time this order request was initiated/released by the trader or trading system. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Note: OrderQty value should be the "Total Intended Order Quantity" (including the amount already executed for this chain of orders) Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must match original order. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Applies to trades resulting from the order. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq=Y. Required for NDFs. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the price for the future portion of a F/X swap. For use in derivatives omnibus accounting For use with derivatives, such as options Required for short sell orders For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Conditionally required for auction orders. The order cancel/replace request is used to change the parameters of an existing order. Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose. MsgType = H Conditionally required if ClOrdID(11) is not provided. Either OrderID or ClOrdID must be provided. The ClOrdID of the order whose status is being requested. Conditionally required if the OrderID(37) is not provided. Either OrderID or ClOrdID must be provided. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Optional, can be used to uniquely identify a specific Order Status Request message. Echoed back on Execution Report if provided. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Must match original order Number of underlyings The order status request message is used by the institution to generate an order status message back from the broker. MsgType = J Unique identifier for this allocation instruction message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages". For NDFs fixing date and time can be optionally specified using MaturityDate and MaturityTime. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX, if specified, expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Take-up Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. The Allocation Instruction message provides the ability to specify how an order or set of orders should be subdivided amongst one or more accounts. In versions of FIX prior to version 4.4, this same message was known as the Allocation message. Note in versions of FIX prior to version 4.4, the allocation message was also used to communicate fee and expense details from the Sellside to the Buyside. This role has now been removed from the Allocation Instruction and is now performed by the new (to version 4.4) Allocation Report and Confirmation messages.,The Allocation Report message should be used for the Sell-side Initiated Allocation role as defined in previous versions of the protocol. MsgType = K Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Cancel Request message type is used by institutions wishing to cancel previously submitted lists either before or during execution. MsgType = L Must be unique, by customer, for the day Used with BidType=Disclosed to provide the sell side the ability to determine the direction of the trade to execute. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The List Execute message type is used by institutions to instruct the broker to begin execution of a previously submitted list. This message may or may not be used, as it may be mirroring a phone conversation. MsgType = M Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The list status request message type is used by institutions to instruct the broker to generate status messages for a list. MsgType = N Total number of messages required to status complete list. Sequence number of this report message. Must be set if EncodedListStatusText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ListStatusText field in the encoded format specified via the MessageEncoding field. Used to support fragmentation. Sum of NoOrders across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of orders statused in this message, i.e. number of repeating groups to follow. The list status message is issued as the response to a List Status Request message sent in an unsolicited fashion by the sell-side. It indicates the current state of the orders within the list as they exist at the broker's site. This message may also be used to respond to the List Cancel Request. MsgType = P Optional second identifier for the allocation instruction being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Instruction Ack generated Denotes the status of the allocation instruction; received (but not yet processed), rejected (at block or account level) or accepted (and processed). Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Instruction were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated when AllocStatus has any other value. Indicates number of allocation groups to follow. In versions of FIX prior to version 4.4, this message was known as the Allocation ACK message. The Allocation Instruction Ack message is used to acknowledge the receipt of and provide status for an Allocation Instruction message. MsgType = Q Broker Order ID as identified on problem execution Execution ID of problem execution Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required if specified on the ExecutionRpt Required if specified on the ExecutionRpt Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Don�t Know Trade (DK) message notifies a trading partner that an electronically received execution has been rejected. This message can be thought of as an execution reject message. MsgType = R For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Required only in two party models when QuoteType(537) = '1' (Tradeable) and the OrdType(40) = '2' (Limit). Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. In some markets it is the practice to request quotes from brokers prior to placement of an order. The quote request message is used for this purpose. This message is commonly referred to as an Request For Quote (RFQ) MsgType = S Required when quote is in response to a QuoteRequest(35=R) message. Unique identifier for the bid side of the quote. Unique identifier for the ask side of the quote. Can be used when modifying an existing quote. Optionally used to supply a message identifier for a quote. Required when responding to the QuoteResponse(35=AJ) message. The counterparty specified ID of the QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. Required for Tradeable or Counter quotes of single instruments Required for Tradeable quotes or Counter quotes of single instruments Can be used with forex quotes to specify a specific "value date". For NDFs this is required. Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Required for NDFs to specify the settlement currency (fixing currency). Required for multileg quotes If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. For use in private/directed quote negotiations. The time when the quote will expire Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets SpreadOrBenchmarkCurveData component may be used to specify the benchmark. SpreadOrBenchmarkCurveData component may be used to specify the benchmark. Spread(218) may be used for a mid-spread value. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote message is used as the response to a Quote Request or a Quote Response message in both indicative, tradeable, and restricted tradeable quoting markets. MsgType = T Unique identifier for this message Only used when this message is used to respond to a settlement instruction request (to which this ID refers) 1=Standing Instructions, 2=Specific Allocation Account Overriding, 3=Specific Allocation Account Standing , 4=Specific Order, 5=Reject SSI request Required for SettlInstMode = 5. Used to provide reason for rejecting a Settlement Instruction Request message. Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Required for SettlInstMode(160) = 4 and when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Date/time this message was generated SettlInstMode != ^RequestReject Required except where SettlInstMode is 5=Reject SSI request The Settlement Instructions message provides the broker�s, the institution�s, or the intermediary�s instructions for trade settlement. This message has been designed so that it can be sent from the broker to the institution, from the institution to the broker, or from either to an independent "standing instructions" database or matching system or, for CIV, from an intermediary to a fund manager. MsgType = V Must be unique, or the ID of previous Market Data Request to disable if SubscriptionRequestType(263) = 2(Disable previous Snapshot + Updates Request). SubscriptionRequestType(263) indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. Required if SubscriptionRequestType(263) = 1(Snapshot + Updates). Can be used to clarify a request if MDEntryType(269) = 4 (Opening price), 5 (Closing price), or 6 (Settlement price). Defines the scope(s) of the request Can be used when MarketDepth(254) >= 2 and MDUpdateType(265) = 1(Incremental Refresh). Can be used to limit the result set to the specified markets or market segments. Action to take if application level queuing exists Maximum application queue depth that must be exceeded before queuing action is taken. Some systems allow the transmission of real-time quote, order, trade, trade volume, open interest, and/or other price information on a subscription basis. A MarketDataRequest(35=V) is a general request for market data on specific securities or forex quotes. The values in the fields provided within the request will serve as further filter criteria for the result set. MsgType = W Total number or reports returned in response to a request. Unique identifier for the market data report. Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Can be used to define a subordinate book. Can be used to define the current depth of the book. Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a MarketDataRequest(35=V). Required for multileg quotes Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data messages are used as the response to a Market Data Request message. In all cases, one Market Data message refers only to one Market Data Request. It can be used to transmit a 2-sided book of orders or list of quotes, a list of trades, index values, opening, closing, settlement, high, low, or VWAP prices, the trade volume or open interest for a security, or any combination of these. MsgType = X Describes the type of book for which the feed is intended. Can be used when multiple feeds are provided over the same connection Describes a class of service for a given data feed, ie Regular and Market Maker Used to specify the trading date for which a set of market data applies Conditionally required if this message is in response to a Market Data Request. Number of entries following. Depth of application messages queued for transmission as of delivery of this message Action taken to resolve application queuing The Market Data message for incremental updates may contain any combination of new, changed, or deleted Market Data Entries, for any combination of instruments, with any combination of trades, imbalances, quotes, index values, open, close, settlement, high, low, and VWAP prices, trade volume and open interest so long as the maximum FIX message size is not exceeded. All of these types of Market Data Entries can be changed and deleted. MsgType = Y Must refer to the MDReqID of the request. Insert here the set of Parties (firm identification) fields defined in "Common Components of Application Messages Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Market Data Request Reject is used when the broker cannot honor the Market Data Request, due to business or technical reasons. Brokers may choose to limit various parameters, such as the size of requests, whether just the top of book or the entire book may be displayed, and whether Full or Incremental updates must be used. MsgType = Z Required when quote is in response to a Quote Request message Conditionally required when QuoteCancelType(298) = 5 (Cancel specified single quote) and SecondarlyQuoteID(1751) is not specified. Maps to QuoteID(117) of a single Quote(35=S) or QuoteEntryID(299) of a MassQuote(35=i) Conditionally required when QuoteCancelType(298) = 5 (Cancel specific single quote) and QuoteID(117) is not specified. Optionally used to supply a message identifier for a quote cancel. Identifies the type of Quote Cancel request. Conditionally required when QuoteCancelType(298)=6(Cancel by type of quote). Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Cancel should be applied. Type of account associated with the order (Origin) The number of securities (instruments) whose quotes are to be canceled Not required when cancelling all quotes. The Quote Cancel message is used by an originator of quotes to cancel quotes. The Quote Cancel message supports cancellation of: � All quotes � Quotes for a specific symbol or security ID � All quotes for a security type � All quotes for an underlying MsgType = a (lowercase) Maps to: - QuoteID(117) of a single Quote - QuoteEntryID(299) of a Mass Quote. Conditionally required when requesting status of a single security quote. Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Required for multileg quotes Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Quote Status Request should apply. Type of account associated with the order (Origin) Used to subscribe for Quote Status Report messages The quote status request message is used for the following purposes in markets that employ tradeable or restricted tradeable quotes: � For the issuer of a quote in a market to query the status of that quote (using the QuoteID to specify the target quote). � To subscribe and unsubscribe for Quote Status Report messages for one or more securities. MsgType = b (lowercase) Required when acknowledgment is in response to a Quote Request message Required when acknowledgment is in response to a Mass Quote, mass Quote Cancel or mass Quote Status Request message. Maps to: - QuoteID(117) of a Mass Quote - QuoteMsgID(1166) of Quote Cancel - QuoteStatusReqID(649) of Quote Status Request Status of the mass quote acknowledgement. Reason Quote was rejected. Level of Response requested from receiver of quote messages. Is echoed back to the counterparty. Type of Quote Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Should be populated if the Mass Quote Acknowledgement is acknowledging a mass quote cancellation by party. Type of account associated with the order (Origin) Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The number of sets of quotes in the message Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. MsgType = c (lowercase) Identifies the market for which the security definition request is being made. Identifies the segment of the market for which the security definition request is being made. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Optional trading session identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The SecurityDefinitionRequest(35=c) message is used for the following: 1. Request a specific security to be traded with the second party. The requested security can be defined as a multileg security made up of one or more instrument legs. 2. Request a set of individual securities for a single market segment. 3. Request all securities, independent of market segment. MsgType = d (lowercase) Used to identify the SecurityDefinition(35=d) message. Used to identify the response to a SecurityDefinitionRequest(35=c) message. Allow result of query request to be returned to requester Used to specify a rejection reason when SecurityResponseType(323)=5 (Reject security proposal). Used to specify forms of product classifications Currency in which the price is denominated Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated The SecurityDefinition(35=d) message is used for the following: 1. Accept the security defined in a SecurityDefinition(35=d) message. 2. Accept the security defined in a SecurityDefinition(35=d) message with changes to the definition and/or identity of the security. 3. Reject the security requested in a SecurityDefinition(35=d) message. 4. Respond to a request for securities within a specified market segment. 5. Convey comprehensive security definition for all market segments that the security participates in. 6. Convey the security's trading rules that differ from default rules for the market segment. MsgType = e (lowercase) Must be unique, or the ID of previous Security Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security SubscriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. The Security Status Request message provides for the ability to request the status of a security. One or more Security Status messages are returned as a result of a Security Status Request message. MsgType = f (lowercase) Business day that the state change applies to. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Used to relay changes in the book type Used to relay changes in market depth. Represents the last price for that security either on a consolidated or an individual participant basis at the time it is disseminated. Time of status information. Represents the price of the first fill of the trading session. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The Security Status message provides for the ability to report changes in status to a security. The Security Status message contains fields to indicate trading status, corporate actions, financial status of the company. The Security Status message is used by one trading entity (for instance an exchange) to report changes in the state of a security. MsgType = g (lowercase) Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of trading Trading Session Mode The Trading Session Status Request is used to request information on the status of a market. With the move to multiple sessions occurring for a given trading party (morning and evening sessions for instance) there is a need to be able to provide information on what product is trading on what market. MsgType = h (lowercase) Conditionally required when responding to a specific TradingSessionStatusRequest(35=g) Market for which trading session applies Market Segment for which trading session applies Business day for which trading session applies to. Identifier for trading session Set to 'Y' if message is sent unsolicited as a result of a previous subscription request. Identifies an event related to the trading status of a trading session Indicates if trading session is in fast market. TradSesStatus==^RequestRejected Use with TradSesStatus(340) = 6(Request Rejected). Starting time of the trading session Time of the opening of the trading session Time of the pre-close of the trading session Closing time of the trading session End time of the trading session Indicates how control of trading session and subsession transitions are performed Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Use if status information applies only to a subset of all instruments. Use SecurityStatus(35=f) message instead for status on a single instrument. The Trading Session Status provides information on the status of a market. For markets multiple trading sessions on multiple-markets occurring (morning and evening sessions for instance), this message is able to provide information on what products are trading on what market during what trading session. MsgType = i (lowercase) Required when quote is in response to a Quote Request message Type of Quote Default is Indicative if not specified Level of Response requested from receiver of quote messages. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Type of account associated with the order (Origin) Default Bid Size for quote contained within this quote message - if not explicitly provided. Default Offer Size for quotes contained within this quote message - if not explicitly provided. The number of sets of quotes in the message Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. The Mass Quote message can contain quotes for multiple securities to support applications that allow for the mass quoting of an option series. Two levels of repeating groups have been provided to minimize the amount of data required to submit a set of quotes for a class of options (e.g. all option series for IBM). MsgType = j (lowercase) MsgSeqNum of rejected message The MsgType of the FIX message being referenced. Recommended when rejecting an application message that does not explicitly provide ApplVerID ( 1128) on the message being rejected. In this case the value from the DefaultApplVerID(1137) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide ApplExtID(1156) on the rejected message. In this case the value from the DefaultApplExtID(1407) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. Recommended when rejecting an application message that does not explicitly provide CstmApplVerID(1129) on the message being rejected. In this case the value from the DefaultCstmApplVerID(1408) or the default value specified in the NoMsgTypes repeating group on the logon message should be provided. The value of the business-level "ID" field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified. Code to identify reason for a Business Message Reject message. Where possible, message to explain reason for rejection Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Business Message Reject message can reject an application-level message which fulfills session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued. MsgType = k (lowercase) Required to relate the bid response Identifies the Bid Request message transaction type e.g. "Non Disclosed", "Disclosed", No Bidding Process Total number of tickets/allocations assuming fully executed Used to represent the currency of monetary amounts. Expressed in Currency Expressed in Currency Used if BidType="Non Disclosed" Used if BidType="Disclosed" Overall weighted average liquidity expressed as a % of average daily volume % value of stocks outside main country in Currency % of program that crosses in Currency Time in minutes between each ListStatus report sent by SellSide. Zero means don't send status. Net/Gross Is foreign exchange required Indicates the total number of bidders on the list Used when BasisPxType = "C" Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The BidRequest Message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention (e.g. US/European model) the BidRequest message can be used to request a bid based on the sector, country, index and liquidity information contained within the message itself. In the "Non disclosed" convention the entry repeating group is used to define liquidity of the program. See " Program/Basket/List Trading" for an example. In the "Disclosed" convention (e.g. Japanese model) the BidRequest message can be used to request bids based on the ListOrderDetail messages sent in advance of BidRequest message. In the "Disclosed" convention the list repeating group is used to define which ListOrderDetail messages a bid is being sort for and the directions of the required bids. MsgType = l (lowercase L) Number of bid repeating groups The Bid Response message can be used in one of two ways depending on which market conventions are being followed. In the "Non disclosed" convention the Bid Response message can be used to supply a bid based on the sector, country, index and liquidity information contained within the corresponding bid request message. See "Program/Basket/List Trading" for an example. In the "Disclosed" convention the Bid Response message can be used to supply bids based on the List Order Detail messages sent in advance of the corresponding Bid Request message. MsgType = m (lowercase) Used to support fragmentation. Sum of NoStrikes across all messages with the same ListID. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Number of strike price entries The strike price message is used to exchange strike price information for principal trades. It can also be used to exchange reference prices for agency trades. MsgType = o (lowercase O) Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary to which Registration relates Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Number of registration details in this message (number of repeating groups to follow) Number of Distribution instructions in this message (number of repeating groups to follow) The Registration Instructions message type may be used by institutions or retail intermediaries wishing to electronically submit registration information to a broker or fund manager (for CIV) for an order or for an allocation. MsgType = p (lowercase P) Unique identifier of the original Registration Instructions details Identifies original Registration Instructions transaction type Required for Cancel and Replace RegistTransType messages Unique identifier of the order as assigned by institution or intermediary. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" The Registration Instructions Response message type may be used by broker or fund manager (for CIV) in response to a Registration Instructions message submitted by an institution or retail intermediary for an order or for an allocation. MsgType = q (lowercase Q) Unique ID of Order Mass Cancel Request as assigned by the institution. Specifies the type of cancellation requested Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Can be used to specify the parties to whom the Order Mass Cancel should apply. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Required for MassCancelRequestType = 8 (Cancel orders for a market) Required for MassCancelRequestType = 9 (Cancel orders for a market segment) Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. Time this order request was initiated/released by the trader or trading system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The order mass cancel request message requests the cancellation of all of the remaining quantity of a group of orders matching criteria specified within the request. NOTE: This message can only be used to cancel order messages (reduce the full quantity). MsgType = r (lowercase R) ClOrdID provided on the Order Mass Cancel Request. Unavailable in case of an unsolicited report, such as after a trading halt or a corporate action requiring the deletion of outstanding orders. Unique Identifier for the Order Mass Cancel Request assigned by the recipient of the Order Mass Cancel Request. Unique Identifier for the Order Mass Cancel Report assigned by the recipient of the Order Mass Cancel Request Secondary Order ID assigned by the recipient of the Order Mass Cancel Request. Order Mass Cancel Request Type accepted by the system Indicates the action taken by the counterparty order handling system as a result of the Cancel Request 0 - Indicates Order Mass Cancel Request was rejected. Indicates why Order Mass Cancel Request was rejected Required if MassCancelResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Cancel Request List of orders affected by the Order Mass Cancel Request List of orders not affected by Order Mass Cancel Request. Trading Session in which orders are to be canceled Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Should be populated with the values provided on the associated OrderMassCancelRequest(MsgType=Q). Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Side of the market specified on the Order Mass Cancel Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Cancel Report is used to acknowledge an Order Mass Cancel Request. Note that each affected order that is canceled is acknowledged with a separate Execution Report or Order Cancel Reject message. MsgType = s (lowercase S) Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 1 or 2 if CrossType=1 2 otherwise Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to submit a cross order into a market. The cross order contains two order sides (a buy and a sell). The cross order is identified by its CrossID. MsgType = t (lowercase T) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of the previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Legs Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Useful for verifying security identification Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. A date and time stamp to indicate when this order was booked with the agent prior to submission to the VMU Insert here the set of "Stipulations" (repeating group of Fixed Income stipulations) fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. OrdType == ^Stop || OrdType == ^StopLimit Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Insert here the set of "SpreadOrBenchmarkCurveData" (Fixed Income spread or benchmark curve) fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" (yield-related) fields defined in "Common Components of Application Messages" Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Used to modify a cross order previously submitted using the New Order - Cross message. See Order Cancel Replace Request for details concerning message usage. MsgType = u (lowercase U) Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being cancelled. Echo back the value provided by the requester. CrossID for the replacement order Must match the CrossID of previous cross order. Same order chaining mechanism as ClOrdID/OrigClOrdID with single order Cancel/Replace. Host assigned entity ID that can be used to reference all components of a cross; sides + strategy + legs Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual sides. Must be 1 or 2 Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of underlyings Number of Leg Time this order request was initiated/released by the trader, trading system, or intermediary. Used to fully cancel the remaining open quantity of a cross order. MsgType = v (lowercase V) Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Used to qualify which security types are returned Used to qualify which security type is returned Used to qualify which security types are returned The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = w (lowercase W) Identifier for the security response message The result of the security request identified by SecurityReqID Indicates total number of security types in the event that multiple Security Type messages are used to return results Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional MarketID to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Market Segment Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security Type Request message is used to return a list of security types available from a counterparty or market. MsgType = x (lowercase X) Type of Security List Request being made Identifies a specific list Indentifies a list type Identifies the source a list type Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" of the requested Security Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of underlyings Number of legs that make up the Security Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = y (lowercase Y) Identifies a specific Security List Entry Provides a reference to another Security List Identifies a list type Identifies the source of a list type Identifier for the Security List message Result of the Security Request identified by the SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the market which lists and trades the instrument. Identifies the segment of the market to which the specify trading rules and listing rules apply. The segment may indicate the venue, whether retail or wholesale, or even segregation by nationality. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List message is used to return a list of securities that matches the criteria specified in a Security List Request. MsgType = z (lowercase Z) Specifies the underlying instrument Group block which contains all information for an option family. Comment, instructions, or other identifying information. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Optional Trading Session Identifier to specify a particular trading session for which you want to obtain a list of securities that are tradeable. Subscribe or unsubscribe for security status to security specified in request. The Derivative Security List Request message is used to return a list of securities from the counterparty that match criteria provided on the request MsgType = AA (2 A's) Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Used to specify a rejection reason when SecurityResponseType (323) is equal to 1 (Invalid or unsupported request) or 5 (Request for instrument data not supported). Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Derivative Security List message is used to return a list of securities that matches the criteria specified in a Derivative Security List Request. MsgType = AB Unique identifier of the order as assigned by institution or by the intermediary with closest association with the investor. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "ReserveInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification For FX Swaps. Used to express the differential between the far leg's bid/offer and the near leg's bid/offer. Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Conditionally required when the multileg order is not for a FX Swap, or any other swap transaction where having OrderQty is irrelevant as the amounts are expressed in the LegQty. Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Required for counter-order selection / Hit / Take Orders. (OrdType = Q) Conditionally required if RefOrderID is specified. Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. The New Order - Multileg is provided to submit orders for securities that are made up of multiple securities, known as legs. MsgType = AC Unique identifier of most recent order as assigned by sell-side (broker, exchange, ECN). Required if provided on the order being replaced (or cancelled). Echo back the value provided by the requester. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order. Required when referring to orders that were electronically submitted over FIX or otherwise assigned a ClOrdID. Unique identifier of replacement order as assigned by institution or by the intermediary with closest association with the investor.. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. This is party information related to the submitter of the request. Identifies parties not directly associated with or owning the order, who are to be informed to effect processing of the order. Used to assign an identifier to the block of individual preallocations Number of repeating groups for pre-trade allocation Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Can contain multiple instructions, space delimited. If OrdType=P, exactly one of the following values (ExecInst = L, R, M, P, O, T, or W) must be specified. Insert here the set of "DisplayInstruction" fields defined in "common components of application messages" Specifies instructions to disclose certain order level information in market data. Specifies the number of repeating TradingSessionIDs Used to identify soft trades at order entry. Additional enumeration that indicates this is an order for a multileg order and that the sides are specified in the Instrument Leg component block. Number of underlyings Useful for verifying security identification Number of legs Required for short sell orders Time this order request was initiated/released by the trader, trading system, or intermediary. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required for limit OrdTypes. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc. Required for OrdType = "Stop" or OrdType = "Stop limit". Insert here the set of "TriggeringInstruction" fields defined in "common components of application messages" Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Required for Previously Indicated Orders (OrdType=E) Required for Previously Quoted Orders (OrdType=D) Absence of this field indicates Day order Can specify the time at which the order should be considered valid Conditionally required if TimeInForce = GTD and ExpireTime is not specified. Conditionally required if TimeInForce = GTD and ExpireDate is not specified. States whether executions are booked out or accumulated on a partially filled GT order Conditionally required when TimeInForce(59)=10 (Good for Time) Use as an alternative to CommissionData component if multiple commissions or enhanced attributes are needed. Indicates that broker is requested to execute a Forex accommodation trade in conjunction with the security trade. Required if ForexReq = Y. Method for booking out this order. Used when notifying a broker that an order to be settled by that broker is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. For use in derivatives omnibus accounting For use with derivatives, such as options Insert here the set of "PegInstruction" fields defined in "Common Components of Application Messages" Insert here the set of "DiscretionInstruction" fields defined in "Common Components of Application Messages" The target strategy of the order Strategy parameter block For further specification of the TargetStrategy Mandatory for a TargetStrategy=Participate order and specifies the target particpation rate. For other order types optionally specifies a volume limit (i.e. do not be more than this percent of the market volume) For CIV - Optional Reference to Registration Instructions message for this Order. Supplementary registration information for this Order Indicates the method of execution reporting requested by issuer of the order. Conditionally required for auction orders. Used to modify a multileg order previously submitted using the New Order - Multileg message. See Order Cancel Replace Request for details concerning message usage. MsgType = AD Unique identifier for the trade request. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Can be used to request a specific trade report. To request a specific trade report To request all trades based on secondary execution identifier Can be used to request all trades of a specific execution type. Can be used to request all trades of a specific trade type. Can be used to request all trades of a specific trade sub type. Can be used to request all trades for a specific transfer reason. Can be used to request all trades of a specific secondary trade type. Can be used to request all trades of a specific trade link identifier. Can be used to request a trade matching a specific TrdMatchID(880). Used to specify the parties for the trades to be returned (clearing firm, execution broker, trader id, etc.) ExecutingBroker ClearingFirm ContraBroker ContraClearingFirm SettlementLocation - depository, CSD, or other settlement party ExecutingTrader InitiatingTrader OrderOriginator Number of date ranges provided (must be 1 or 2 if specified) Can be used to request trades for a specific clearing business date. Can be used to request trades for a specific trading session. Can be used to request trades for a specific trading session. Can be used to request trades within a specific time bracket. Can be used to request trades for a specific side of a trade. Used to indicate if trades are to be returned for the individual legs of a multileg instrument or for the overall instrument. Can be used to requests trades that were submitted from a specific trade input source. Can be used to request trades that were submitted from a specific trade input device. Used to match specific values within Text(58) fields. The Trade Capture Report Request can be used to: � Request one or more trade capture reports based upon selection criteria provided on the trade capture report request � Subscribe for trade capture reports based upon selection criteria provided on the trade capture report request. MsgType = AE TradeReportID(571) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via TradeReportRefID(572). The alternative to a message-chain model is an entity-based model in which TradeID(1003) is used to identify a trade. In this case, TradeID(1003) is required and TradeReportID(571) can be optionally specified. Status of the trade report. In 3-party listed derivatives model, this is used to convey status of a trade to a counterparty. Used specifically in a "give-up" (also known as "claim") model. Identifier for the trade capture report request associated with this trade capture report. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. Set to 'Y' if message is sent as a result of a subscription request or out of band configuration. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. The TradeReportID(571) that is being referenced for trade correction or cancelation. Market (exchange) assigned execution identifier. Can be used to indicate cabinet trade pricing. Used for acting parties that applies to the whole message, not individual legs, sides, etc. Conditionally required except when reporting trades to parties who will derive trade level quantity from the leg level information for multi-legged trades Conditionally required except when reporting trades to parties who will derive trade level price from the leg level information for multi-legged trades Used to specify the differential price when reporting the individual leg of a spread trade. Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). For FX trades expresses whether to multiply or divide LastPx(31) to arrive at GrossTradeAmt(381). Applicable for F/X orders Applicable for F/X orders Used when clearing price differs from execution price. Upfront Price for CDS transactions. Conditionally required if TradePriceNegotiationMethod(1740) = 4(Percent of par and upfront amount), 5(Deal spread and upfront amount) or 6(Upfront points and upfront amount). Used when reporting other than current day trades. If used then the LastPx(31) will contain the original price on the execution. Type of report if multileg instrument. Provided to support a scenario for trades of multileg instruments between two parties. Reference to the leg of a multileg instrument to which this trade refers. Used when MultiLegReportingType(442) = 2 (Individual leg of a multileg security). Identifies a multileg execution if present and non-zero. Time the transaction represented by when this TradeCaptureReport(35=AE) occurred. Execution time of trade. Also describes the time of block trades. Takes precedence over SettlType(63) value and conditionally required/omitted for specific SettlType(63) values. The settlement date for the underlying instrument of a derivatives security. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. Indicates the reason that a trade report was rejected. Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. The Trade Capture Report message can be: - Used to report trades between counterparties. - Used to report trades to a trade matching system. - Sent unsolicited between counterparties. - Sent as a reply to a Trade Capture Report Request. - Used to report unmatched and matched trades. MsgType = AF Unique ID of mass status request as assigned by the institution. Specifies the scope of the mass status request Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Can be used to specify the parties to whom the Order Mass Status Request should apply. Account Trading Session Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "UnderlyingInstrument" (underlying symbology) fields defined in "Common Components of Application Messages" Optional qualifier used to indicate the side of the market for which orders will be returned. The order mass status request message requests the status for orders matching criteria specified within the request. MsgType = AG For tradeable quote model - used to indicate to which RFQ Request this Quote Request is in response. Reason Quote was rejected Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. Insert here the set of "Root Parties" fields defined in "common components of application messages" Used for acting parties that applies to the whole message, not individual legs, sides, etc.. Number of related symbols (instruments) in Request Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Quote Request Reject message is used to reject Quote Request messages for all quoting models. MsgType = AH Insert here the set of Parties (firm identification) fields defined in COMMON COMPONENTS OF APPLICATION MESSAGES Number of related symbols (instruments) in Request Used to subscribe for Quote Requests that are sent into a market Used to indicate whether a private negotiation is requested or if the response should be public. Only relevant in markets supporting both Private and Public quotes. If field is not provided in message, the model used must be bilaterally agreed. In tradeable and restricted tradeable quoting markets � Quote Requests are issued by counterparties interested in ascertaining the market for an instrument. Quote Requests are then distributed by the market to liquidity providers who make markets in the instrument. The RFQ Request is used by liquidity providers to indicate to the market for which instruments they are interested in receiving Quote Requests. It can be used to register interest in receiving quote requests for a single instrument or for multiple instruments MsgType = AI Required when quote is in response to a Quote Request message Contains the QuoteID(117) of a single Quote(MsgType=S) or QuoteEntryID(299) of a MassQuote(MsgType=i). Contains the BidID(390) of a single Quote(35=S). Contains the QuoteID(1867) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(MsgType=S) or QuoteID(117) of a MassQuote(MsgType=i). Required when responding to a QuoteResponse(35=AJ) message. If not specified, the default is an indicative quote. Can be populated with the values provided on the associated QuoteStatusRequest(MsgType=A). Conditionally required when reporting status of a single security quote. Conditionally required for quotes of single instruments when QuoteType(537)=1(Tradeable). Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Conditionally required for multileg quote status reports. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Used for markets that use a minimum and maximum bid size. If MinBidSize(647) is specified, BidSize(134) is interpreted to contain the maximum bid size. Used for markets that use a minimum and maximum offer size. If MinOfferSize(648) is specified, OfferSize(135) is interpreted to contain the maximum offer size. Can be used to specify the type of order the quote is for Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. Used when routing quotes to multiple markets Reason description for rejecting the quote. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. The quote status report message is used: � as the response to a Quote Status Request message � as a response to a Quote Cancel message � as a response to a Quote Response message in a negotiation dialog (see Volume 7 � PRODUCT: FIXED INCOME and USER GROUP: EXCHANGES AND MARKETS) MsgType = AJ Unique ID as assigned by the Initiator Required only when responding to a Quote. Optionally used when responding to a Quote. Contains the QuoteReqID(131) of the QuoteRequest(35=R). Unique ID as assigned by the Initiator. Required only in two-party models when QuoteRespType(694) = 1 (Hit/Lift) or 2 (Counter quote). Required only when responding to an IOI. Default is Indicative. May be used by SEFs (Swap Execution Facilities) to indicate a block swap transaction. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Insert here the set of "FinancingDetails" (symbology) fields defined in "Common Components of Application Messages" For multilegs supply minimally a value for Symbol (55). Number of underlyings Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Insert here the set of "OrderQtyData" fields defined in "Common Components of Application Messages" Required when countering a single instrument quote or "hit/lift" an IOI or Quote. Can be used with forex quotes to specify a specific "value date" Can be used with OrdType = "Forex - Swap" to specify the "value date" for the future portion of a F/X swap. Can be used with OrdType = "Forex - Swap" to specify the order quantity for the future portion of a F/X swap. Can be used to specify the currency of the quoted prices. May differ from the 'normal' trading currency of the instrument being quoted Optional Used to identify the source of the Account code. Type of account associated with the order (Origin) Required for multileg quote response If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. If F/X quote, should be the "all-in" rate (spot rate adjusted for forward points). Note that either BidPx, OfferPx or both must be specified. Can be used by markets that require showing the current best bid and offer Can be used by markets that require showing the current best bid and offer Specifies the minimum bid size. Used for markets that use a minimum and maximum bid size. Specifies the bid size. If MinBidSize is specified, BidSize is interpreted to contain the maximum bid size. Specifies the minimum offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. Specified the offer size. If MinOfferSize is specified, OfferSize is interpreted to contain the maximum offer size. The time when the QuoteResponse(35=AJ) will expire. Required for FI when the QuoteRespType(694) is either 1 (Hit/Lift) or 2 (Counter quote) to indicate to the respondent when the offer is valid until. May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes May be applicable for F/X quotes Can be used to specify the type of order the quote is for. Bid F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Offer F/X forward points of the future portion of a F/X swap quote added to spot rate. May be a negative value Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all bid prices contained in this quote message Can be used when the quote is provided in a currency other than the instrument's 'normal' trading currency. Applies to all offer prices contained in this quote message Can be used when the quote is provided in a currency other than the instruments trading currency. Can be used to show the counterparty the commission associated with the transaction. For Futures Exchanges Used when routing quotes to multiple markets Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "YieldData" fields defined in "Common Components of Application Messages" The QuoteResponse(35=AJ) message is used for the following purposes: 1. Respond to an IOI(35=6) message 2. Respond to a Quote(35=S) message 3. Counter a Quote 4. End a negotiation dialog 5. Follow-up or end a QuoteRequest(35=R) dialog that did not receive a response. For usage of this message in a negotiation or counter quote dialog for fixed income and exchanges/marketplace see Volume 7, Fixed Income and Exchanges and Markets sections respectively. MsgType = AK Unique ID for this message Mandatory if ConfirmTransType is Replace or Cancel Only used when this message is used to respond to a confirmation request (to which this ID refers) New, Cancel or Replace Denotes whether this message represents a confirmation or a trade status message Denotes whether or not this message represents copy confirmation (or status message) Absence of this field indicates message is not a drop copy. Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. Used to communicate an "affirmed" Confirmation(35=AK) status message (i.e. when ConfirmType(773) = 1 (Status)) to interested parties that need to or should receive such confirmation status message. This field must not be used when sending a Confirmation(35=AK) message that needs to be affirmed. Used to communicate the status of the central clearing workflow. Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Required for fixed income Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades) Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details) Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Time of last execution being confirmed by this message Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par). The quantity being confirmed by this message (this is at a trade level, not block or order level) Account number for the trade being confirmed by this message Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income Absence of this field indicates that default precision arranged by the broker/institution is to be used Price type for the AvgPx field Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above. AllocQty(80) * AvgPx(6) Optional "next coupon date" for Fixed Income Required for Fixed Income products that trade with accrued interest Required for Fixed Income products that pay lump sum interest at maturity For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Net Money at maturity if Zero Coupon and maturity value is different from par value Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. Used to identify any commission shared with a third party (e.g. directed brokerage) Use as an alternative to CommissionData if multiple commissions or enhanced attributes are needed. Required if any miscellaneous fees are reported. The Confirmation messages are used to provide individual trade level confirmations from the sell side to the buy side. In versions of FIX prior to version 4.4, this role was performed by the allocation message. Unlike the allocation message, the confirmation message operates at an allocation account (trade) level rather than block level, allowing for the affirmation or rejection of individual confirmations. MsgType = AL Unique identifier for the position maintenance request as assigned by the submitter. Conditionally required when used in a request/reply scenario (i.e. not required in batch scenario) Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to a PosMaintRptID from a previous Position Maintenance Report that is being replaced or canceled. The Clearing Business Date referred to by this maintenance request The Following PartyRoles can be specified: ClearingOrganization Clearing Firm Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Type of adjustment to be applied, used for PCS & PAJ Delta_plus, Delta_minus, Final, If Adjustment Type is null, the request will be processed as Margin Disposition Boolean - if Y then indicates you are requesting a position maintenance that acting Boolean - Y indicates you are requesting rollover of prior day's spread submissions Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Request message allows the position owner to submit requests to the holder of a position which will result in a specific action being taken which will affect the position. Generally, the holder of the position is a central counter party or clearing organization but can also be a party providing investment services. MsgType = AM Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the position maintenance request associated with this report Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest. The Clearing Business Date covered by this request The business date previous to the clearing business date referred to by this maintenance request. Valuation date of the position(s) in this report. Valuation time of the position(s) in this report. Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Position Account Type of account associated with the order (Origin) Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present. Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse). Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers. Additional payments or bullet payments. Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Maintenance Report message is sent by the holder of a positon in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected. MsgType = AN Unique identifier for the Request for Positions as assigned by the submitter Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security The Clearing Business Date referred to by this request Specifies the number of repeating TradingSessionIDs Time this order request was initiated/released by the trader, trading system, or intermediary. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request For Positions message is used by the owner of a position to request a Position Report from the holder of the position, usually the central counter party or clearing organization. The request can be made at several levels of granularity. MsgType = AO Unique identifier for this position report Unique identifier for the Request for Position associated with this report This field should not be provided if the report was sent unsolicited. Total number of Position Reports being returned Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. Position Account Type of account associated with the order (Origin) Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Request for Positions Ack message is returned by the holder of the position in response to a Request for Positions message. The purpose of the message is to acknowledge that a request has been received and is being processed. MsgType = AP Unique identifier for this position report Unique identifier for this position entity. Unique identifier for the Request for Positions associated with this report This field should not be provided if the report was sent unsolicited. Will be 7=Net Position if the report contains net position information for margin requirements. Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Total number of Position Reports being returned Result of a Request for Position Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Position Request. The Clearing Business Date referred to by this maintenance request The business date previous to the clearing business date referred to by this maintenance request. Used to identify the event or source which gave rise to a message Must be set if EncodedTradeContinuationText(2371) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the TradeContinuationText(2374) field in the encoded format specified via the MessageEncoding(347) field. Position Account Account may also be specified through via Parties Block using Party Role 27 which signifies Account Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account Position Settlement Date Expresses whether to multiply or divide SettlPrice(730) to arrive at the amount reported in PosAmt(708). Values = Final, Theoretical For a forward position this is an appropriate value to discount the mark to market amount from the contract�s maturity date back to present value. Valuation date of the position(s) in this report Valuation time of the position(s) in this report Business center of ValuationDate(2085) and ValuationTime(2086). Single value only. Used to indicate if a Position Report is matched or unmatched Specifies the number of legs that make up the Security Specifies the number of underlying legs that make up the Security Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" RegNonRegInd Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner. MsgType = AQ Identifier for the trade request Used to subscribe / unsubscribe for trade capture reports If the field is absent, the value 0 will be the default Number of trade reports returned Result of Trade Request Status of Trade Request Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" Number of legs NoLegs > 0 identifies a Multi-leg Execution Specify type of multileg reporting to be returned. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. May be used by the executing market to record any execution Details that are particular to that market Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to identify the event or source which gave rise to a message The Trade Capture Request Ack message is used to: - Provide an acknowledgement to a Trade Capture Report Request in the case where the Trade Capture Report Request is used to specify a subscription or delivery of reports via an out-of-band ResponseTransmissionMethod. - Provide an acknowledgement to a Trade Capture Report Request in the case when the return of the Trade Capture Reports matching that request will be delayed or delivered asynchronously. This is useful in distributed trading system environments. - Indicate that no trades were found that matched the selection criteria specified on the Trade Capture Report Request or the Trade Capture Request was invalid for some business reason, such as request is not authorized, invalid or unknown instrument, party, trading session, etc. MsgType = AR Indicates action to take on trade. Type of execution being reported. Uses subset of ExecType(150) for trade capture reports. The TradeReportID(571) that is being referenced for trade correction or cancelation. The SecondaryTradeReportID that is being referenced for some action, such as correction or cancellation Status of trade report. Reason description for rejecting the TradeCaptureReport(35=AE). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. If the field is absent, SubscriptionRequestType(263)=0(Snapshot) will be the default. Exchanged assigned execution identifier (trade identifier). Primary currency of the specified currency pair. Used to qualify LastQty(32) and GrossTradeAmout(381). Contra currency of the deal. Used to qualify CalculatedCcyLastQty(1056). Time this message was issued by matching system, trading system or counterparty. Must be set if EncodedText(355) field is specified and must immediately precede it. Indicates the algorithm (tier) used to match a trade. Used to indicate reports after a specific time. Specifies the rounded price to quoted precision. (LastQty(32) * LastPx(31) or LastParPx(669)). For Fixed Income, LastParPx(669) is used when LastPx(31) is not expressed as "percent of par" price. The Trade Capture Report Ack message can be: - Used to acknowledge trade capture reports received from a counterparty. - Used to reject a trade capture report received from a counterparty. MsgType = AS Unique identifier for this message i.e. New, Cancel, Replace Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation report Optional second identifier for this allocation instruction (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Specifies the purpose or type of Allocation Report message Required for AllocStatus = 1 (rejected) Required for AllocTransType = Replace or Cancel Can be used for reporting on status of reversal transaction when AllocReportType(794) is 18 (Alleged reversal) or 17 (Reversal). Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates MultiLegReportType of original trade marked for allocation. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Specifies the rounded price to quoted precision. Used to identify the event or source which gave rise to a message. Specific device number, terminal number or station where trade was entered Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing Indicates how the orders being booked and allocated by an AllocationInstruction or AllocationReport message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components, or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Components of Application Messages". For NDFs, fixing date (specified in MaturityDate(541)) is required. Fixing time (specified in MaturityTime(1079)) is optional. Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book Market of the executions. For FX orders, should be the "all-in" rate (spot rate adjusted for forward points), expressed in terms of Currency(15). Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Date/time when allocation is generated Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Required for NDFs to specify the "value date". Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx(6). (Quantity(53) * AvgPx(6) or AvgParPx(860)) or sum of (AllocQty(80) * AllocAvgPx(153) or AllocPrice(366)). For Fixed Income, AvgParPx(860) is used when AvgPx(6) is not expressed as "percent of par" price. Expressed in same currency as AvgPx. Sum of AllocNetMoney. For FX expressed in terms of Currency(15). Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Sum of AllocAccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Conditionally required except when AllocTransType = Cancel, or when AllocType = "Ready-to-book" or "Warehouse instruction" Used to identify on what kind of venue the trade originated when communicating with a party that may not have access to all trade details, e.g. a clearing organization. Conditionally required when RefRiskLimitCheckIDType(2335) is specified. Conditionally required when RefRiskLimitCheckID(2334) is specified. Sent from sell-side to buy-side, sell-side to 3rd-party or 3rd-party to buy-side, the Allocation Report (Claim) provides account breakdown of an order or set of orders plus any additional follow-up front-office information developed post-trade during the trade allocation, matching and calculation phase. In versions of FIX prior to version 4.4, this functionality was provided through the Allocation message. Depending on the needs of the market and the timing of "confirmed" status, the role of Allocation Report can be taken over in whole or in part by the Confirmation message. MsgType = AT Indicates Clearing Business Date for which transaction will be settled. Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Optional second identifier for the allocation report being acknowledged (need not be unique) Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Firm designated group identifier for average pricing Date/Time Allocation Report Ack generated Denotes the status of the allocation report; received (but not yet processed), rejected (at block or account level) or accepted (and processed). AllocStatus will be conditionally required in a 2-party model when used by a counterparty to convey a change in status. It will be optional in a 3-party model in which only the central counterparty may issue the status of an allocation Required for AllocStatus = 1 ( block level reject) and for AllocStatus 2 (account level reject) if the individual accounts and reject reasons are not provided in this message Required if AllocReportType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Denotes whether the financial details provided on the Allocation Report were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. This repeating group is optionally used for messages with AllocStatus = 2 (account level reject) to provide details of the individual accounts that caused the rejection, together with reject reasons. This group should not be populated where AllocStatus has any other value. Indicates number of allocation groups to follow. The Allocation Report Ack message is used to acknowledge the receipt of and provide status for an Allocation Report message. MsgType = AU Date/Time Allocation Instruction Ack generated Required for ConfirmStatus = 1 (rejected) Denotes whether the financial details provided on the Confirmation were successfully matched. Can include explanation for AllocRejCode = 7 (other) Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Confirmation Ack (aka Affirmation) message is used to respond to a Confirmation message. MsgType = AV Unique message ID Date/Time this request message was generated Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages" Used here for party whose instructions this message is requesting and (optionally) for settlement location Not required if database identifiers are being used to request settlement instructions. Required otherwise. Should not be populated if StandInstDbType is populated Required if AllocAccount populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if StandInstDbType is populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The identifier of the standing instructions within the database specified in StandInstDbType Required if StandInstDbType populated Should not be populated if any of AllocAccount through to LastUpdateTime are populated The Settlement Instruction Request message is used to request standing settlement instructions from another party. MsgType = AW Unique identifier for the Assignment report If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response. Total Number of Assignment Reports being returned to a firm Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account Customer Account Type of account associated with the order (Origin) CFI Code - Market Indicator (col 4) used to indicate Market of Assignment Number of legs that make up the Security Number of legs that make up the Security "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Settlement Price of Option Values = Final, Theoretical Settlement Price of Underlying Expiration Date of Option Method under which assignment was conducted Quantity Increment used in performing assignment Open interest that was eligible for assignment Exercise Method used to in performing assignment Values = Automatic, Manual Business date of assignment Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process. MsgType = AX Unique identifier for collateral request Reason collateral assignment is being requested Time until when Respondent has to assign collateral Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Instrument that was traded for which collateral is required Details of the Agreement and Deal Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment is expected as a response to a request for collateral. MsgType = AY Unique Identifer for collateral assignment Identifer of CollReqID to which the Collateral Assignment is in response Reason for collateral assignment Collateral Transaction Type Collateral assignment to which this transaction refers For an Initial assignment, time by which a response is expected Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY). The clearing business date of the collateral assignment. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message. MsgType = AZ Unique identifer for the collateral response Conditionally required when responding to a Collateral Assignment message Identifer of CollReqID to which the Collateral Assignment is in response Conditionally required when responding to a Collateral Assignment message Collateral Transaction Type - not recommended because it causes confusion Collateral Assignment Response Type Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Tells whether security has been restricted. The clearing business date of the assignment. The date on which the transaction was entered. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date). Number of legs that make up the Security Number of legs that make up the Security Required if any miscellaneous fees are reported. The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ). The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided. Values are custom to a particular implementation and will be maintained externally. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning). Must be set if EncodedWarningText(2521) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field. Conditionally required when CollAsgnRespType(905) = 3 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to a Collateral Assignment message. MsgType = BA Unique Identifer for collateral report Identifier for the collateral inquiry to which this message is a reply Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. Tells whether security has been restricted. Collateral status Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Required if any miscellaneous fees are reported. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred The clearing business date of the report. The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA). The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to report collateral status when responding to a Collateral Inquiry message. MsgType = BB Unique identifier for this message. Number of qualifiers to inquiry Used to subscribe / unsubscribe for collateral status reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Trading Session in which trade occurred Trading Session Subid in which trade occurred Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to inquire for collateral status. MsgType = "BC" Used to restrict updates/request to a list of specific CompID/SubID/LocationID/DeskID combinations. If not present request applies to all applicable available counterparties. EG Unless one sell side broker was a customer of another you would not expect to see information about other brokers, similarly one fund manager etc. This message is send either immediately after logging on to inform a network (counterparty system) of the type of updates required or to at any other time in the FIX conversation to change the nature of the types of status updates required. It can also be used with a NetworkRequestType of Snapshot to request a one-off report of the status of a network (or counterparty) system. Finally this message can also be used to cancel a request to receive updates into the status of the counterparties on a network by sending a NetworkRequestStatusMessage with a NetworkRequestType of StopSubscribing. MsgType = "BD" Required when NetworkStatusResponseType=2 Specifies the number of repeating CompId's This message is sent in response to a Network (Counterparty System) Status Request Message. MsgType = "BE" Can be used to hand structures etc to other API's etc This message is used to initiate a user action, logon, logout or password change. It can also be used to request a report on a user's status. MsgType = "BF" Reason a request was not carried out This message is used to respond to a user request message, it reports the status of the user after the completion of any action requested in the user request message. MsgType = BG Identifier for the collateral inquiry to which this message is a reply Status of the Collateral Inquiry referenced by CollInquiryID Result of the Collateral Inquriy referenced by CollInquiryID - specifies any errors or warnings Number of qualifiers to inquiry Total number of reports generated in response to this inquiry Customer Account Type of account associated with the order (Origin) Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Identifier of order for which collateral is required Executions for which collateral is required Trades for which collateral is required Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" Number of legs that make up the Security Number of legs that make up the Security Trading Session in which trade occurred Trading Session Subid in which trade occurred Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Collateral Inquiry in the following situations: � When the CollateralInquiry will result in an out of band response (such as a file transfer). � When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry message. � When the Collateral Inquiry is invalid based upon the business rules of the counterparty. MsgType = BH Unique identifier for this message Denotes whether this message is being used to request a confirmation or a trade status message Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Used to refer to an earlier Allocation Instruction. Used to refer to an earlier Allocation Instruction via its secondary identifier Used to refer to an allocation account within an earlier Allocation Instruction. Represents the time this message was generated Account number for the trade being confirmed by this message The Confirmation Request message is used to request a Confirmation message. MsgType = BO Unique identifier for the Contrary Intention report Time the contrary intention was received by clearing organization. Indicates if the contrary intention was received after the exchange imposed cutoff time Source of the contrary intention Business date of contrary intention Clearing Organization Clearing Firm Position Account Expiration Quantities Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Contrary Intention Report is used for reporting of contrary expiration quantities for Saturday expiring options. This information is required by options exchanges for regulatory purposes. MsgType = BP Used to identify the SecurityDefinitionUpdateReport(35=BP) message in a bulk message transfer. Not used in request/response messaging. Conditionally required when responding to the SecurityDefinitionRequest(35=c) message. Used to identify the SecurityDefinitionUpdateReport(35=BP) message. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Contains all the security details related to listing and trading the security Represents the time at which a security was last updated This message is used for reporting updates to a product security master file. Updates could be the result of corporate actions or other business events. Updates may include additions, modifications or deletions. MsgType = BK Identifier for the Security List Update message in a bulk transfer environment (No Request/Response) Identifies a specific Security List entity Provides a reference to another Security List Identifies a list type Identifies the sourec as a listype Identifier for the Security List message. Result of the Security Request identified by the SecurityReqID. Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Identifies the type of Corporate Action that triggered the update Identifies the market which lists and trades the instrument. Identifies the segment of the market specified in MarketID(96) Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Specifies the number of repeating symbols (instruments) specified The Security List Update Report is used for reporting updates to a Contract Security Masterfile. Updates could be due to Corporate Actions or other business events. Update may include additions, modifications and deletions. MsgType = BL Unique identifier for this Adjusted Position report The Clearing Business Date referred to by this maintenance request Position Account Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" Settlement Price Prior Settlement Price Used to report changes in position, primarily in equity options, due to modifications to the underlying due to corporate actions MsgType = BM Unique identifier for this allocation instruction alert message i.e. New, Cancel, Replace Specifies the purpose or type of Allocation message Optional second identifier for this allocation instruction (need not be unique) Required for AllocTransType = Replace or Cancel Required for AllocTransType = Replace or Cancel Gives the reason for replacing or cancelling the allocation instruction Required if AllocType = 8 (Request to Intermediary) Indicates status that is requested to be transmitted to counterparty by the intermediary (i.e. clearing house) Can be used to link two different Allocation messages (each with unique AllocID) together, i.e. for F/X "Netting" or "Swaps" Can be used to link two different Allocation messages and identifies the type of link. Required if AllocLinkID is specified. Group identifier assigned by the clearinghouse Firm assigned entity identifier for the allocation Can be used with AllocType=" Ready-To-Book " Indicates how the orders being booked and allocated by an Allocation Instruction or Allocation Report message are identified, e.g. by explicit definition in the OrdAllocGrp or ExecAllocGrp components , or not identified explicitly. Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1 Indicates number of individual execution or trade entries. Absence indicates that no individual execution or trade entries are included. Primarily used to support step-outs. Insert here the set of "Instrument" (symbology) fields defined in "common components of application messages" Insert here the set of "InstrumentExtension" fields defined in "common components of application messages" Insert here the set of "FinancingDetails" fields defined in "common components of application messages" When not using allocation groups, this is the total quantity (e.g. number of shares) allocated to all accounts, or that is Ready-To-Book. When using allocation groups, this is the quantity added or removed when trades are added to or removed from an allocation group. To remove quantity from the allocation group a negative value is specified in Quantity(53). When the allocation group quantity is unchanged, such as when AllocType(626) changes from 12(Incomplete group) to 13(Complete group) , the value for Quantity(53) should be zero (0). Indicates the total quantity of an allocation group. Includes any allocated quantity. Indicates the remaining quantity of an allocation group that has not yet been allocated. Market of the executions. For F/X orders, should be the "all-in" rate (spot rate adjusted for forward points). For 3rd party allocations used to convey either basic price or averaged price Optional for average price allocations in the listed derivatives markets where the central counterparty calculates and manages average price across an allocation group. Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "common components of application messages" Currency of AvgPx. Should be the currency of the local market or exchange where the trade was conducted. Absence of this field indicates that default precision arranged by the broker/institution is to be used Insert here the set of "Parties" (firm identification) fields defined in "common components of application messages" Date/time when allocation is generated Identifies status of allocation. Takes precedence over SettlType value and conditionally required/omitted for specific SettlType values. Method for booking. Used to provide notification that this is to be booked out as an OTC derivative (e.g. CFD or similar). Absence of this field implies regular booking. Expressed in same currency as AvgPx. Sum of (AllocQty * AllocAvgPx or AllocPrice). Expressed in same currency as AvgPx. Sum of AllocNetMoney. Indicates if Allocation has been automatically accepted on behalf of the Carry Firm by the Clearing House Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income Applicable for Convertible Bonds and fixed income (REMOVED FROM THIS LOCATION AS OF FIX 4.4, REPLACED BY AllocAccruedInterest) (Deprecated) use AccruedInterestAmt Sum of AccruedInterestAmt within repeating group. For repurchase agreements the accrued interest on termination. For repurchase agreements the start (dirty) cash consideration For repurchase agreements the end (dirty) cash consideration Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" Indicates total number of allocation groups (used to support fragmentation). Must equal the sum of all NoAllocs values across all message fragments making up this allocation instruction. Only required where message has been fragmented. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. Indicates number of allocation groups to follow. Not required for AllocTransType=Cancel Not required for AllocType=" Ready-To-Book " or "Warehouse instruction". Indicates if an allocation is to be average priced. Is also used to indicate if average price allocation group is complete or incomplete. Firm designated group identifier for average pricing. Indicates Clearing Business Date for which transaction will be settled. Indicates Trade Type of Allocation. Indicates TradeSubType of Allocation. Necessary for defining groups. Indicates CTI of original trade marked for allocation. Indicates input source of original trade marked for allocation. Indicates MultiLegReportType of original trade marked for allocation. Used to identify the event or source which gave rise to a message. Specifies the rounded price to quoted precision. This message is used in a 3-party allocation model where notification of group creation and group updates to counterparties is needed. The mssage will also carry trade information that comprised the group to the counterparties. MsgType = BN Conditionally required if the Execution Report message contains a ClOrdID. Indicates the status of the execution acknowledgement. The "received, not yet processed" is an optional intermediary status that can be used to notify the counterparty that the Execution Report has been received. The ExecID of the Execution Report being acknowledged. Conditionally required when ExecAckStatus = 2 (Don't know / Rejected). Conditionally required if specified on the Execution Report Conditionally Required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if specified on the Execution Report Conditionally required if DKReason = "other" The Execution Report Acknowledgement message is an optional message that provides dual functionality to notify a trading partner that an electronically received execution has either been accepted or rejected (DK'd). MsgType = BJ Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List message is sent as a response to a Trading Session List Request. The Trading Session List should contain the characteristics of the trading session and the current state of the trading session. MsgType = BI Must be unique, or the ID of previous Trading Session Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Update Request (2). Market for which Trading Session applies Market Segment for which Trading Session applies Trading Session for which status is being requested Method of Trading Trading Session Mode The Trading Session List Request is used to request a list of trading sessions available in a market place and the state of those trading sessions. A successful request will result in a response from the counterparty of a Trading Session List (MsgType=BJ) message that contains a list of zero or more trading sessions. MsgType = BQ Settlement cycle in which the settlement obligation was generated Unique identifier for this message Used to identify the reporting mode of the settlement obligation which is either preliminary or final Can be used to provide any additional rejection text where rejecting a Settlement Instruction Request message. Time when the Settlemnt Obligation Report was created. The Settlement Obligation Report message provides a central counterparty, institution, or individual counterparty with a capacity for reporting the final details of a currency settlement obligation. MsgType = BR Identifier for the Derivative Security List message Result of the Security Request identified by SecurityReqID Updates can be applied to Underlying or option class. If Series information provided, then Series has explicitly changed Underlying security for which derivatives are being returned Group block which contains all information for an option family. If provided DerivativeSecurityDefinition qualifies the strikes specified in the Instrument block. DerivativeSecurityDefinition contains the following components: DerivativeInstrument. DerivativeInstrumentExtension, MarketSegmentGrp Represents the time at which a security was last updated Used to indicate the total number of securities being returned for this request. Used in the event that message fragmentation is required. Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The Derivative Security List Update Report message is used to send updates to an option family or the strikes that comprise an option family. MsgType = BS Provided for a response to a specific Trading Session List Request message (snapshot). The Trading Session List Update Report is used by marketplaces to provide intra-day updates of trading sessions when there are changes to one or more trading sessions. MsgType = BT Must be unique, or the ID of previous Market Segment Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request(2). Conditionally required if MarketSegmentID(1300) is specified on the request Specifies that the Market Segment is a sub segment of the Market Segment defined in this field. The Market Definition Request message is used to request for market structure information from the Respondent that receives this request. MsgType = BU Unique identifier for each market definition message. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDefinition(35=BU) message is used to respond to MarketDefinitionRequest(35=BT). In a subscription, it will be used to provide the initial snapshot of the information requested. Subsequent updates are provided by the MarketDefinitionUpdateReport(35=BV). MsgType = BV Unique identifier for each market definition message. Specifies the action taken Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies that the market segment specified in this message is a sub-segment of the market segment defined in this field. Used to specify the purpose of a special market segment identified by MarketSegmentID(1300). Conditionally required if MarketSegmentSubType(2544) is specified. Used to specify the types of securities that belong to the market segment. Used to specify market segments that have a relationship to the market segment defined in this message. The default trading currency Used to specify the valid base trading rules for the identified market or market segment. Used to specify the order types that are valid for trading on the identified market or market segment. Used to specify the time in force rules that are valid for trading on the identified market or market segment. Used to specify the execution instructions that are valid for trading on the identified market or market segment. Used to specify the auction order types that are valid for trading on the identified market or market segment. Used to specify the market data feed types that are valid for trading on the identified market or market segment. Used to specify the matching rules that are valid for trading on the identified market or market segment. Specifies the eligibility indicators for the creation of flexible securities. Specifies parties relevant for the market or market segment, e.g. market makers. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. In a subscription for market structure information, this message is used once the initial snapshot of the information has been sent using the MarketDefinition(35=BU) message. MsgType = CB List of users to which the notification is directed Reason for notification - when possible provide an explanation. Explanation for user notification. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The User Notification message is used to notify one or more users of an event or information from the sender of the message. This message is usually sent unsolicited from a marketplace (e.g. Exchange, ECN) to a market participant. MsgType = BZ ClOrdID provided on the Order Mass Action Request. Unique Identifier for the Order Mass Action Report Order Mass Action Request Type accepted by the system Specifies the scope of the action Indicates the action taken by the counterparty order handling system as a result of the Action Request 0 - Indicates Order Mass Action Request was rejected. Indicates why Order Mass Action Request was rejected Required if MassActionResponse = 0 Optional field used to indicate the total number of orders affected by the Order Mass Action Request List of orders affected by the Order Mass Action Request. List of orders not affected by the Order Mass Action Request. List of market segments affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. List of market segments not affected by the Order Mass Action Request. Should only be used when request uses TargetMarketSegmentGrp component. MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. Mutually exclusive with MarketSegmentID(1300). TradingSessionID for which orders are to be affected TradingSessionSubID for which orders are to be affected Should be populated with the values provided on the associated OrderMassActionRequest(MsgType=CA). Side of the market specified on the Order Mass Action Request Time this report was initiated/released by the sells-side (broker, exchange, ECN) or sell-side executing system. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each affected order that is suspended or released or canceled is acknowledged with a separate Execution Report for each order. MsgType = CA Unique ID of Order Mass Action Request as assigned by the institution. Specifies the type of action requested Specifies the scope of the action MarketID for which orders are to be affected MarketSegmentID for which orders are to be affected. Mutually exclusive with TargetMarketSegmentGrp component. List of market segments for which orders are to be affected. Mutually exclusive with MarketSegmentID(1300). Trading Session in which orders are to be affected Can be used to specify the parties to whom the Order Mass Action should apply. Must be set if EncodedComplianceText(2352) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the ComplianceText(2404) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Order Mass Action Request message can be used to request the suspension or release of a group of orders that match the criteria specified within the request. This is equivalent to individual Order Cancel Replace Requests for each order with or without adding "S" to the ExecInst values. It can also be used for mass order cancellation. MsgType = BW Unique identifier for request Type of Application Message Request being made Allows user to provide reason for request This message is used to request a retransmission of a set of one or more messages generated by the application specified in RefApplID (1355). MsgType = BX Identifier for the Application Message Request Ack Identifier of the request associated with this ACK message Total number of messages included in transmission This message is used to acknowledge an Application Message Request providing a status on the request (i.e. whether successful or not). This message does not provide the actual content of the messages to be resent. MsgType = BY Identifier for the Application Message Report If the application message report is generated in response to an ApplicationMessageRequest(MsgType=BW), then this tag contain the ApplReqID(1346) of that request. Type of report This message is used for three difference purposes: to reset the ApplSeqNum (1181) of a specified ApplID (1180). to indicate that the last message has been sent for a particular ApplID, or as a keep-alive mechanism for ApplIDs with infrequent message traffic. MsgType = CC Unique identifier of the request. Type of assignment being requested. Assignment requests In certain markets where market data aggregators fan out to end clients the pricing streams provided by the price makers, the price maker may assign the clients to certain pricing streams that the price maker publishes via the aggregator. An example of this use is in the FX markets where clients may be assigned to different pricing streams based on volume bands and currency pairs. MsgType = CD Unique identifier of the Stream Assignment Report. Required if report is being sent in response to a StreamAssignmentRequest. The value should be the same as the value in the corresponding request. Conditionally required if Stream Assignment Report is being sent in response to a StreamAssignmentRequest(MsgType=CC). Not required for unsolicited stream assignments. Stream assignments he StreamAssignmentReport message is in response to the StreamAssignmentRequest message. It provides information back to the aggregator as to which clients to assign to receive which price stream based on requested CCY pair. This message can be sent unsolicited to the Aggregator from the Price Maker. MsgType = CE Can be used to provide additional information regarding the assignment report, such as reject description. This message is used to respond to the Stream Assignment Report, to either accept or reject an unsolicited assingment. MsgType = CH Unique identifier for this message Type of margin requirement inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time the inquiry was submitted Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of �FUT� in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. MsgType = CI Unique identifier for this message Type of margin requirement inquiry Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID � specifies any errors or warnings Total number of reports generated in response to this inquiry Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. URI destination name. Used if ResponseTransportType is out-of-band. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Used to respond to a Margin Requirement Inquiry. MsgType = CJ Unique identifier for this margin requirement report Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. Type of report provided Total number of reports generated in response to inquiry referenced by MarginReqmtInqID Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. Indicates the date for which the margin is to be calculated Indicates the settlement session for which the margin is to be calculated � End Of Day or Intraday Used to identify a group of instruments with similar risk profile. Base currency of the margin requirement Margin requirement amounts Represents the time this message was generated Must be set if EncodedText field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. MsgType = CF May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party role(s) Scope of the query/reqeust for specific party relationship(s) The PartyDetailsListRequest is used to request party detail information. MsgType = CG Conditionally required when responding to the PartyDetailsListRequest message. Conditionally required when responding to the PartyDetailsListRequest message. The PartyDetailsListReport message is used to disseminate party details between counterparties. PartyDetailsListReport messages may be sent in response to a PartyDetailsListRequest message or sent unsolicited. MsgType = CK Conditionally required when responding to the PartyDetailsListRequest(35=CF) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyDetailsListUpdateReport(35=CK) is used to disseminate updates to party detail information. MsgType = CL Scope of risk limit information. May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies) Scope of the query/request for specific party role(s). For example, "all information for PartyRole=24." Scope of the query/request for specific securities. Absence means all instruments for a given party or party role. The PartyRiskLimitsRequest message is used to request for risk information for specific parties, specific party roles or specific instruments. MsgType = CM Conditionally required when responding to PartyRiskLimitsRequest(35=CL). Can be used when responding to a PartyRiskLimitsRequest(35=CL). Conditionally required when responding to a PartyRiskLimitsRequest(35=CL). Optionally includes utilization (consumption) information. The PartyRiskLimitsReport message is used to communicate party risk limits. The message can either be sent as a response to the PartyRiskLimitsRequest message or can be published unsolicited. MsgType = CN Must be unique, or the ID of previous Security Mass Status Request to disable if SubscriptionRequestType = Disable previous Snapshot + Updates Request (2). SubcriptionRequestType indicates to the other party what type of response is expected. A snapshot request only asks for current information. A subscribe request asks for updates as the status changes. Unsubscribe will cancel any future update messages from the counter party. MsgType = CO Required when mass status is in response to a SecurityMassStatusRequest(35=CN) message. Identifies all securities for a security list identifier. Identifies all securities for a market. Identifies all securities for a market segment. Business day that the state change applies to. Identifies all securities for a trading session. Identifies all securities for a trading sub-session. Set to "Y" if message is sent as a result of a subscription request not a snapshot request. Used to relay changes in the book type. Used to relay changes in Market Depth. Time of state change for security list. MsgType = CQ Identifies the base reporting currency used in this report. Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) Can be used to identify mark to market information for the position. The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (�CM�) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations). The Parties component and PtysSubGrp sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the SettlementAmountGrp component. Margin requirement amounts are provided using the MarginAmountData component. The current collateral values for each valid collateral type is provided using the CollateralAmountGrp component. Likewise pay/collect information is provided using the PayCollectGrp component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments. MsgType=CR Conditionally required when sent as part of a subscription requested by a PartyRiskLimitsRequest(35=CL). Can be used if sent as part of a subscription started by a PartyRiskLimitsRequest(35=CL). May be used to specify the requesting party in the event the request was made verbally or via other means. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyRiskLimitsUpdateReport(35=CR) is used to convey incremental changes to risk limits. It is similar to the regular report but uses the PartyRiskLimitsUpdateGrp component instead of the PartyRiskLimitsGrp component to include an update action. MsgType=CS May be used to identify the party making the request and their role. Risk limits to be enforced for given party(-ies) and related party(-ies). PartyRiskLimitDefinitionRequest is used for defining new risk limits. MsgType=CT PartyRiskLimitDefinitionRequestAck is used for accepting (with or without changes) or rejecting the definition of risk limits. MsgType=CU May be used to identify the party making the request and their role. Scope of the query/request for specific party(-ies). Scope of the query/request for specific party roles. For example, "all information for PartyRole=24". Scope of the query/request for specific securities. The PartyEntitlementsRequest message is used to request for entitlement information for one or more party(-ies), specific party role(s), or specific instruments(s). MsgType=CV Conditionally required when responding to PartyEntitlementsRequest(35=CU). Conditionally required when responding to Party Entitlements Request. The PartyEntitlementsReport is used to report entitlements for one or more parties, party role(s), or specific instrument(s). 35=CW Contains the QuoteID(117) of a single Quote(35=S). Contains the QuoteMsgID(1166) of a single Quote(35=S) or QuoteCancel(35=Z). Conditionally required when QuoteAckStatus(1865) = 2(Rejected). The QuoteAck(35=CW) message is used to acknowledge a Quote(35=S) submittal or request to cancel an individual quote using the QuoteCancel(35=Z) message during a Quote/Negotiation dialog. The QuoteAck(35=CW) is available for optional use to acknowledge the request to cancel an individual quote (QuoteCancel(35=Z) with QuoteCancelType(298) =5(Cancel specified sinqle quote)). MsgType=CX Can be used to identify the party making the request and their role. Specifies the parties and relationships between parties to be defined, modified, or deleted. The PartyDetailsDefinitionRequest(35=CX) is used for defining new parties and modifying or deleting existing parties information, including the relationships between parties. The recipient of the message responds with a PartyDetailsDefinitionRequestAck(35=CY) to indicate whether the request was accepted or rejected. MsgType=CY The PartyDetailsDefinitionRequestAck(35=CY) is used as a response to the PartyDetailsDefinitionRequest(35=CX) message. The request can be accepted (with or without changes) or rejected. MsgType=CZ Conditionally required when responding to a PartyEntitlementsRequest(35=CU) message. May be used to specify the requesting party in the event the request was made verbally or via other means. Specifies the updated entitlements to be enforced for the given party(-ies) and related party(-ies). Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyEntitlementsUpdateReport(35=CZ) is used to convey incremental changes to party entitlements. It is similar to the PartyEntitlementsReport(35=CV). This message uses the PartyEntitlementsUpdateGrp component which includes the ability to specify an update action using ListUpdateAction(1324). MsgType=DA Can be used to identify the party making the request and their role. Specifies the entitlements to be defined, modified or deleted for the given party(-ies) and related party(-ies). The PartyEntitlementsDefinitionRequest(35=DA) is used for defining new entitlements, and modifying or deleting existing entitlements for the specified party(-ies). The PartyEntitlementsDefinitionRequestAck(35=DB) is the response message, used to indicate whether the request was accepted or rejected. MsgType=DB The PartyEntitlementsDefinitionRequestAck(35=DB) is used as a response to the PartyEntitlemensDefinitionRequest(35=DA) to accept (with or without changes) or reject the definition of party entitlements. MsgType=DC Unique identifier common for all trades included in a match event. Used when reporting other than current day trades. Time of the match event or transaction that resulted in this match report. Differentiates match events involving complex instruments (MultiLegReportingType(442)=3(multileg security)) from those only involving simple instruments (MultiLegReportingType(442)=1(single security)). MultiLegReportingType(442)=2(individual leg of multileg security) should not be used. Conditionally required when TradeReportType(856) = Submit(0). The TradeMatchReport(35=DC) message is used by exchanges and ECN�s to report matched trades to central counterparties (CCPs) as an atomic event. The message is used to express the one-to-one, one-to-many and many-to-many matches as well as implied matches in which more complex instruments can match with simpler instruments. MsgType=DD Identifier of the TradeMatchReport(35=DC) being acknowledged. Conditionally required when TradeMatchAckStatus(1896) = Rejected(2). The TradeMatchReportAck(35=DD) is used to respond to theTradeMatchReport(35=DC) message. It may be used to report on the status of the request (e.g. accepting the request or rejecting the request). MsgType=DE The identifier of the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) message. Conditionally required when RiskLimitReportStatus(2316)=1 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitsReportAck is an optional message used as a response to the PartyRiskLimitReport(35=CM) or PartyRiskLimitUpdateReport(35=CR) messages to acknowledge or reject those messages. MsgType=DE Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. RiskLimitCheckRequestID(2318) is conditionally required in a message-chaining model in which a subsequent message may refer to a prior message via RiskLimitCheckRequestRefID(2322). The alternative is an entity-based model in which RiskLimitCheckID(2319) is used to statically identify a given request. In this case RiskLimitCheckID(2319) is required and RiskLimitRequestID(1666) can be optionally specified. Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be specified. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace), and message-chaining model is used. Used to specify the transaction reference for this limit check request. Identifies the type of reference specified in RefOrderID(1080) for this limit check request. Specifies the amount being requested or consumed, as indicated by RiskLimitCheckType(2321). May be used to identify the party making the limit check request and their role. May be used to specify the trading party on which the limit check request is for. Each request is for a single trading party and the specified transaction reference. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequest is used to request for approval of credit or risk limit amount intended to be used by a party in a transaction from another party that holds the information. MsgType=DG Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message Either RiskLimitCheckRequestID(2318) or RiskLimitCheckID(2319) must be provided from the request message. Identifies the RiskLimitCheckTransType(2320) this message is responding to as specified in the request message. Identifies the RiskLimitCheckType(2321) this message is responding to as specified in the request message. Conditionally required when RiskLimitCheckTransType(2320) = 1 (Cancel) or 2 (Replace) Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Conditionally required when RiskLimitCheckRequestStatus(2325)=1 (Partially approved) Optionally used to specify when the approved credit limit being reserved will expire. The trading party identified in the limit check request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. PartyRiskLimitCheckRequestAck is used to acknowledge a PartyRiskLimitCheckRequest(35=DF) message and to respond whether the limit check request was approved or not. When used to accept the PartyRiskLimitCheckRequest(35=DF) message the Respondent may also include the limit amount that was approved. MsgType=DH Use to reduce the scope to a market Use to reduce the scope to a market segment Use to reduce the scope of instruments May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PartyActionRequest message is used suspend or halt the specified party from further trading activities at the Respondent. The Respondent must respond with a PartyActionReport(35=DI) message. MsgType=DI Conditionally required when responding to a PartyActionRequest(35=DH) message. Conditionally required when PartyActionResponse(2332) = 2 (Rejected). Conditionally required if present in the PartyActionRequest(35=DH) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. May be used to identify the party making the request and their role. Used to specify the trading party on which the action is applied to. If in response to PartyActionRequest(35=DH) message, this should echo back the values from the request. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to respond to the PartyActionRequest(35=DH) message, indicating whether the request has been received, accepted or rejected. Can also be used in an unsolicited manner to report party actions, e.g. reinstatements after a manual intervention out of band. MsgType=DJ Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. This is party information related to the submitter. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The MassOrder(35=DJ) message can be used to add, modify or delete multiple unrelated orders with a single message. Apart from clearing related attributes, only the key order attributes for high performance trading are available. The behavior of individual orders within a MassOrder(35=DJ) may vary depending upon its attributes, e.g. OrdType(40) and TimeInForce(59). Individual orders may be modified or deleted/cancelled with single order messages such as OrderCancelReplaceRequest (35=G) and OrderCancelRequest(35=F). Each of the orders in the MassOrder(35=DJ) are to be treated as stand-alone individual orders. MsgType=DK For use in drop copy applications. NOT FOR USE in transactional applications. Unique identifier of MassOrder(35=DJ) message as assigned by the submitter of the request. Unique identifier of MassOrder(35=DJ) message as assigned by the receiver Message level request status Message level request result Level of response requested from receiver of MassOrder (35=DJ) message. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedRejectText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Used to support fragmentation. Sum of NoOrderEntries(2428) within the OrderEntryAckGrp across all messages with the same MassOrderRequestID(2423). Indicates whether this is the last fragment in a sequence of message fragments. Only required where message has been fragmented. The mass order acknowledgement message is used to acknowledge the receipt of and the status for a MassOrder(35=DJ) message. The content of the acknowledgement depends on the setting of the field OrderResponseLevel(2427) in the MassOrder(35=DJ) message. Only the order status is provided and not the immediate executions which would lead to ExecutionReport messages. MsgType = DL Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer. Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers. MsgType=DM The identifier of the PositionTransferInstruction(35=DL) this message is responding to. Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent. Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions. The PositionTransferInstructionAck(35=DM) is intended to be a technical acknowledgment, not a business level acknowledgment which would instead be provided by the PositionTransferReport(35=DN) message. As such, TransferID(2437), a business level ID assigned by the CCP, need not be assigned when providing a technical acknowledgment to a new or rejected position transfer request. MsgType = DN Conditionally required when sent in response to a PositionTransferInstruction(35=DM). Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary). Specifies the source of the position transfer, e.g. the transferor. Specifies the target of the position transfer. Business date the transfer would clear. Trade date associated with the position being transferred. If not specified, indicates the transfer is for all instruments. Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified. Price at which the position is transferred. Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer. Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process. MsgType=DO Unique message identifier for the request or the identifier of a previous request when unsubscribing. Used to subscribe / unsubscribe for market data statistics reports or to request a one-time snapshot of the current information. Used to specify the business date. Used to specify a single market. Used to specify a single market segment. Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketSegmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Used to reference an entire group of instruments for which a single set of statistics is to be calculated. Used to specify an individual instrument or instrument attributes for which a single set of statistics is to be calculated. Used to specify the parameters for the calculation of statistics. Time that the request was submitted. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsRequest(35=DO) is used to request for statistical data. The simple form is to use an identifier (MDStatisticID(2475)) assigned by the market place which would denote a pre-defined statistical report. Alternatively, or also in addition, the request can define a number of parameters for the desired statistical information. The resulting data set can be restricted to a specific market, market segment or pre-defined security list for which a single set of statistics will be returned. It is also possible to specify individual instruments or group of instruments by means of the component blocks Instrument, UndInstrmtGrp and InstrmtLegGrp. Fields specified in the request are used as filter criteria to restrict the resulting data returned. MsgType = DP Unique message identifier for the report. Unique message identifier for the request. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Conditionally required if report is sent in response to a MarketDataStatisticsRequest(35=DO) message. Set to 'Y' if message is sent as a result of a subscription request not a snapshot request Must be set if EncodedMktSegmDesc(1398) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the MarketDesgmentDesc(1396) field in the encoded format specified via the MessageEncoding(347) field. Specifies the resulting statistics information and corresponding statistical parameters. Time that the report was provided. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. The MarketDataStatisticsReport(35=DP) is used to provide unsolicited statistical information or in response to a specific request. Each report contains a set of statistics for a single entity which could be a market, a market segment, a security list or an instrument. Identifer of the CollateralReport(35=BA) being acknowledged. Conditionally required when CollRptStatus(2488) = 2 (Rejected). Conditionally required when CollRptStatus(2488) = 2 (Rejected). Must be set if EncodedRejectText(1665) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field. Must be set if EncodedText(355) field is specified and must immediately precede it. Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field. CollateralReportAck(35=DQ) is used as a response to the CollateralReport(35=BA). It can be used to reject a CollateralReport(35=BA) when the content of the report is invalid based on the business rules of the receiver. The message may also be used to acknowledge receipt of a valid CollateralReport(35=BA). MsgType = DR Unique identifier for MarketDataReport(35=DR). The MarketDataReport(35=DR) message is used to provide delimiting references (e.g. start and end markers in a continuous broadcast) and details about the number of market data messages sent in a given distribution cycle. The message can be used when distributing reference and market data on an ongoing basis to convey start and end points for synchronization. The report contains multiple message counters that are provided at the beginning or end of a cycle. \ No newline at end of file diff --git a/repository2010/pom.xml b/repository2010/pom.xml index 02dfc106..a5277a01 100644 --- a/repository2010/pom.xml +++ b/repository2010/pom.xml @@ -7,7 +7,7 @@ io.fixprotocol.orchestra parent - 1.7.4-SNAPSHOT + 1.8.0-SNAPSHOT repository2010 ${project.groupId}:${project.artifactId}